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TEI vs. DLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEI vs. DLENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Emerging Markets Income Fund (TEI) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). The values are adjusted to include any dividend payments, if applicable.

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TEI vs. DLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEI
Templeton Emerging Markets Income Fund
-3.34%45.41%11.77%3.78%-15.49%3.48%-9.06%3.51%-6.20%8.09%
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
-1.36%8.11%7.92%9.36%-15.50%1.71%4.66%11.71%-3.54%8.31%

Returns By Period

In the year-to-date period, TEI achieves a -3.34% return, which is significantly lower than DLENX's -1.36% return. Over the past 10 years, TEI has outperformed DLENX with an annualized return of 4.40%, while DLENX has yielded a comparatively lower 3.75% annualized return.


TEI

1D
1.50%
1M
-10.91%
YTD
-3.34%
6M
7.29%
1Y
28.82%
3Y*
19.78%
5Y*
7.90%
10Y*
4.40%

DLENX

1D
-0.33%
1M
-1.87%
YTD
-1.36%
6M
-1.25%
1Y
3.77%
3Y*
7.42%
5Y*
1.50%
10Y*
3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEI vs. DLENX - Expense Ratio Comparison


Return for Risk

TEI vs. DLENX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TEI
TEI Risk / Return Rank: 8080
Overall Rank
TEI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TEI Sortino Ratio Rank: 8282
Sortino Ratio Rank
TEI Omega Ratio Rank: 7979
Omega Ratio Rank
TEI Calmar Ratio Rank: 7979
Calmar Ratio Rank
TEI Martin Ratio Rank: 7676
Martin Ratio Rank

DLENX
DLENX Risk / Return Rank: 6666
Overall Rank
DLENX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DLENX Sortino Ratio Rank: 7070
Sortino Ratio Rank
DLENX Omega Ratio Rank: 8585
Omega Ratio Rank
DLENX Calmar Ratio Rank: 4444
Calmar Ratio Rank
DLENX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TEI vs. DLENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Income Fund (TEI) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). 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.


TEIDLENXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.54

+0.19

Sortino ratio

Return per unit of downside risk

2.25

1.94

+0.32

Omega ratio

Gain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

2.10

1.40

+0.70

Martin ratio

Return relative to average drawdown

8.28

5.96

+2.32

TEI vs. DLENX - Sharpe Ratio Comparison

The current TEI Sharpe Ratio is 1.74, which is comparable to the DLENX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of TEI and DLENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEIDLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.54

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.33

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.81

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.92

-0.52

Correlation

The correlation between TEI and DLENX is 0.28, 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.


Dividends

TEI vs. DLENX - Dividend Comparison

TEI's dividend yield for the trailing twelve months is around 14.34%, more than DLENX's 4.90% yield.


TTM20252024202320222021202020192018201720162015
TEI
Templeton Emerging Markets Income Fund
14.34%13.57%11.11%11.09%11.88%10.44%7.34%8.51%9.27%5.56%7.33%8.24%
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
4.90%5.33%5.71%5.29%4.49%3.74%4.11%4.49%3.57%4.07%4.29%4.94%

Drawdowns

TEI vs. DLENX - Drawdown Comparison

The maximum TEI drawdown since its inception was -51.50%, which is greater than DLENX's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for TEI and DLENX.


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Drawdown Indicators


TEIDLENXDifference

Max Drawdown

Largest peak-to-trough decline

-51.50%

-25.64%

-25.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-2.77%

-11.72%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-25.64%

-14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-25.64%

-18.19%

Current Drawdown

Current decline from peak

-11.45%

-2.16%

-9.29%

Average Drawdown

Average peak-to-trough decline

-10.79%

-3.65%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

0.65%

+3.03%

Volatility

TEI vs. DLENX - Volatility Comparison

Templeton Emerging Markets Income Fund (TEI) has a higher volatility of 6.19% compared to DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) at 0.67%. This indicates that TEI's price experiences larger fluctuations and is considered to be riskier than DLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEIDLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

0.67%

+5.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.69%

1.39%

+9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

2.61%

+14.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

4.57%

+14.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

4.66%

+12.82%