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TEDMX vs. CEMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDMX vs. CEMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Developing Markets Trust (TEDMX) and Cullen Emerging Markets High Dividend Fund (CEMFX). The values are adjusted to include any dividend payments, if applicable.

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TEDMX vs. CEMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEDMX
Templeton Developing Markets Trust
1.93%44.71%8.14%12.28%-22.17%-5.82%18.65%26.39%-16.21%40.21%
CEMFX
Cullen Emerging Markets High Dividend Fund
6.79%31.39%9.51%26.45%-16.15%6.74%8.70%19.75%-16.90%29.82%

Returns By Period

In the year-to-date period, TEDMX achieves a 1.93% return, which is significantly lower than CEMFX's 6.79% return. Both investments have delivered pretty close results over the past 10 years, with TEDMX having a 10.01% annualized return and CEMFX not far behind at 9.57%.


TEDMX

1D
-1.03%
1M
-14.55%
YTD
1.93%
6M
9.21%
1Y
39.13%
3Y*
18.77%
5Y*
4.45%
10Y*
10.01%

CEMFX

1D
-0.85%
1M
-11.79%
YTD
6.79%
6M
11.80%
1Y
38.22%
3Y*
21.50%
5Y*
10.64%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEDMX vs. CEMFX - Expense Ratio Comparison

TEDMX has a 1.38% expense ratio, which is higher than CEMFX's 1.00% expense ratio.


Return for Risk

TEDMX vs. CEMFX — Risk / Return Rank

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

TEDMX
TEDMX Risk / Return Rank: 9090
Overall Rank
TEDMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TEDMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TEDMX Omega Ratio Rank: 8888
Omega Ratio Rank
TEDMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
TEDMX Martin Ratio Rank: 9090
Martin Ratio Rank

CEMFX
CEMFX Risk / Return Rank: 9393
Overall Rank
CEMFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEMFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CEMFX Omega Ratio Rank: 9292
Omega Ratio Rank
CEMFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEMFX Martin Ratio Rank: 9191
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.

TEDMX vs. CEMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and Cullen Emerging Markets High Dividend Fund (CEMFX). 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.


TEDMXCEMFXDifference

Sharpe ratio

Return per unit of total volatility

1.99

2.25

-0.26

Sortino ratio

Return per unit of downside risk

2.51

2.86

-0.34

Omega ratio

Gain probability vs. loss probability

1.38

1.43

-0.05

Calmar ratio

Return relative to maximum drawdown

2.44

2.87

-0.43

Martin ratio

Return relative to average drawdown

10.31

10.73

-0.42

TEDMX vs. CEMFX - Sharpe Ratio Comparison

The current TEDMX Sharpe Ratio is 1.99, which is comparable to the CEMFX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TEDMX and CEMFX, 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


TEDMXCEMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.25

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.76

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.64

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.46

-0.09

Correlation

The correlation between TEDMX and CEMFX is 0.82, 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

TEDMX vs. CEMFX - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 2.59%, more than CEMFX's 2.03% yield.


TTM20252024202320222021202020192018201720162015
TEDMX
Templeton Developing Markets Trust
2.59%2.64%3.30%3.44%5.25%6.76%2.40%4.54%1.35%0.90%1.20%1.02%
CEMFX
Cullen Emerging Markets High Dividend Fund
2.03%1.72%3.31%4.68%1.26%2.62%2.13%4.16%2.26%3.59%3.65%4.60%

Drawdowns

TEDMX vs. CEMFX - Drawdown Comparison

The maximum TEDMX drawdown since its inception was -64.97%, which is greater than CEMFX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for TEDMX and CEMFX.


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Drawdown Indicators


TEDMXCEMFXDifference

Max Drawdown

Largest peak-to-trough decline

-64.97%

-39.30%

-25.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-12.41%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-42.15%

-28.13%

-14.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-39.30%

-5.06%

Current Drawdown

Current decline from peak

-14.80%

-12.41%

-2.39%

Average Drawdown

Average peak-to-trough decline

-19.54%

-9.69%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.33%

+0.17%

Volatility

TEDMX vs. CEMFX - Volatility Comparison

Templeton Developing Markets Trust (TEDMX) has a higher volatility of 10.04% compared to Cullen Emerging Markets High Dividend Fund (CEMFX) at 6.95%. This indicates that TEDMX's price experiences larger fluctuations and is considered to be riskier than CEMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDMXCEMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

6.95%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

12.42%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

16.42%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

14.09%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

14.92%

+3.87%