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TEI vs. EMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEI vs. EMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, TEI achieves a 8.44% return, which is significantly lower than EMO's 21.52% return. Over the past 10 years, TEI has underperformed EMO with an annualized return of 4.67%, while EMO has yielded a comparatively higher 7.75% annualized return.


TEI

1D
0.00%
1M
-0.68%
6M
3.04%
YTD
8.44%
1Y
28.19%
3Y*
22.48%
5Y*
8.56%
10Y*
4.67%
ALL TIME*
8.59%

EMO

1D
1.14%
1M
5.46%
6M
10.79%
YTD
21.52%
1Y
21.50%
3Y*
28.83%
5Y*
29.82%
10Y*
7.75%
ALL TIME*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.85M$2.08M$2.48M
$669.38K$686.53K$867.72K

TEI vs. EMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEI
Templeton Emerging Markets Income Fund
8.44%45.41%11.77%3.78%-15.49%3.48%-9.06%3.51%-6.20%8.09%
EMO
ClearBridge Energy Midstream Opportunity Fund
21.52%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%

Correlation

The correlation between TEI and EMO is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2011

0.25

Over the past year, the correlation between TEI and EMO has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

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Return for Risk

TEI vs. EMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TEI
TEI Risk / Return Rank: 6464
Overall Rank
TEI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TEI Sortino Ratio Rank: 7474
Sortino Ratio Rank
TEI Omega Ratio Rank: 7373
Omega Ratio Rank
TEI Calmar Ratio Rank: 5353
Calmar Ratio Rank
TEI Martin Ratio Rank: 4444
Martin Ratio Rank

EMO
EMO Risk / Return Rank: 4444
Overall Rank
EMO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4646
Sortino Ratio Rank
EMO Omega Ratio Rank: 4545
Omega Ratio Rank
EMO Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMO Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TEI vs. EMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Income Fund (TEI) and ClearBridge Energy Midstream Opportunity Fund (EMO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TEIEMODifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratioReturn relative to maximum drawdown

1.92

1.89

+0.03

Martin ratioReturn relative to average drawdown

6.23

3.92

+2.31

TEI vs. EMO - Sharpe Ratio Comparison

The current TEI Sharpe Ratio is 1.83, which is higher than the EMO Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TEI and EMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TEI vs. EMO - Drawdown Comparison

The maximum TEI drawdown since its inception was -51.50%, smaller than the maximum EMO drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for TEI and EMO.


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Drawdown Indicators


TEIEMODifference

Max Drawdown

Largest peak-to-trough decline

-51.50%

-95.06%

+43.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-10.87%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.49%

-18.81%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-28.59%

-11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-93.02%

+49.19%

Current Drawdown

Current decline from peak

-1.84%

-2.16%

+0.32%

Average Drawdown

Average peak-to-trough decline

-10.72%

-31.67%

+20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

5.24%

-0.77%

Volatility

TEI vs. EMO - Volatility Comparison

The current volatility for Templeton Emerging Markets Income Fund (TEI) is 3.44%, while ClearBridge Energy Midstream Opportunity Fund (EMO) has a volatility of 5.06%. This indicates that TEI experiences smaller price fluctuations and is considered to be less risky than EMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEIEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

5.06%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

12.66%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

16.45%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

26.05%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

41.13%

-23.58%

Dividends

TEI vs. EMO - Dividend Comparison

TEI's dividend yield for the trailing twelve months is around 13.28%, more than EMO's 8.35% yield.


PositionTTM20252024202320222021202020192018201720162015
EMO
ClearBridge Energy Midstream Opportunity Fund
8.35%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%
TEI
Templeton Emerging Markets Income Fund
13.28%13.57%11.11%11.09%11.88%10.44%7.34%8.51%9.27%5.56%7.33%8.24%

Frequently Asked Questions


TEI and EMO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMO has higher volatility (5.06%) compared to TEI (3.44%). In terms of maximum drawdown, TEI dropped -51.50% vs EMO's -95.06%.

TEI currently has the higher Sharpe Ratio (1.83 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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