MDISX vs. SSGLX
Compare and contrast key facts about Franklin Mutual Global Discovery Fund (MDISX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
MDISX is managed by Franklin Templeton. It was launched on Dec 30, 1992. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
MDISX vs. SSGLX - Performance Comparison
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MDISX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | -2.46% | 23.75% | 6.38% | 20.48% | -4.73% | 19.60% | -4.38% | 24.74% | -10.86% | 7.22% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, MDISX achieves a -2.46% return, which is significantly lower than SSGLX's 1.29% return. Both investments have delivered pretty close results over the past 10 years, with MDISX having a 8.47% annualized return and SSGLX not far ahead at 8.79%.
MDISX
- 1D
- 1.89%
- 1M
- -6.54%
- YTD
- -2.46%
- 6M
- 1.23%
- 1Y
- 11.28%
- 3Y*
- 13.62%
- 5Y*
- 9.65%
- 10Y*
- 8.47%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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MDISX vs. SSGLX - Expense Ratio Comparison
MDISX has a 0.95% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
MDISX vs. SSGLX — Risk / Return Rank
MDISX
SSGLX
MDISX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund (MDISX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| MDISX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.76 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.10 | 2.37 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.35 | -1.44 |
Martin ratioReturn relative to average drawdown | 3.45 | 9.17 | -5.72 |
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
| MDISX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.76 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.49 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.38 | +0.43 |
Correlation
The correlation between MDISX and SSGLX is 0.78, 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
MDISX vs. SSGLX - Dividend Comparison
MDISX's dividend yield for the trailing twelve months is around 10.82%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | 10.82% | 10.55% | 12.84% | 7.12% | 10.29% | 8.75% | 3.50% | 7.21% | 7.50% | 2.97% | 4.13% | 7.77% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
MDISX vs. SSGLX - Drawdown Comparison
The maximum MDISX drawdown since its inception was -40.15%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for MDISX and SSGLX.
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Drawdown Indicators
| MDISX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -35.88% | -4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.22% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.57% | -30.08% | +8.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -35.88% | -4.27% |
Current DrawdownCurrent decline from peak | -7.97% | -9.15% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -8.32% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.87% | +0.29% |
Volatility
MDISX vs. SSGLX - Volatility Comparison
The current volatility for Franklin Mutual Global Discovery Fund (MDISX) is 5.59%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that MDISX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDISX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.71% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 10.18% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 15.57% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 14.51% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 16.15% | +0.93% |