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TEDMX vs. FDFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEDMX and FDFIX is 0.64, 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.


Performance

TEDMX vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Developing Markets Trust (TEDMX) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TEDMX:

0.57

FDFIX:

0.72

Sortino Ratio

TEDMX:

0.95

FDFIX:

1.11

Omega Ratio

TEDMX:

1.12

FDFIX:

1.16

Calmar Ratio

TEDMX:

0.30

FDFIX:

0.74

Martin Ratio

TEDMX:

1.98

FDFIX:

2.84

Ulcer Index

TEDMX:

5.60%

FDFIX:

4.88%

Daily Std Dev

TEDMX:

19.06%

FDFIX:

19.67%

Max Drawdown

TEDMX:

-70.70%

FDFIX:

-33.77%

Current Drawdown

TEDMX:

-23.99%

FDFIX:

-2.63%

Returns By Period

In the year-to-date period, TEDMX achieves a 13.27% return, which is significantly higher than FDFIX's 1.87% return.


TEDMX

YTD

13.27%

1M

11.78%

6M

9.29%

1Y

10.81%

3Y*

8.84%

5Y*

5.25%

10Y*

3.71%

FDFIX

YTD

1.87%

1M

12.99%

6M

1.84%

1Y

13.95%

3Y*

16.95%

5Y*

16.70%

10Y*

N/A

*Annualized

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Fidelity Flex 500 Index Fund

TEDMX vs. FDFIX - Expense Ratio Comparison

TEDMX has a 1.38% expense ratio, which is higher than FDFIX's 0.00% expense ratio.


Risk-Adjusted Performance

TEDMX vs. FDFIX — Risk-Adjusted Performance Rank

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

TEDMX
The Risk-Adjusted Performance Rank of TEDMX is 5252
Overall Rank
The Sharpe Ratio Rank of TEDMX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TEDMX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TEDMX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TEDMX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of TEDMX is 5656
Martin Ratio Rank

FDFIX
The Risk-Adjusted Performance Rank of FDFIX is 6969
Overall Rank
The Sharpe Ratio Rank of FDFIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFIX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FDFIX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FDFIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FDFIX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TEDMX vs. FDFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and Fidelity Flex 500 Index Fund (FDFIX). 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.


The current TEDMX Sharpe Ratio is 0.57, which is comparable to the FDFIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TEDMX and FDFIX, 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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Dividends

TEDMX vs. FDFIX - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 2.31%, more than FDFIX's 1.26% yield.


TTM20242023202220212020201920182017201620152014
TEDMX
Templeton Developing Markets Trust
2.31%2.61%3.44%5.25%6.76%2.40%4.54%1.35%0.90%1.20%1.02%23.10%
FDFIX
Fidelity Flex 500 Index Fund
1.26%1.26%1.48%1.70%1.18%1.52%1.78%1.81%0.85%0.00%0.00%0.00%

Drawdowns

TEDMX vs. FDFIX - Drawdown Comparison

The maximum TEDMX drawdown since its inception was -70.70%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for TEDMX and FDFIX. For additional features, visit the drawdowns tool.


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Volatility

TEDMX vs. FDFIX - Volatility Comparison

The current volatility for Templeton Developing Markets Trust (TEDMX) is 3.76%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 5.47%. This indicates that TEDMX experiences smaller price fluctuations and is considered to be less risky than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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