TEDMX vs. GLLSX
Compare and contrast key facts about Templeton Developing Markets Trust (TEDMX) and abrdn Emerging Markets ex-China Fund (GLLSX).
TEDMX is managed by Franklin Templeton. It was launched on Oct 15, 1991. GLLSX is managed by Aberdeen. It was launched on Aug 29, 2000.
Performance
TEDMX vs. GLLSX - Performance Comparison
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TEDMX vs. GLLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEDMX Templeton Developing Markets Trust | 5.07% | 44.71% | 8.14% | 12.28% | -22.17% | -5.82% | 18.65% | 26.39% | -16.21% | 40.21% |
GLLSX abrdn Emerging Markets ex-China Fund | 8.83% | 34.81% | 0.73% | 21.35% | -23.04% | 36.50% | 15.93% | 23.64% | -11.50% | 23.06% |
Returns By Period
In the year-to-date period, TEDMX achieves a 5.07% return, which is significantly lower than GLLSX's 8.83% return. Over the past 10 years, TEDMX has underperformed GLLSX with an annualized return of 10.35%, while GLLSX has yielded a comparatively higher 11.92% annualized return.
TEDMX
- 1D
- 3.08%
- 1M
- -11.08%
- YTD
- 5.07%
- 6M
- 11.66%
- 1Y
- 42.76%
- 3Y*
- 19.97%
- 5Y*
- 4.83%
- 10Y*
- 10.35%
GLLSX
- 1D
- 3.18%
- 1M
- -10.26%
- YTD
- 8.83%
- 6M
- 18.55%
- 1Y
- 52.10%
- 3Y*
- 18.93%
- 5Y*
- 12.59%
- 10Y*
- 11.92%
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TEDMX vs. GLLSX - Expense Ratio Comparison
TEDMX has a 1.38% expense ratio, which is higher than GLLSX's 1.23% expense ratio.
Return for Risk
TEDMX vs. GLLSX — Risk / Return Rank
TEDMX
GLLSX
TEDMX vs. GLLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and abrdn Emerging Markets ex-China Fund (GLLSX). 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 | GLLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 2.70 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.76 | 3.29 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.50 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.64 | -0.74 |
Martin ratioReturn relative to average drawdown | 11.97 | 15.21 | -3.24 |
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 | GLLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.70 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.73 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.69 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.19 |
Correlation
The correlation between TEDMX and GLLSX is 0.77, 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. GLLSX - Dividend Comparison
TEDMX's dividend yield for the trailing twelve months is around 2.52%, more than GLLSX's 1.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEDMX Templeton Developing Markets Trust | 2.52% | 2.64% | 3.30% | 3.44% | 5.25% | 6.76% | 2.40% | 4.54% | 1.35% | 0.90% | 1.20% | 1.02% |
GLLSX abrdn Emerging Markets ex-China Fund | 1.72% | 1.88% | 0.74% | 0.77% | 29.32% | 22.85% | 0.00% | 3.38% | 9.47% | 8.40% | 1.09% | 0.94% |
Drawdowns
TEDMX vs. GLLSX - Drawdown Comparison
The maximum TEDMX drawdown since its inception was -64.97%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for TEDMX and GLLSX.
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Drawdown Indicators
| TEDMX | GLLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.97% | -32.59% | -32.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.80% | -14.39% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -42.15% | -30.02% | -12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -32.59% | -11.77% |
Current DrawdownCurrent decline from peak | -12.17% | -11.66% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -19.54% | -7.99% | -11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.44% | +0.15% |
Volatility
TEDMX vs. GLLSX - Volatility Comparison
The current volatility for Templeton Developing Markets Trust (TEDMX) is 10.72%, while abrdn Emerging Markets ex-China Fund (GLLSX) has a volatility of 11.43%. This indicates that TEDMX experiences smaller price fluctuations and is considered to be less risky than GLLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEDMX | GLLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.72% | 11.43% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 15.86% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 19.71% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.99% | 17.27% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 17.37% | +1.44% |