TEDMX vs. EITEX
Compare and contrast key facts about Templeton Developing Markets Trust (TEDMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
TEDMX is managed by Franklin Templeton. It was launched on Oct 15, 1991. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
TEDMX vs. EITEX - Performance Comparison
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TEDMX vs. EITEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -13.20% | 27.10% |
Returns By Period
In the year-to-date period, TEDMX achieves a 1.93% return, which is significantly higher than EITEX's 1.05% return. Over the past 10 years, TEDMX has outperformed EITEX with an annualized return of 10.01%, while EITEX has yielded a comparatively lower 6.47% annualized return.
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%
EITEX
- 1D
- -0.37%
- 1M
- -9.31%
- YTD
- 1.05%
- 6M
- 5.36%
- 1Y
- 26.04%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
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TEDMX vs. EITEX - Expense Ratio Comparison
TEDMX has a 1.38% expense ratio, which is higher than EITEX's 0.96% expense ratio.
Return for Risk
TEDMX vs. EITEX — Risk / Return Rank
TEDMX
EITEX
TEDMX vs. EITEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.
| TEDMX | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 2.09 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.51 | 2.65 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.45 | -0.01 |
Martin ratioReturn relative to average drawdown | 10.31 | 9.50 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEDMX | EITEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.09 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.53 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.47 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.51 | -0.14 |
Correlation
The correlation between TEDMX and EITEX is 0.87, 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. EITEX - Dividend Comparison
TEDMX's dividend yield for the trailing twelve months is around 2.59%, less than EITEX's 4.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
Drawdowns
TEDMX vs. EITEX - Drawdown Comparison
The maximum TEDMX drawdown since its inception was -64.97%, which is greater than EITEX's maximum drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for TEDMX and EITEX.
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Drawdown Indicators
| TEDMX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.97% | -61.70% | -3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.80% | -9.88% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -42.15% | -25.99% | -16.16% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -43.10% | -1.26% |
Current DrawdownCurrent decline from peak | -14.80% | -9.88% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -19.54% | -14.00% | -5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.55% | +0.95% |
Volatility
TEDMX vs. EITEX - Volatility Comparison
Templeton Developing Markets Trust (TEDMX) has a higher volatility of 10.04% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.60%. This indicates that TEDMX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEDMX | EITEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 5.60% | +4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 8.76% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 12.26% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 12.05% | +6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 13.68% | +5.11% |