LMGEX vs. VGK
Compare and contrast key facts about Franklin International Equity Fund (LMGEX) and Vanguard FTSE Europe ETF (VGK).
LMGEX is managed by Legg Mason. It was launched on Feb 17, 1995. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Performance
LMGEX vs. VGK - Performance Comparison
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LMGEX vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMGEX Franklin International Equity Fund | -2.30% | 32.05% | 3.42% | 18.48% | -13.55% | 12.87% | 2.74% | 17.61% | -16.67% | 23.58% |
VGK Vanguard FTSE Europe ETF | -0.95% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Returns By Period
In the year-to-date period, LMGEX achieves a -2.30% return, which is significantly lower than VGK's -0.95% return. Over the past 10 years, LMGEX has underperformed VGK with an annualized return of 7.21%, while VGK has yielded a comparatively higher 8.96% annualized return.
LMGEX
- 1D
- 0.30%
- 1M
- -11.03%
- YTD
- -2.30%
- 6M
- 1.61%
- 1Y
- 17.92%
- 3Y*
- 13.72%
- 5Y*
- 7.81%
- 10Y*
- 7.21%
VGK
- 1D
- 3.21%
- 1M
- -8.16%
- YTD
- -0.95%
- 6M
- 4.76%
- 1Y
- 21.14%
- 3Y*
- 14.29%
- 5Y*
- 8.68%
- 10Y*
- 8.96%
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LMGEX vs. VGK - Expense Ratio Comparison
LMGEX has a 2.05% expense ratio, which is higher than VGK's 0.08% expense ratio.
Return for Risk
LMGEX vs. VGK — Risk / Return Rank
LMGEX
VGK
LMGEX vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Fund (LMGEX) and Vanguard FTSE Europe ETF (VGK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| LMGEX | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.21 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.73 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.64 | -0.27 |
Martin ratioReturn relative to average drawdown | 5.35 | 6.32 | -0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMGEX | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.21 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.49 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.48 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.26 | -0.01 |
Correlation
The correlation between LMGEX and VGK is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LMGEX vs. VGK - Dividend Comparison
LMGEX's dividend yield for the trailing twelve months is around 8.47%, more than VGK's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMGEX Franklin International Equity Fund | 8.47% | 8.28% | 5.68% | 1.51% | 2.88% | 5.10% | 0.58% | 0.49% | 1.62% | 1.60% | 1.30% | 0.91% |
VGK Vanguard FTSE Europe ETF | 3.00% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
LMGEX vs. VGK - Drawdown Comparison
The maximum LMGEX drawdown since its inception was -63.37%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for LMGEX and VGK.
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Drawdown Indicators
| LMGEX | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.37% | -63.61% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -12.09% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -32.74% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.79% | -37.24% | -2.55% |
Current DrawdownCurrent decline from peak | -11.11% | -8.48% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -13.43% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.14% | -0.16% |
Volatility
LMGEX vs. VGK - Volatility Comparison
The current volatility for Franklin International Equity Fund (LMGEX) is 7.02%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 7.72%. This indicates that LMGEX experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMGEX | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 7.72% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 10.96% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 17.62% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 17.72% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 18.88% | -2.80% |