TEDMX vs. STAG
Compare and contrast key facts about Templeton Developing Markets Trust (TEDMX) and STAG Industrial, Inc. (STAG).
TEDMX is managed by Franklin Templeton. It was launched on Oct 15, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEDMX or STAG.
Key characteristics
| TEDMX | STAG | |
|---|---|---|
| YTD Return | 14.73% | 2.60% |
| 1Y Return | 22.86% | 17.73% |
| 3Y Return (Ann) | -1.31% | 1.15% |
| 5Y Return (Ann) | 4.54% | 9.63% |
| 10Y Return (Ann) | 4.35% | 11.24% |
| Sharpe Ratio | 1.37 | 0.81 |
| Sortino Ratio | 2.01 | 1.29 |
| Omega Ratio | 1.24 | 1.15 |
| Calmar Ratio | 0.64 | 0.58 |
| Martin Ratio | 7.36 | 2.88 |
| Ulcer Index | 3.08% | 5.77% |
| Daily Std Dev | 16.57% | 20.63% |
| Max Drawdown | -64.90% | -45.08% |
| Current Drawdown | -17.27% | -8.54% |
Correlation
The correlation between TEDMX and STAG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TEDMX vs. STAG - Performance Comparison
In the year-to-date period, TEDMX achieves a 14.73% return, which is significantly higher than STAG's 2.60% return. Over the past 10 years, TEDMX has underperformed STAG with an annualized return of 4.35%, while STAG has yielded a comparatively higher 11.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEDMX vs. STAG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and STAG Industrial, Inc. (STAG). 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.
Dividends
TEDMX vs. STAG - Dividend Comparison
TEDMX's dividend yield for the trailing twelve months is around 3.80%, which matches STAG's 3.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEDMX Templeton Developing Markets Trust | 3.80% | 3.44% | 5.25% | 6.76% | 2.40% | 4.54% | 1.35% | 0.90% | 1.20% | 1.02% | 23.10% | 1.93% |
STAG STAG Industrial, Inc. | 3.78% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
TEDMX vs. STAG - Drawdown Comparison
The maximum TEDMX drawdown since its inception was -64.90%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEDMX and STAG. For additional features, visit the drawdowns tool.
Volatility
TEDMX vs. STAG - Volatility Comparison
Templeton Developing Markets Trust (TEDMX) has a higher volatility of 6.99% compared to STAG Industrial, Inc. (STAG) at 5.32%. This indicates that TEDMX's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.