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TEDMX vs. LCSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDMX vs. LCSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Developing Markets Trust (TEDMX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). The values are adjusted to include any dividend payments, if applicable.

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TEDMX vs. LCSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TEDMX
Templeton Developing Markets Trust
1.93%44.71%8.14%12.28%-22.17%-5.82%18.65%26.39%-17.78%
LCSMX
Martin Currie SMA-Shares Series EM Fund
9.17%51.52%-13.60%16.26%-27.25%4.73%35.72%6.81%1.42%

Returns By Period

In the year-to-date period, TEDMX achieves a 1.93% return, which is significantly lower than LCSMX's 9.17% 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%

LCSMX

1D
-1.38%
1M
-14.64%
YTD
9.17%
6M
25.14%
1Y
60.99%
3Y*
16.35%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEDMX vs. LCSMX - Expense Ratio Comparison

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


Return for Risk

TEDMX vs. LCSMX — 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

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

This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). 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.


TEDMXLCSMXDifference

Sharpe ratio

Return per unit of total volatility

1.99

2.76

-0.77

Sortino ratio

Return per unit of downside risk

2.51

3.31

-0.80

Omega ratio

Gain probability vs. loss probability

1.38

1.51

-0.13

Calmar ratio

Return relative to maximum drawdown

2.44

3.68

-1.24

Martin ratio

Return relative to average drawdown

10.31

15.56

-5.25

TEDMX vs. LCSMX - Sharpe Ratio Comparison

The current TEDMX Sharpe Ratio is 1.99, which is comparable to the LCSMX Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of TEDMX and LCSMX, 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


TEDMXLCSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.76

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.26

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.41

-0.04

Correlation

The correlation between TEDMX and LCSMX 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. LCSMX - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 2.59%, more than LCSMX's 0.91% 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%
LCSMX
Martin Currie SMA-Shares Series EM Fund
0.91%1.00%1.29%1.22%1.11%3.03%0.48%0.88%1.40%0.00%0.00%0.00%

Drawdowns

TEDMX vs. LCSMX - Drawdown Comparison

The maximum TEDMX drawdown since its inception was -64.97%, which is greater than LCSMX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for TEDMX and LCSMX.


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Drawdown Indicators


TEDMXLCSMXDifference

Max Drawdown

Largest peak-to-trough decline

-64.97%

-39.72%

-25.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-15.39%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-42.15%

-39.72%

-2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

Current Drawdown

Current decline from peak

-14.80%

-15.39%

+0.59%

Average Drawdown

Average peak-to-trough decline

-19.54%

-13.97%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.64%

-0.14%

Volatility

TEDMX vs. LCSMX - Volatility Comparison

The current volatility for Templeton Developing Markets Trust (TEDMX) is 10.04%, while Martin Currie SMA-Shares Series EM Fund (LCSMX) has a volatility of 11.71%. This indicates that TEDMX experiences smaller price fluctuations and is considered to be less risky than LCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDMXLCSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

11.71%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

17.87%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

21.99%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

17.88%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

19.34%

-0.55%