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TDF vs. FIQFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDF vs. FIQFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Dragon Fund Inc. (TDF) and Fidelity Advisor China Region Fund Class Z (FIQFX). The values are adjusted to include any dividend payments, if applicable.

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TDF vs. FIQFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TDF
Templeton Dragon Fund Inc.
-4.88%37.70%5.44%-20.06%-32.93%-18.02%52.98%27.97%-1.71%
FIQFX
Fidelity Advisor China Region Fund Class Z
5.55%42.75%23.34%-0.13%-23.76%-13.61%48.04%35.33%-1.81%

Returns By Period

In the year-to-date period, TDF achieves a -4.88% return, which is significantly lower than FIQFX's 5.55% return.


TDF

1D
1.82%
1M
-7.19%
YTD
-4.88%
6M
-7.24%
1Y
13.51%
3Y*
2.14%
5Y*
-9.72%
10Y*
4.59%

FIQFX

1D
-0.66%
1M
-9.02%
YTD
5.55%
6M
6.33%
1Y
44.02%
3Y*
20.04%
5Y*
2.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDF vs. FIQFX - Expense Ratio Comparison


Return for Risk

TDF vs. FIQFX — Risk / Return Rank

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

TDF
TDF Risk / Return Rank: 2323
Overall Rank
TDF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TDF Sortino Ratio Rank: 2222
Sortino Ratio Rank
TDF Omega Ratio Rank: 2222
Omega Ratio Rank
TDF Calmar Ratio Rank: 2626
Calmar Ratio Rank
TDF Martin Ratio Rank: 2323
Martin Ratio Rank

FIQFX
FIQFX Risk / Return Rank: 8888
Overall Rank
FIQFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FIQFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIQFX Omega Ratio Rank: 8585
Omega Ratio Rank
FIQFX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FIQFX Martin Ratio Rank: 8989
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.

TDF vs. FIQFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Dragon Fund Inc. (TDF) and Fidelity Advisor China Region Fund Class Z (FIQFX). 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.


TDFFIQFXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.87

-1.25

Sortino ratio

Return per unit of downside risk

0.95

2.42

-1.47

Omega ratio

Gain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

0.78

2.52

-1.75

Martin ratio

Return relative to average drawdown

2.60

9.80

-7.20

TDF vs. FIQFX - Sharpe Ratio Comparison

The current TDF Sharpe Ratio is 0.63, which is lower than the FIQFX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TDF and FIQFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TDFFIQFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.87

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.12

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.52

-0.23

Correlation

The correlation between TDF and FIQFX is 0.81, 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

TDF vs. FIQFX - Dividend Comparison

TDF's dividend yield for the trailing twelve months is around 3.77%, more than FIQFX's 1.96% yield.


TTM20252024202320222021202020192018201720162015
TDF
Templeton Dragon Fund Inc.
3.77%3.55%1.36%0.00%12.73%14.13%24.72%10.75%12.43%7.95%10.34%22.49%
FIQFX
Fidelity Advisor China Region Fund Class Z
1.96%2.07%1.58%2.14%0.86%11.06%4.98%0.84%1.09%0.00%0.00%0.00%

Drawdowns

TDF vs. FIQFX - Drawdown Comparison

The maximum TDF drawdown since its inception was -68.15%, which is greater than FIQFX's maximum drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for TDF and FIQFX.


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Drawdown Indicators


TDFFIQFXDifference

Max Drawdown

Largest peak-to-trough decline

-68.15%

-58.33%

-9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-15.95%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-62.07%

-53.73%

-8.34%

Max Drawdown (10Y)

Largest decline over 10 years

-66.87%

Current Drawdown

Current decline from peak

-48.36%

-10.78%

-37.58%

Average Drawdown

Average peak-to-trough decline

-22.44%

-22.90%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

4.11%

+0.69%

Volatility

TDF vs. FIQFX - Volatility Comparison

The current volatility for Templeton Dragon Fund Inc. (TDF) is 6.03%, while Fidelity Advisor China Region Fund Class Z (FIQFX) has a volatility of 9.26%. This indicates that TDF experiences smaller price fluctuations and is considered to be less risky than FIQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDFFIQFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

9.26%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

16.44%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

23.17%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

23.96%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.88%

24.05%

-0.17%