TEDMX vs. STITX
Compare and contrast key facts about Templeton Developing Markets Trust (TEDMX) and Virtus SGA International Growth Fund (STITX).
TEDMX is managed by Franklin Templeton. It was launched on Oct 15, 1991. STITX is managed by Virtus. It was launched on Jan 30, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEDMX or STITX.
Performance
TEDMX vs. STITX - Performance Comparison
Returns By Period
In the year-to-date period, TEDMX achieves a 8.76% return, which is significantly higher than STITX's -6.95% return. Over the past 10 years, TEDMX has outperformed STITX with an annualized return of 0.80%, while STITX has yielded a comparatively lower -1.93% annualized return.
TEDMX
8.76%
-5.20%
0.05%
12.25%
0.50%
0.80%
STITX
-6.95%
-5.11%
-4.81%
0.22%
-2.49%
-1.93%
Key characteristics
| TEDMX | STITX | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.02 |
| Sortino Ratio | 1.09 | 0.11 |
| Omega Ratio | 1.13 | 1.01 |
| Calmar Ratio | 0.28 | 0.01 |
| Martin Ratio | 3.39 | 0.05 |
| Ulcer Index | 3.36% | 4.54% |
| Daily Std Dev | 16.41% | 11.89% |
| Max Drawdown | -70.70% | -70.75% |
| Current Drawdown | -31.37% | -38.91% |
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TEDMX vs. STITX - Expense Ratio Comparison
TEDMX has a 1.38% expense ratio, which is higher than STITX's 1.08% expense ratio.
Correlation
The correlation between TEDMX and STITX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TEDMX vs. STITX - Risk-Adjusted Performance Comparison
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.
Dividends
TEDMX vs. STITX - Dividend Comparison
TEDMX's dividend yield for the trailing twelve months is around 3.59%, more than STITX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEDMX Templeton Developing Markets Trust | 3.59% | 2.99% | 2.51% | 2.18% | 1.03% | 3.48% | 1.35% | 0.90% | 1.20% | 1.02% | 1.91% | 1.31% |
STITX Virtus SGA International Growth Fund | 0.23% | 0.20% | 0.00% | 0.00% | 0.00% | 0.36% | 0.31% | 0.12% | 0.41% | 0.70% | 2.35% | 9.54% |
Drawdowns
TEDMX vs. STITX - Drawdown Comparison
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.
Volatility
TEDMX vs. STITX - Volatility Comparison
Templeton Developing Markets Trust (TEDMX) has a higher volatility of 4.51% compared to Virtus SGA International Growth Fund (STITX) at 2.83%. This indicates that TEDMX's price experiences larger fluctuations and is considered to be riskier than STITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.