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.
Performance
TEDMX vs. STITX - Performance Comparison
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TEDMX vs. STITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEDMX Templeton Developing Markets Trust | 1.93% | 44.71% | 8.14% | 12.28% | -22.17% | -5.82% | 18.65% | 26.39% | -16.21% | 40.21% |
STITX Virtus SGA International Growth Fund | -12.34% | 9.66% | 29.27% | 17.26% | -18.17% | 8.67% | 23.31% | 29.06% | -7.69% | 31.58% |
Returns By Period
In the year-to-date period, TEDMX achieves a 1.93% return, which is significantly higher than STITX's -12.34% return. Both investments have delivered pretty close results over the past 10 years, with TEDMX having a 10.01% annualized return and STITX not far behind at 9.56%.
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%
STITX
- 1D
- 0.60%
- 1M
- -10.81%
- YTD
- -12.34%
- 6M
- -11.60%
- 1Y
- -5.75%
- 3Y*
- 10.53%
- 5Y*
- 5.16%
- 10Y*
- 9.56%
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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.
Return for Risk
TEDMX vs. STITX — Risk / Return Rank
TEDMX
STITX
TEDMX vs. STITX - Risk-Adjusted Trends 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.
| TEDMX | STITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | -0.39 | +2.38 |
Sortino ratioReturn per unit of downside risk | 2.51 | -0.45 | +2.97 |
Omega ratioGain probability vs. loss probability | 1.38 | 0.94 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | -0.47 | +2.91 |
Martin ratioReturn relative to average drawdown | 10.31 | -1.70 | +12.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEDMX | STITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | -0.39 | +2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.13 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.31 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.27 | +0.10 |
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.
Dividends
TEDMX vs. STITX - Dividend Comparison
TEDMX's dividend yield for the trailing twelve months is around 2.59%, more than STITX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STITX Virtus SGA International Growth Fund | 1.33% | 1.17% | 59.54% | 0.33% | 5.28% | 7.65% | 19.31% | 31.59% | 0.30% | 0.12% | 0.47% | 10.60% |
Drawdowns
TEDMX vs. STITX - Drawdown Comparison
The maximum TEDMX drawdown since its inception was -64.97%, roughly equal to the maximum STITX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for TEDMX and STITX.
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Drawdown Indicators
| TEDMX | STITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.97% | -65.63% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.80% | -14.76% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -42.15% | -31.89% | -10.26% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -31.89% | -12.47% |
Current DrawdownCurrent decline from peak | -14.80% | -28.41% | +13.61% |
Average DrawdownAverage peak-to-trough decline | -19.54% | -13.97% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 4.08% | -0.58% |
Volatility
TEDMX vs. STITX - Volatility Comparison
Templeton Developing Markets Trust (TEDMX) has a higher volatility of 10.04% compared to Virtus SGA International Growth Fund (STITX) at 5.17%. 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.
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Volatility by Period
| TEDMX | STITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 5.17% | +4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 9.61% | +5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 15.89% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 40.68% | -21.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 31.00% | -12.21% |