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TEDIX vs. FFACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDIX vs. FFACX - 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 Global Allocation Fund Class C (FFACX). The values are adjusted to include any dividend payments, if applicable.

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TEDIX vs. FFACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEDIX
Franklin Mutual Global Discovery Fund Class A
-4.33%23.45%6.16%20.16%-4.98%19.33%-4.62%24.41%-11.07%7.16%
FFACX
Franklin Global Allocation Fund Class C
-3.35%15.09%12.06%11.99%-12.43%10.89%0.71%16.90%-10.54%10.44%

Returns By Period

In the year-to-date period, TEDIX achieves a -4.33% return, which is significantly lower than FFACX's -3.35% return. Over the past 10 years, TEDIX has outperformed FFACX with an annualized return of 8.05%, while FFACX has yielded a comparatively lower 5.93% annualized return.


TEDIX

1D
0.31%
1M
-9.71%
YTD
-4.33%
6M
-0.35%
1Y
8.81%
3Y*
12.64%
5Y*
9.19%
10Y*
8.05%

FFACX

1D
-0.12%
1M
-6.27%
YTD
-3.35%
6M
-1.18%
1Y
11.45%
3Y*
10.25%
5Y*
5.85%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEDIX vs. FFACX - Expense Ratio Comparison

TEDIX has a 1.21% expense ratio, which is lower than FFACX's 1.74% expense ratio.


Return for Risk

TEDIX vs. FFACX — Risk / Return Rank

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

TEDIX
TEDIX Risk / Return Rank: 2020
Overall Rank
TEDIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TEDIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
TEDIX Omega Ratio Rank: 1919
Omega Ratio Rank
TEDIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TEDIX Martin Ratio Rank: 2121
Martin Ratio Rank

FFACX
FFACX Risk / Return Rank: 5959
Overall Rank
FFACX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FFACX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FFACX Omega Ratio Rank: 5656
Omega Ratio Rank
FFACX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FFACX Martin Ratio Rank: 6565
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. FFACX - 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 Global Allocation Fund Class C (FFACX). 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.


TEDIXFFACXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.09

-0.51

Sortino ratio

Return per unit of downside risk

0.87

1.61

-0.74

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.62

1.34

-0.72

Martin ratio

Return relative to average drawdown

2.38

6.17

-3.79

TEDIX vs. FFACX - Sharpe Ratio Comparison

The current TEDIX Sharpe Ratio is 0.58, which is lower than the FFACX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TEDIX and FFACX, 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


TEDIXFFACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.09

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.59

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.52

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.43

+0.30

Correlation

The correlation between TEDIX and FFACX is 0.90, 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

TEDIX vs. FFACX - Dividend Comparison

TEDIX's dividend yield for the trailing twelve months is around 11.20%, more than FFACX's 4.68% yield.


TTM20252024202320222021202020192018201720162015
TEDIX
Franklin Mutual Global Discovery Fund Class A
11.20%10.71%12.98%7.09%10.31%8.70%3.33%7.11%7.35%3.03%4.20%7.90%
FFACX
Franklin Global Allocation Fund Class C
4.68%4.52%0.39%0.90%3.57%0.45%6.72%2.24%2.38%2.21%1.48%2.17%

Drawdowns

TEDIX vs. FFACX - Drawdown Comparison

The maximum TEDIX drawdown since its inception was -40.21%, smaller than the maximum FFACX drawdown of -53.66%. Use the drawdown chart below to compare losses from any high point for TEDIX and FFACX.


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Drawdown Indicators


TEDIXFFACXDifference

Max Drawdown

Largest peak-to-trough decline

-40.21%

-53.66%

+13.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-7.79%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-18.76%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

-30.23%

-9.98%

Current Drawdown

Current decline from peak

-9.71%

-6.75%

-2.96%

Average Drawdown

Average peak-to-trough decline

-5.93%

-8.03%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.69%

+1.44%

Volatility

TEDIX vs. FFACX - Volatility Comparison

Franklin Mutual Global Discovery Fund Class A (TEDIX) has a higher volatility of 5.22% compared to Franklin Global Allocation Fund Class C (FFACX) at 3.50%. This indicates that TEDIX's price experiences larger fluctuations and is considered to be riskier than FFACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDIXFFACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.50%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

6.45%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

10.71%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

9.91%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

11.46%

+5.62%