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

Correlation

The correlation between TEDMX and FDFIX is 0.63, 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.


-0.50.00.51.00.6

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.38%
9.65%
TEDMX
FDFIX

Key characteristics

Sharpe Ratio

TEDMX:

0.99

FDFIX:

2.19

Sortino Ratio

TEDMX:

1.51

FDFIX:

2.91

Omega Ratio

TEDMX:

1.18

FDFIX:

1.40

Calmar Ratio

TEDMX:

0.39

FDFIX:

3.36

Martin Ratio

TEDMX:

3.53

FDFIX:

13.99

Ulcer Index

TEDMX:

4.52%

FDFIX:

2.02%

Daily Std Dev

TEDMX:

16.05%

FDFIX:

12.90%

Max Drawdown

TEDMX:

-70.70%

FDFIX:

-33.77%

Current Drawdown

TEDMX:

-31.89%

FDFIX:

-1.40%

Returns By Period

In the year-to-date period, TEDMX achieves a 1.49% return, which is significantly lower than FDFIX's 1.99% return.


TEDMX

YTD

1.49%

1M

-0.45%

6M

0.38%

1Y

14.79%

5Y*

-1.33%

10Y*

2.86%

FDFIX

YTD

1.99%

1M

2.29%

6M

9.65%

1Y

25.63%

5Y*

14.30%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TEDMX vs. FDFIX - Expense Ratio Comparison

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


TEDMX
Templeton Developing Markets Trust
Expense ratio chart for TEDMX: current value at 1.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.38%
Expense ratio chart for FDFIX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

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 4444
Overall Rank
The Sharpe Ratio Rank of TEDMX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of TEDMX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TEDMX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of TEDMX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TEDMX is 4545
Martin Ratio Rank

FDFIX
The Risk-Adjusted Performance Rank of FDFIX is 9090
Overall Rank
The Sharpe Ratio Rank of FDFIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FDFIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FDFIX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FDFIX is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for TEDMX, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.000.992.19
The chart of Sortino ratio for TEDMX, currently valued at 1.51, compared to the broader market0.005.0010.001.512.91
The chart of Omega ratio for TEDMX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.40
The chart of Calmar ratio for TEDMX, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.433.36
The chart of Martin ratio for TEDMX, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.003.5313.99
TEDMX
FDFIX

The current TEDMX Sharpe Ratio is 0.99, which is lower than the FDFIX Sharpe Ratio of 2.19. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.99
2.19
TEDMX
FDFIX

Dividends

TEDMX vs. FDFIX - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 1.59%, more than FDFIX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
TEDMX
Templeton Developing Markets Trust
1.59%1.61%2.99%2.51%2.18%1.03%3.48%1.35%0.90%1.20%1.02%1.91%
FDFIX
Fidelity Flex 500 Index Fund
1.23%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.06%
-1.40%
TEDMX
FDFIX

Volatility

TEDMX vs. FDFIX - Volatility Comparison

The current volatility for Templeton Developing Markets Trust (TEDMX) is 4.02%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 5.06%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.02%
5.06%
TEDMX
FDFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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