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TEDIX vs. FCOQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDIX vs. FCOQX - Performance Comparison

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

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TEDIX vs. FCOQX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TEDIX
Franklin Mutual Global Discovery Fund Class A
-2.52%23.45%6.16%20.16%-4.98%19.33%-4.62%24.41%-10.99%
FCOQX
Franklin Colorado Tax-Free Income Fund Class A
-0.45%3.34%2.47%5.62%-10.97%1.52%4.72%6.41%0.98%

Returns By Period

In the year-to-date period, TEDIX achieves a -2.52% return, which is significantly lower than FCOQX's -0.45% return.


TEDIX

1D
1.89%
1M
-6.54%
YTD
-2.52%
6M
1.10%
1Y
10.98%
3Y*
13.35%
5Y*
9.39%
10Y*
8.25%

FCOQX

1D
0.29%
1M
-1.97%
YTD
-0.45%
6M
1.31%
1Y
3.19%
3Y*
2.81%
5Y*
0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEDIX vs. FCOQX - Expense Ratio Comparison

TEDIX has a 1.21% expense ratio, which is higher than FCOQX's 0.85% expense ratio.


Return for Risk

TEDIX vs. FCOQX — Risk / Return Rank

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

TEDIX
TEDIX Risk / Return Rank: 2222
Overall Rank
TEDIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TEDIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
TEDIX Omega Ratio Rank: 2121
Omega Ratio Rank
TEDIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TEDIX Martin Ratio Rank: 2323
Martin Ratio Rank

FCOQX
FCOQX Risk / Return Rank: 2020
Overall Rank
FCOQX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FCOQX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FCOQX Omega Ratio Rank: 3131
Omega Ratio Rank
FCOQX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FCOQX Martin Ratio Rank: 1414
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.

TEDIX vs. FCOQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund Class A (TEDIX) and Franklin Colorado Tax-Free Income Fund Class A (FCOQX). 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.


TEDIXFCOQXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.68

+0.04

Sortino ratio

Return per unit of downside risk

1.07

0.93

+0.15

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.89

0.76

+0.13

Martin ratio

Return relative to average drawdown

3.35

2.05

+1.30

TEDIX vs. FCOQX - Sharpe Ratio Comparison

The current TEDIX Sharpe Ratio is 0.73, which is comparable to the FCOQX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TEDIX and FCOQX, 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


TEDIXFCOQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.68

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.05

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.38

+0.36

Correlation

The correlation between TEDIX and FCOQX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TEDIX vs. FCOQX - Dividend Comparison

TEDIX's dividend yield for the trailing twelve months is around 10.99%, more than FCOQX's 2.92% yield.


TTM20252024202320222021202020192018201720162015
TEDIX
Franklin Mutual Global Discovery Fund Class A
10.99%10.71%12.98%7.09%10.31%8.70%3.33%7.11%7.35%3.03%4.20%7.90%
FCOQX
Franklin Colorado Tax-Free Income Fund Class A
2.92%3.13%3.01%2.33%2.59%2.09%2.37%2.95%1.06%0.00%0.00%0.00%

Drawdowns

TEDIX vs. FCOQX - Drawdown Comparison

The maximum TEDIX drawdown since its inception was -40.21%, which is greater than FCOQX's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for TEDIX and FCOQX.


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Drawdown Indicators


TEDIXFCOQXDifference

Max Drawdown

Largest peak-to-trough decline

-40.21%

-15.80%

-24.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-5.32%

-6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-15.80%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

Current Drawdown

Current decline from peak

-8.00%

-2.25%

-5.75%

Average Drawdown

Average peak-to-trough decline

-5.93%

-4.22%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.97%

+1.20%

Volatility

TEDIX vs. FCOQX - Volatility Comparison

Franklin Mutual Global Discovery Fund Class A (TEDIX) has a higher volatility of 5.59% compared to Franklin Colorado Tax-Free Income Fund Class A (FCOQX) at 1.13%. This indicates that TEDIX's price experiences larger fluctuations and is considered to be riskier than FCOQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDIXFCOQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

1.13%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

1.74%

+7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

5.27%

+9.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

4.16%

+11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

4.43%

+12.66%