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SCD vs. TEDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCD vs. TEDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LMP Capital and Income Fund Inc. (SCD) and Franklin Mutual Global Discovery Fund Class A (TEDIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCD achieves a 10.42% return, which is significantly higher than TEDIX's 7.34% return. Over the past 10 years, SCD has outperformed TEDIX with an annualized return of 12.42%, while TEDIX has yielded a comparatively lower 8.84% annualized return.


SCD

1D
0.13%
1M
0.14%
6M
4.08%
YTD
10.42%
1Y
13.32%
3Y*
17.78%
5Y*
12.64%
10Y*
12.42%
ALL TIME*
10.88%

TEDIX

1D
0.64%
1M
3.75%
6M
4.14%
YTD
7.34%
1Y
19.94%
3Y*
13.86%
5Y*
10.62%
10Y*
8.84%
ALL TIME*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.35M$1.70M$1.12M
$0.00$0.00$0.00

SCD vs. TEDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCD
LMP Capital and Income Fund Inc.
10.42%-3.80%33.95%28.09%-10.04%46.29%-14.89%59.16%-15.56%14.59%
TEDIX
Franklin Mutual Global Discovery Fund Class A
7.34%23.45%6.16%20.16%-4.98%19.33%-4.62%24.41%-11.07%7.16%

Correlation

The correlation between SCD and TEDIX is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2004

0.60

The correlation between SCD and TEDIX shifts across timeframes, from 0.49 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCD vs. TEDIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCD
SCD Risk / Return Rank: 2828
Overall Rank
SCD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SCD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SCD Omega Ratio Rank: 2929
Omega Ratio Rank
SCD Calmar Ratio Rank: 2525
Calmar Ratio Rank
SCD Martin Ratio Rank: 2323
Martin Ratio Rank

TEDIX
TEDIX Risk / Return Rank: 4949
Overall Rank
TEDIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TEDIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TEDIX Omega Ratio Rank: 5757
Omega Ratio Rank
TEDIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TEDIX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCD vs. TEDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Franklin Mutual Global Discovery Fund Class A (TEDIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCDTEDIXDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.18

1.75

-0.57

Martin ratioReturn relative to average drawdown

3.31

5.07

-1.76

SCD vs. TEDIX - Sharpe Ratio Comparison

The current SCD Sharpe Ratio is 1.04, which is lower than the TEDIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SCD and TEDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCD vs. TEDIX - Drawdown Comparison

The maximum SCD drawdown since its inception was -62.40%, which is greater than TEDIX's maximum drawdown of -40.21%. Use the drawdown chart below to compare losses from any high point for SCD and TEDIX.


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Drawdown Indicators


SCDTEDIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-40.21%

-22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-10.10%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-21.81%

-12.95%

-8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-21.69%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.76%

-40.21%

-20.55%

Current Drawdown

Current decline from peak

-0.63%

0.00%

-0.63%

Average Drawdown

Average peak-to-trough decline

-9.99%

-5.91%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.48%

+0.19%

Volatility

SCD vs. TEDIX - Volatility Comparison

The current volatility for LMP Capital and Income Fund Inc. (SCD) is 2.85%, while Franklin Mutual Global Discovery Fund Class A (TEDIX) has a volatility of 3.26%. This indicates that SCD experiences smaller price fluctuations and is considered to be less risky than TEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCDTEDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.26%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

9.42%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

11.94%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

15.68%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.31%

17.03%

+6.28%

Dividends

SCD vs. TEDIX - Dividend Comparison

SCD's dividend yield for the trailing twelve months is around 9.30%, less than TEDIX's 9.98% yield.


PositionTTM20252024202320222021202020192018201720162015
SCD
LMP Capital and Income Fund Inc.
9.30%9.55%7.88%8.56%12.96%10.26%10.21%7.98%11.61%8.89%9.33%9.05%
TEDIX
Franklin Mutual Global Discovery Fund Class A
9.98%10.71%12.98%7.09%10.31%8.70%3.33%7.11%7.35%3.03%4.20%7.90%

Frequently Asked Questions


SCD and TEDIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEDIX has higher volatility (3.26%) compared to SCD (2.85%). In terms of maximum drawdown, SCD dropped -62.40% vs TEDIX's -40.21%.

TEDIX currently has the higher Sharpe Ratio (1.48 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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