MDISX vs. VYMI
Compare and contrast key facts about Franklin Mutual Global Discovery Fund (MDISX) and Vanguard International High Dividend Yield ETF (VYMI).
MDISX is managed by Franklin Templeton. It was launched on Dec 30, 1992. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDISX or VYMI.
Key characteristics
| MDISX | VYMI | |
|---|---|---|
| YTD Return | 8.31% | 11.91% |
| 1Y Return | 21.35% | 25.68% |
| 3Y Return (Ann) | 7.36% | 6.67% |
| 5Y Return (Ann) | 8.74% | 7.80% |
| Sharpe Ratio | 1.96 | 2.01 |
| Sortino Ratio | 2.73 | 2.75 |
| Omega Ratio | 1.34 | 1.34 |
| Calmar Ratio | 2.38 | 2.63 |
| Martin Ratio | 11.34 | 13.68 |
| Ulcer Index | 1.80% | 1.78% |
| Daily Std Dev | 10.39% | 12.09% |
| Max Drawdown | -40.15% | -40.00% |
| Current Drawdown | -1.73% | -2.83% |
Correlation
The correlation between MDISX and VYMI is 0.86, 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.
Performance
MDISX vs. VYMI - Performance Comparison
In the year-to-date period, MDISX achieves a 8.31% return, which is significantly lower than VYMI's 11.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MDISX vs. VYMI - Expense Ratio Comparison
MDISX has a 0.95% expense ratio, which is higher than VYMI's 0.22% expense ratio.
Risk-Adjusted Performance
MDISX vs. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund (MDISX) and Vanguard International High Dividend Yield ETF (VYMI). 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.
Dividends
MDISX vs. VYMI - Dividend Comparison
MDISX's dividend yield for the trailing twelve months is around 7.34%, more than VYMI's 4.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | 7.34% | 7.12% | 10.29% | 8.75% | 3.50% | 7.21% | 7.50% | 5.42% | 6.33% | 9.53% | 8.98% | 6.56% |
VYMI Vanguard International High Dividend Yield ETF | 4.43% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
Drawdowns
MDISX vs. VYMI - Drawdown Comparison
The maximum MDISX drawdown since its inception was -40.15%, roughly equal to the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for MDISX and VYMI. For additional features, visit the drawdowns tool.
Volatility
MDISX vs. VYMI - Volatility Comparison
The current volatility for Franklin Mutual Global Discovery Fund (MDISX) is 3.03%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.89%. This indicates that MDISX experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.