PortfoliosLab logoPortfoliosLab logo
TEDIX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDIX vs. FGIAX - Performance Comparison

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

Loading graphics...

TEDIX vs. FGIAX - 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%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.53%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, TEDIX achieves a -4.33% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, TEDIX has underperformed FGIAX with an annualized return of 8.05%, while FGIAX has yielded a comparatively higher 8.70% 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%

FGIAX

1D
0.53%
1M
-3.78%
YTD
9.53%
6M
10.02%
1Y
20.91%
3Y*
14.03%
5Y*
10.45%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TEDIX vs. FGIAX - Expense Ratio Comparison

Both TEDIX and FGIAX have an expense ratio of 1.21%.


Return for Risk

TEDIX vs. FGIAX — 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

FGIAX
FGIAX Risk / Return Rank: 8888
Overall Rank
FGIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8585
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9494
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. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund Class A (TEDIX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


TEDIXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.75

-1.18

Sortino ratio

Return per unit of downside risk

0.87

2.26

-1.38

Omega ratio

Gain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratio

Return relative to maximum drawdown

0.62

2.61

-1.99

Martin ratio

Return relative to average drawdown

2.38

12.12

-9.74

TEDIX vs. FGIAX - Sharpe Ratio Comparison

The current TEDIX Sharpe Ratio is 0.58, which is lower than the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of TEDIX and FGIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TEDIXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.75

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.80

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.58

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.42

+0.31

Correlation

The correlation between TEDIX and FGIAX is 0.74, 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. FGIAX - Dividend Comparison

TEDIX's dividend yield for the trailing twelve months is around 11.20%, more than FGIAX's 9.12% 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%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.12%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

TEDIX vs. FGIAX - Drawdown Comparison

The maximum TEDIX drawdown since its inception was -40.21%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for TEDIX and FGIAX.


Loading graphics...

Drawdown Indicators


TEDIXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.21%

-49.35%

+9.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-8.29%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-21.08%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

-38.02%

-2.19%

Current Drawdown

Current decline from peak

-9.71%

-3.78%

-5.93%

Average Drawdown

Average peak-to-trough decline

-5.93%

-7.22%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.78%

+1.35%

Volatility

TEDIX vs. FGIAX - Volatility Comparison

Franklin Mutual Global Discovery Fund Class A (TEDIX) has a higher volatility of 5.22% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that TEDIX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TEDIXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.05%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

7.09%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

12.28%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

13.08%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

15.17%

+1.91%