TEMD vs. BVAL

Last updated Jul 30, 2026

TEMD (Templeton Emerging Markets Debt ETF) and BVAL (Bluemonte Large Cap Value ETF) are both exchange-traded funds - TEMD is a Actively Managed fund actively managed by Franklin Templeton Investments, while BVAL is a Large Cap Value Equities fund actively managed by Bluemonte. Both are actively managed. Their 0.57 correlation means they have sometimes moved together and sometimes differently. TEMD charges 0.45%/yr vs 0.24%/yr for BVAL.

Performance

TEMD vs. BVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Emerging Markets Debt ETF (TEMD) and Bluemonte Large Cap Value ETF (BVAL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TEMD

• 1D: -0.46%
• 1M: -1.80%
• 6M: 0.58%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

BVAL

• 1D: -1.32%
• 1M: 0.19%
• 6M: 9.36%
• YTD: 12.78%
• 1Y: 20.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BVAL Bluemonte Large Cap Value ETF	$714.64K	$748.31K	$1.01M
TEMD Templeton Emerging Markets Debt ETF	$2.05K	$7.21K	$12.55K

TEMD vs. BVAL - Yearly Performance Comparison

	2026 (YTD)
TEMD Templeton Emerging Markets Debt ETF	0.84%
BVAL Bluemonte Large Cap Value ETF	9.63%

Correlation

The correlation between TEMD and BVAL is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026	0.57

Return for Risk

TEMD vs. BVAL — Risk / Return Rank

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

TEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BVAL

BVAL Risk / Return Rank: 86
BVAL Sharpe Ratio Rank: 86
BVAL Sortino Ratio Rank: 86
BVAL Omega Ratio Rank: 85
BVAL Calmar Ratio Rank: 84
BVAL Martin Ratio Rank: 88

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.

TEMD vs. BVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Debt ETF (TEMD) and Bluemonte Large Cap Value ETF (BVAL). 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.

	TEMD	BVAL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.99	—
Sortino ratio: Return per unit of downside risk	—	2.81	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	3.09	—
Martin ratio: Return relative to average drawdown	—	12.96	—

Drawdowns

TEMD vs. BVAL - Drawdown Comparison

The maximum TEMD drawdown since its inception was -4.34%, smaller than the maximum BVAL drawdown of -6.69%. Use the drawdown chart below to compare losses from any high point for TEMD and BVAL.

Drawdown Indicators

	TEMD	BVAL	Difference
Max Drawdown Largest peak-to-trough decline	-4.34%	-6.69%	+2.35%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.69%	—
Current Drawdown Current decline from peak	-1.93%	-1.32%	-0.61%
Average Drawdown Average peak-to-trough decline	-1.21%	-0.87%	-0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.60%	—

Volatility

Volatility by Period

	TEMD	BVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	5.77%	10.38%	-4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.77%	10.19%	-4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.77%	10.19%	-4.42%

TEMD vs. BVAL - Expense Ratio Comparison

TEMD has a 0.45% expense ratio, which is higher than BVAL's 0.24% expense ratio.

Dividends

TEMD vs. BVAL - Dividend Comparison

TEMD's dividend yield for the trailing twelve months is around 3.10%, more than BVAL's 1.33% yield.

Position	TTM	2025
BVAL Bluemonte Large Cap Value ETF	1.33%	0.73%
TEMD Templeton Emerging Markets Debt ETF	3.10%	0.00%

Frequently Asked Questions

Can I hold both TEMD and BVAL in my portfolio?

TEMD and BVAL have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TEMD or BVAL?

On fees, BVAL is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TEMD or BVAL?

BVAL is cheaper with a 0.24% expense ratio, compared with 0.45% for TEMD.

Which ETF pays a higher dividend yield, TEMD or BVAL?

TEMD has the higher dividend yield at 3.10%, compared with 1.33% for BVAL.

What is the main difference between TEMD and BVAL?

TEMD is categorized as Actively Managed, while BVAL is Large Cap Value Equities. They also come from different issuers: Franklin Templeton Investments and Bluemonte. Their fees differ too: 0.45% for TEMD and 0.24% for BVAL.