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TEI vs. TDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEI vs. TDF - Performance Comparison

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

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TEI vs. TDF - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEI vs. TDF - Expense Ratio Comparison


The portfolio doesn't include any funds that charge management fees.

Return for Risk

TEI vs. TDF — 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

TDF
TDF Risk / Return Rank: 2323
Overall Rank
TDF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TDF Sortino Ratio Rank: 2222
Sortino Ratio Rank
TDF Omega Ratio Rank: 2222
Omega Ratio Rank
TDF Calmar Ratio Rank: 2626
Calmar Ratio Rank
TDF Martin Ratio Rank: 2323
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. 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.


TEITDFDifference

Sharpe ratio

Return per unit of total volatility

1.72

0.63

+1.10

Sortino ratio

Return per unit of downside risk

2.24

0.95

+1.29

Omega ratio

Gain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratio

Return relative to maximum drawdown

1.94

0.78

+1.16

Martin ratio

Return relative to average drawdown

7.78

2.60

+5.18

TEI vs. TDF - Sharpe Ratio Comparison

The current TEI Sharpe Ratio is 1.72, which is higher than the TDF Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TEI and TDF, 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


TEITDFDifference

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.


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%
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


TEITDFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.75%

-48.36%

+35.61%

Average Drawdown

Average peak-to-trough decline

-10.79%

-22.44%

+11.65%

Ulcer Index

Depth 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


TEITDFDifference

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%