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TEDIX vs. FGRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDIX vs. FGRAX - 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 Growth Opportunities Fund Class A (FGRAX). The values are adjusted to include any dividend payments, if applicable.

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TEDIX vs. FGRAX - 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%
FGRAX
Franklin Growth Opportunities Fund Class A
-11.90%8.10%25.65%39.54%-37.14%48.19%45.48%46.91%-1.32%28.78%

Returns By Period

In the year-to-date period, TEDIX achieves a -4.33% return, which is significantly higher than FGRAX's -11.90% return. Over the past 10 years, TEDIX has underperformed FGRAX with an annualized return of 8.05%, while FGRAX has yielded a comparatively higher 15.70% 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%

FGRAX

1D
-0.95%
1M
-9.14%
YTD
-11.90%
6M
-13.23%
1Y
5.39%
3Y*
14.51%
5Y*
9.78%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEDIX vs. FGRAX - Expense Ratio Comparison

TEDIX has a 1.21% expense ratio, which is higher than FGRAX's 0.89% expense ratio.


Return for Risk

TEDIX vs. FGRAX — 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

FGRAX
FGRAX Risk / Return Rank: 99
Overall Rank
FGRAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FGRAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FGRAX Omega Ratio Rank: 99
Omega Ratio Rank
FGRAX Calmar Ratio Rank: 88
Calmar Ratio Rank
FGRAX Martin Ratio Rank: 88
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. FGRAX - 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 Growth Opportunities Fund Class A (FGRAX). 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.


TEDIXFGRAXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.23

+0.35

Sortino ratio

Return per unit of downside risk

0.87

0.50

+0.37

Omega ratio

Gain probability vs. loss probability

1.12

1.07

+0.06

Calmar ratio

Return relative to maximum drawdown

0.62

0.15

+0.47

Martin ratio

Return relative to average drawdown

2.38

0.50

+1.88

TEDIX vs. FGRAX - Sharpe Ratio Comparison

The current TEDIX Sharpe Ratio is 0.58, which is higher than the FGRAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of TEDIX and FGRAX, 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


TEDIXFGRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.23

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.37

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.65

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.41

+0.32

Correlation

The correlation between TEDIX and FGRAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TEDIX vs. FGRAX - Dividend Comparison

TEDIX's dividend yield for the trailing twelve months is around 11.20%, less than FGRAX's 22.39% 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%
FGRAX
Franklin Growth Opportunities Fund Class A
22.39%19.73%10.72%13.47%4.83%28.81%5.83%17.52%13.10%8.71%2.09%2.04%

Drawdowns

TEDIX vs. FGRAX - Drawdown Comparison

The maximum TEDIX drawdown since its inception was -40.21%, smaller than the maximum FGRAX drawdown of -78.79%. Use the drawdown chart below to compare losses from any high point for TEDIX and FGRAX.


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Drawdown Indicators


TEDIXFGRAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.21%

-78.79%

+38.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-15.82%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-40.30%

+18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

-40.30%

+0.09%

Current Drawdown

Current decline from peak

-9.71%

-15.82%

+6.11%

Average Drawdown

Average peak-to-trough decline

-5.93%

-28.97%

+23.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

4.68%

-1.55%

Volatility

TEDIX vs. FGRAX - Volatility Comparison

The current volatility for Franklin Mutual Global Discovery Fund Class A (TEDIX) is 5.22%, while Franklin Growth Opportunities Fund Class A (FGRAX) has a volatility of 5.99%. This indicates that TEDIX experiences smaller price fluctuations and is considered to be less risky than FGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDIXFGRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.99%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

12.24%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

21.54%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

26.54%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

24.26%

-7.18%