TDF vs. TEI
Compare and contrast key facts about Templeton Dragon Fund Inc. (TDF) and Templeton Emerging Markets Income Fund (TEI).
TDF is managed by Franklin Templeton Investments. TEI is managed by Franklin Templeton Investments.
Performance
TDF vs. TEI - Performance Comparison
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TDF vs. TEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDF Templeton Dragon Fund Inc. | -4.88% | 37.70% | 5.44% | -20.06% | -32.93% | -18.02% | 52.98% | 27.97% | -11.80% | 42.09% |
TEI Templeton Emerging Markets Income Fund | -4.77% | 45.41% | 11.77% | 3.78% | -15.49% | 3.48% | -9.06% | 3.51% | -6.20% | 8.09% |
Returns By Period
The year-to-date returns for both investments are quite close, with TDF having a -4.88% return and TEI slightly higher at -4.77%. Over the past 10 years, TDF has outperformed TEI with an annualized return of 4.59%, while TEI has yielded a comparatively lower 4.25% annualized 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%
TEI
- 1D
- 1.86%
- 1M
- -12.22%
- YTD
- -4.77%
- 6M
- 6.22%
- 1Y
- 28.57%
- 3Y*
- 19.19%
- 5Y*
- 7.58%
- 10Y*
- 4.25%
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TDF vs. TEI - Expense Ratio Comparison
Return for Risk
TDF vs. TEI — Risk / Return Rank
TDF
TEI
TDF vs. TEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Dragon Fund Inc. (TDF) and Templeton Emerging Markets Income Fund (TEI). 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.
| TDF | TEI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.72 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.24 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.32 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.94 | -1.16 |
Martin ratioReturn relative to average drawdown | 2.60 | 7.78 | -5.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDF | TEI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.72 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.40 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.24 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.11 |
Correlation
The correlation between TDF and TEI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TDF vs. TEI - Dividend Comparison
TDF's dividend yield for the trailing twelve months is around 3.77%, less than TEI's 14.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TEI Templeton Emerging Markets Income Fund | 14.56% | 13.57% | 11.11% | 11.09% | 11.88% | 10.44% | 7.34% | 8.51% | 9.27% | 5.56% | 7.33% | 8.24% |
Drawdowns
TDF vs. TEI - Drawdown Comparison
The maximum TDF drawdown since its inception was -68.15%, which is greater than TEI's maximum drawdown of -51.50%. Use the drawdown chart below to compare losses from any high point for TDF and TEI.
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Drawdown Indicators
| TDF | TEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.15% | -51.50% | -16.65% |
Max Drawdown (1Y)Largest decline over 1 year | -16.05% | -14.49% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -62.07% | -39.74% | -22.33% |
Max Drawdown (10Y)Largest decline over 10 years | -66.87% | -43.83% | -23.04% |
Current DrawdownCurrent decline from peak | -48.36% | -12.75% | -35.61% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -10.79% | -11.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 3.61% | +1.19% |
Volatility
TDF vs. TEI - Volatility Comparison
Templeton Dragon Fund Inc. (TDF) and Templeton Emerging Markets Income Fund (TEI) have volatilities of 6.03% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDF | TEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.29% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 10.60% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.72% | 16.66% | +5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.18% | 19.21% | +7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.88% | 17.48% | +6.40% |