TEDMX vs. STITX

In the year-to-date period, TEDMX achieves a 13.27% return, which is significantly higher than STITX's 9.39% return. Over the past 10 years, TEDMX has outperformed STITX with an annualized return of 3.71%, while STITX has yielded a comparatively lower -3.40% annualized return.

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TEDMX has a 1.38% expense ratio, which is higher than STITX's 1.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) and Virtus SGA International Growth Fund (STITX). 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.

The current TEDMX Sharpe Ratio is 0.57, which is higher than the STITX Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of TEDMX and STITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TEDMX's dividend yield for the trailing twelve months is around 2.31%, more than STITX's 0.01% yield.

The maximum TEDMX drawdown since its inception was -70.70%, roughly equal to the maximum STITX drawdown of -70.75%. Use the drawdown chart below to compare losses from any high point for TEDMX and STITX. For additional features, visit the drawdowns tool.

Templeton Developing Markets Trust (TEDMX) and Virtus SGA International Growth Fund (STITX) have volatilities of 3.76% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.