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TEDMX vs. FEML.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDMX vs. FEML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Developing Markets Trust (TEDMX) and Fidelity Emerging Markets Ltd (FEML.L). The values are adjusted to include any dividend payments, if applicable.

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TEDMX vs. FEML.L - 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%
FEML.L
Fidelity Emerging Markets Ltd
3.33%68.38%13.51%10.44%-33.04%-7.13%17.62%32.06%-14.96%33.22%
Different Trading Currencies

TEDMX is traded in USD, while FEML.L is traded in GBp. To make them comparable, the FEML.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TEDMX achieves a 1.93% return, which is significantly lower than FEML.L's 3.33% return. Both investments have delivered pretty close results over the past 10 years, with TEDMX having a 10.01% annualized return and FEML.L not far behind at 9.77%.


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%

FEML.L

1D
-0.71%
1M
-15.95%
YTD
3.33%
6M
18.57%
1Y
65.00%
3Y*
29.79%
5Y*
5.48%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TEDMX vs. FEML.L — 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

FEML.L
FEML.L Risk / Return Rank: 9595
Overall Rank
FEML.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FEML.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FEML.L Omega Ratio Rank: 9797
Omega Ratio Rank
FEML.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
FEML.L Martin Ratio Rank: 9595
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. FEML.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and Fidelity Emerging Markets Ltd (FEML.L). 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.


TEDMXFEML.LDifference

Sharpe ratio

Return per unit of total volatility

1.99

3.12

-1.12

Sortino ratio

Return per unit of downside risk

2.51

3.51

-0.99

Omega ratio

Gain probability vs. loss probability

1.38

1.54

-0.16

Calmar ratio

Return relative to maximum drawdown

2.44

4.03

-1.58

Martin ratio

Return relative to average drawdown

10.31

14.86

-4.55

TEDMX vs. FEML.L - Sharpe Ratio Comparison

The current TEDMX Sharpe Ratio is 1.99, which is lower than the FEML.L Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of TEDMX and FEML.L, 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


TEDMXFEML.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

3.12

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.27

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.48

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.09

+0.28

Correlation

The correlation between TEDMX and FEML.L is 0.60, 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

TEDMX vs. FEML.L - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 2.59%, more than FEML.L's 1.77% 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%
FEML.L
Fidelity Emerging Markets Ltd
1.77%1.86%2.26%2.48%2.26%1.64%1.45%1.87%2.32%1.47%0.00%0.00%

Drawdowns

TEDMX vs. FEML.L - Drawdown Comparison

The maximum TEDMX drawdown since its inception was -64.97%, smaller than the maximum FEML.L drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for TEDMX and FEML.L.


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Drawdown Indicators


TEDMXFEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.97%

-67.04%

+2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-14.98%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-42.15%

-40.45%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-40.51%

-3.85%

Current Drawdown

Current decline from peak

-14.80%

-14.37%

-0.43%

Average Drawdown

Average peak-to-trough decline

-19.54%

-20.79%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.91%

-0.41%

Volatility

TEDMX vs. FEML.L - Volatility Comparison

Templeton Developing Markets Trust (TEDMX) has a higher volatility of 10.04% compared to Fidelity Emerging Markets Ltd (FEML.L) at 8.78%. This indicates that TEDMX's price experiences larger fluctuations and is considered to be riskier than FEML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDMXFEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

8.78%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

15.16%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

20.84%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

20.36%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

20.44%

-1.65%