STITX vs. TEDMX
Compare and contrast key facts about Virtus SGA International Growth Fund (STITX) and Templeton Developing Markets Trust (TEDMX).
STITX is managed by Virtus. It was launched on Jan 30, 1995. TEDMX is managed by Franklin Templeton. It was launched on Oct 15, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STITX or TEDMX.
Key characteristics
| STITX | TEDMX | |
|---|---|---|
| YTD Return | -1.94% | 14.73% |
| 1Y Return | 10.35% | 22.86% |
| 3Y Return (Ann) | -2.46% | -1.31% |
| 5Y Return (Ann) | 6.06% | 4.54% |
| 10Y Return (Ann) | 5.50% | 4.35% |
| Sharpe Ratio | 0.81 | 1.37 |
| Sortino Ratio | 1.24 | 2.01 |
| Omega Ratio | 1.14 | 1.24 |
| Calmar Ratio | 0.45 | 0.64 |
| Martin Ratio | 2.31 | 7.36 |
| Ulcer Index | 4.32% | 3.08% |
| Daily Std Dev | 12.33% | 16.57% |
| Max Drawdown | -70.75% | -64.90% |
| Current Drawdown | -10.80% | -17.27% |
Correlation
The correlation between STITX and TEDMX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
STITX vs. TEDMX - Performance Comparison
In the year-to-date period, STITX achieves a -1.94% return, which is significantly lower than TEDMX's 14.73% return. Over the past 10 years, STITX has outperformed TEDMX with an annualized return of 5.50%, while TEDMX has yielded a comparatively lower 4.35% annualized 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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STITX vs. TEDMX - Expense Ratio Comparison
STITX has a 1.08% expense ratio, which is lower than TEDMX's 1.38% expense ratio.
Risk-Adjusted Performance
STITX vs. TEDMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA International Growth Fund (STITX) and Templeton Developing Markets Trust (TEDMX). 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
STITX vs. TEDMX - Dividend Comparison
STITX's dividend yield for the trailing twelve months is around 0.21%, less than TEDMX's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STITX Virtus SGA International Growth Fund | 0.21% | 0.32% | 5.28% | 7.65% | 19.31% | 31.59% | 0.30% | 0.12% | 0.41% | 0.70% | 2.35% | 9.54% |
TEDMX Templeton Developing Markets Trust | 3.80% | 3.44% | 5.25% | 6.76% | 2.40% | 4.54% | 1.35% | 0.90% | 1.20% | 1.02% | 23.10% | 1.93% |
Drawdowns
STITX vs. TEDMX - Drawdown Comparison
The maximum STITX drawdown since its inception was -70.75%, which is greater than TEDMX's maximum drawdown of -64.90%. Use the drawdown chart below to compare losses from any high point for STITX and TEDMX. For additional features, visit the drawdowns tool.
Volatility
STITX vs. TEDMX - Volatility Comparison
The current volatility for Virtus SGA International Growth Fund (STITX) is 3.75%, while Templeton Developing Markets Trust (TEDMX) has a volatility of 6.99%. This indicates that STITX experiences smaller price fluctuations and is considered to be less risky than TEDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.