PortfoliosLab logoPortfoliosLab logo
SPGBX vs. FGBRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGBX vs. FGBRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Global Fixed Income Fund (SPGBX) and Templeton Global Bond Fund - Class R (FGBRX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPGBX achieves a 1.10% return, which is significantly lower than FGBRX's 1.20% return.


SPGBX

1D
0.11%
1M
0.99%
YTD
1.10%
6M
1.27%
1Y
3.61%
3Y*
4.13%
5Y*
0.10%
10Y*

FGBRX

1D
-0.42%
1M
0.14%
YTD
1.20%
6M
1.82%
1Y
5.50%
3Y*
1.38%
5Y*
-1.00%
10Y*
-0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGBX vs. FGBRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPGBX
Symmetry Panoramic Global Fixed Income Fund
1.10%4.42%1.26%8.39%-12.91%-2.25%5.42%6.33%2.84%
FGBRX
Templeton Global Bond Fund - Class R
1.20%14.81%-12.18%2.18%-6.40%-5.30%-4.65%0.38%-1.27%

Correlation

The correlation between SPGBX and FGBRX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2018

0.37

Over the past year, SPGBX and FGBRX have become more correlated (0.58) than their long-term average of 0.37, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPGBX vs. FGBRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPGBX
SPGBX Risk / Return Rank: 2323
Overall Rank
SPGBX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPGBX Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPGBX Omega Ratio Rank: 2626
Omega Ratio Rank
SPGBX Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPGBX Martin Ratio Rank: 1717
Martin Ratio Rank

FGBRX
FGBRX Risk / Return Rank: 99
Overall Rank
FGBRX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FGBRX Sortino Ratio Rank: 99
Sortino Ratio Rank
FGBRX Omega Ratio Rank: 99
Omega Ratio Rank
FGBRX Calmar Ratio Rank: 99
Calmar Ratio Rank
FGBRX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPGBX vs. FGBRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Global Fixed Income Fund (SPGBX) and Templeton Global Bond Fund - Class R (FGBRX). 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.


SPGBXFGBRXDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

1.52

0.82

+0.71

Martin ratioReturn relative to average drawdown

4.29

2.51

+1.79

SPGBX vs. FGBRX - Sharpe Ratio Comparison

The current SPGBX Sharpe Ratio is 1.34, which is higher than the FGBRX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SPGBX and FGBRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPGBX vs. FGBRX - Drawdown Comparison

The maximum SPGBX drawdown since its inception was -17.02%, smaller than the maximum FGBRX drawdown of -27.46%. Use the drawdown chart below to compare losses from any high point for SPGBX and FGBRX.


Loading charts...

Drawdown Indicators


SPGBXFGBRXDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-27.46%

+10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-6.38%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-13.09%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-18.91%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-27.46%

Current Drawdown

Current decline from peak

-1.36%

-15.19%

+13.83%

Average Drawdown

Average peak-to-trough decline

-5.31%

-8.38%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

2.08%

-1.24%

Volatility

SPGBX vs. FGBRX - Volatility Comparison

The current volatility for Symmetry Panoramic Global Fixed Income Fund (SPGBX) is 0.82%, while Templeton Global Bond Fund - Class R (FGBRX) has a volatility of 2.07%. This indicates that SPGBX experiences smaller price fluctuations and is considered to be less risky than FGBRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPGBXFGBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

2.07%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

6.11%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

7.39%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

8.16%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

7.26%

-2.96%

SPGBX vs. FGBRX - Expense Ratio Comparison

SPGBX has a 0.43% expense ratio, which is lower than FGBRX's 1.24% expense ratio.


Dividends

SPGBX vs. FGBRX - Dividend Comparison

SPGBX's dividend yield for the trailing twelve months is around 3.69%, less than FGBRX's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
FGBRX
Templeton Global Bond Fund - Class R
4.84%4.10%5.49%3.61%4.92%5.11%4.34%5.86%6.27%3.08%2.10%2.85%
SPGBX
Symmetry Panoramic Global Fixed Income Fund
3.69%4.18%4.86%3.30%1.59%2.05%1.35%2.75%1.20%0.00%0.00%0.00%

Frequently Asked Questions


SPGBX and FGBRX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FGBRX has higher volatility (2.07%) compared to SPGBX (0.82%). In terms of maximum drawdown, SPGBX dropped -17.02% vs FGBRX's -27.46%.

SPGBX currently has the higher Sharpe Ratio (1.34 vs 0.71), 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

Find the right allocation for SPGBX and FGBRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer