TEI vs. TDF
Compare and contrast key facts about Templeton Emerging Markets Income Fund (TEI) and Templeton Dragon Fund Inc. (TDF).
TEI is managed by Franklin Templeton Investments. TDF is managed by Franklin Templeton Investments.
Performance
TEI vs. TDF - Performance Comparison
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TEI vs. TDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDF Templeton Dragon Fund Inc. | -4.88% | 37.70% | 5.44% | -20.06% | -32.93% | -18.02% | 52.98% | 27.97% | -11.80% | 42.09% |
Returns By Period
The year-to-date returns for both stocks are quite close, with TEI having a -4.77% return and TDF slightly lower at -4.88%. Over the past 10 years, TEI has underperformed TDF with an annualized return of 4.25%, while TDF has yielded a comparatively higher 4.59% 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%
TDF
- 1D
- 1.82%
- 1M
- -7.19%
- YTD
- -4.88%
- 6M
- -7.24%
- 1Y
- 13.51%
- 3Y*
- 2.14%
- 5Y*
- -9.72%
- 10Y*
- 4.59%
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TEI vs. TDF - Expense Ratio Comparison
Return for Risk
TEI vs. TDF — Risk / Return Rank
TEI
TDF
TEI vs. TDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Income Fund (TEI) and Templeton Dragon Fund Inc. (TDF). 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.
| TEI | TDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 0.63 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.24 | 0.95 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 0.78 | +1.16 |
Martin ratioReturn relative to average drawdown | 7.78 | 2.60 | +5.18 |
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
| TEI | TDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.63 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | -0.36 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.19 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.29 | +0.11 |
Correlation
The correlation between TEI and TDF is 0.27, 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. TDF - Dividend Comparison
TEI's dividend yield for the trailing twelve months is around 14.56%, more than TDF's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDF Templeton Dragon Fund Inc. | 3.77% | 3.55% | 1.36% | 0.00% | 12.73% | 14.13% | 24.72% | 10.75% | 12.43% | 7.95% | 10.34% | 22.49% |
Drawdowns
TEI vs. TDF - Drawdown Comparison
The maximum TEI drawdown since its inception was -51.50%, smaller than the maximum TDF drawdown of -68.15%. Use the drawdown chart below to compare losses from any high point for TEI and TDF.
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Drawdown Indicators
| TEI | TDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.50% | -68.15% | +16.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -16.05% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -39.74% | -62.07% | +22.33% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -66.87% | +23.04% |
Current DrawdownCurrent decline from peak | -12.75% | -48.36% | +35.61% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -22.44% | +11.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 4.80% | -1.19% |
Volatility
TEI vs. TDF - Volatility Comparison
Templeton Emerging Markets Income Fund (TEI) and Templeton Dragon Fund Inc. (TDF) have volatilities of 6.29% and 6.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEI | TDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 6.03% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 12.48% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 21.72% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.21% | 27.18% | -7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 23.88% | -6.40% |