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TEI vs. EMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEI vs. EMF - Performance Comparison

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

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TEI vs. EMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEI
Templeton Emerging Markets Income Fund
-4.77%45.41%11.77%3.78%-15.49%3.48%-9.06%3.51%-6.20%8.09%
EMF
Templeton Emerging Markets Fund
3.98%58.20%6.56%8.84%-21.53%-8.23%24.48%27.20%-14.78%53.55%

Returns By Period

In the year-to-date period, TEI achieves a -4.77% return, which is significantly lower than EMF's 3.98% return. Over the past 10 years, TEI has underperformed EMF with an annualized return of 4.25%, while EMF has yielded a comparatively higher 12.50% annualized return.


TEI

1D
1.86%
1M
-12.22%
YTD
-4.77%
6M
6.22%
1Y
28.57%
3Y*
19.19%
5Y*
7.58%
10Y*
4.25%

EMF

1D
4.67%
1M
-14.87%
YTD
3.98%
6M
12.14%
1Y
50.40%
3Y*
23.03%
5Y*
5.86%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEI vs. EMF - Expense Ratio Comparison


Return for Risk

TEI vs. EMF — Risk / Return Rank

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

TEI
TEI Risk / Return Rank: 8282
Overall Rank
TEI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TEI Sortino Ratio Rank: 8585
Sortino Ratio Rank
TEI Omega Ratio Rank: 8181
Omega Ratio Rank
TEI Calmar Ratio Rank: 8080
Calmar Ratio Rank
TEI Martin Ratio Rank: 7979
Martin Ratio Rank

EMF
EMF Risk / Return Rank: 9292
Overall Rank
EMF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMF Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMF Omega Ratio Rank: 9292
Omega Ratio Rank
EMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMF Martin Ratio Rank: 9191
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. EMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Income Fund (TEI) and Templeton Emerging Markets Fund (EMF). 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.


TEIEMFDifference

Sharpe ratio

Return per unit of total volatility

1.72

2.29

-0.57

Sortino ratio

Return per unit of downside risk

2.24

2.78

-0.54

Omega ratio

Gain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratio

Return relative to maximum drawdown

1.94

2.49

-0.55

Martin ratio

Return relative to average drawdown

7.78

10.41

-2.63

TEI vs. EMF - Sharpe Ratio Comparison

The current TEI Sharpe Ratio is 1.72, which is comparable to the EMF Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TEI and EMF, 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


TEIEMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.29

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.30

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.62

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.20

+0.19

Correlation

The correlation between TEI and EMF is 0.32, 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. EMF - Dividend Comparison

TEI's dividend yield for the trailing twelve months is around 14.56%, more than EMF's 9.47% yield.


TTM20252024202320222021202020192018201720162015
TEI
Templeton Emerging Markets Income Fund
14.56%13.57%11.11%11.09%11.88%10.44%7.34%8.51%9.27%5.56%7.33%8.24%
EMF
Templeton Emerging Markets Fund
9.47%9.73%4.28%6.22%9.89%6.92%3.51%7.36%5.92%12.11%1.62%12.81%

Drawdowns

TEI vs. EMF - Drawdown Comparison

The maximum TEI drawdown since its inception was -51.50%, smaller than the maximum EMF drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for TEI and EMF.


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Drawdown Indicators


TEIEMFDifference

Max Drawdown

Largest peak-to-trough decline

-51.50%

-76.97%

+25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-19.48%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-45.87%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-47.65%

+3.82%

Current Drawdown

Current decline from peak

-12.75%

-15.72%

+2.97%

Average Drawdown

Average peak-to-trough decline

-10.79%

-29.12%

+18.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.66%

-1.05%

Volatility

TEI vs. EMF - Volatility Comparison

The current volatility for Templeton Emerging Markets Income Fund (TEI) is 6.29%, while Templeton Emerging Markets Fund (EMF) has a volatility of 12.00%. This indicates that TEI experiences smaller price fluctuations and is considered to be less risky than EMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEIEMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

12.00%

-5.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

17.23%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

22.15%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.21%

19.85%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

20.28%

-2.80%