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

Correlation

The correlation between TEDMX and STAG is 0.31, 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.


-0.50.00.51.00.3

Performance

TEDMX vs. STAG - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
0.32%
-14.08%
TEDMX
STAG

Key characteristics

Sharpe Ratio

TEDMX:

0.99

STAG:

-0.28

Sortino Ratio

TEDMX:

1.51

STAG:

-0.27

Omega Ratio

TEDMX:

1.18

STAG:

0.97

Calmar Ratio

TEDMX:

0.39

STAG:

-0.24

Martin Ratio

TEDMX:

3.53

STAG:

-0.72

Ulcer Index

TEDMX:

4.52%

STAG:

7.93%

Daily Std Dev

TEDMX:

16.05%

STAG:

20.18%

Max Drawdown

TEDMX:

-70.70%

STAG:

-45.08%

Current Drawdown

TEDMX:

-31.89%

STAG:

-19.77%

Returns By Period

In the year-to-date period, TEDMX achieves a 1.49% return, which is significantly higher than STAG's 0.38% return. Over the past 10 years, TEDMX has underperformed STAG with an annualized return of 2.51%, while STAG has yielded a comparatively higher 7.61% annualized return.


TEDMX

YTD

1.49%

1M

0.11%

6M

-0.45%

1Y

13.31%

5Y*

-1.09%

10Y*

2.51%

STAG

YTD

0.38%

1M

0.40%

6M

-13.91%

1Y

-7.06%

5Y*

5.20%

10Y*

7.61%

*Annualized

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Risk-Adjusted Performance

TEDMX vs. STAG — 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 4343
Overall Rank
The Sharpe Ratio Rank of TEDMX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of TEDMX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TEDMX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of TEDMX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of TEDMX is 4444
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 2929
Overall Rank
The Sharpe Ratio Rank of STAG is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 2525
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 3131
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. 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.


Sharpe ratio
The chart of Sharpe ratio for TEDMX, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.000.99-0.28
The chart of Sortino ratio for TEDMX, currently valued at 1.51, compared to the broader market0.005.0010.001.51-0.27
The chart of Omega ratio for TEDMX, currently valued at 1.18, compared to the broader market1.002.003.004.001.180.97
The chart of Calmar ratio for TEDMX, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.43-0.24
The chart of Martin ratio for TEDMX, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.003.53-0.72
TEDMX
STAG

The current TEDMX Sharpe Ratio is 0.99, which is higher than the STAG Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of TEDMX and STAG, 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 Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.99
-0.28
TEDMX
STAG

Dividends

TEDMX vs. STAG - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 1.59%, less than STAG's 4.36% 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%
STAG
STAG Industrial, Inc.
4.36%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

TEDMX vs. STAG - Drawdown Comparison

The maximum TEDMX drawdown since its inception was -70.70%, 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-28.06%
-19.77%
TEDMX
STAG

Volatility

TEDMX vs. STAG - Volatility Comparison

The current volatility for Templeton Developing Markets Trust (TEDMX) is 4.02%, while STAG Industrial, Inc. (STAG) has a volatility of 8.03%. This indicates that TEDMX experiences smaller price fluctuations and is considered to be less risky than STAG 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%8.00%AugustSeptemberOctoberNovemberDecember2025
4.02%
8.03%
TEDMX
STAG
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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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