TEMFX vs. ^FVX
TEMFX (Templeton Foreign Fund Class A) is Foreign Large Cap Equities fund managed by Franklin Templeton, while ^FVX (Treasury Yield 5 Years) is an index. Over the past 10 years, TEMFX returned 7.53%/yr vs 14.05%/yr for ^FVX. At a 0.14 correlation, their price movements are largely independent.
Performance
TEMFX vs. ^FVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TEMFX achieves a 9.82% return, which is significantly lower than ^FVX's 13.19% return. Over the past 10 years, TEMFX has underperformed ^FVX with an annualized return of 7.53%, while ^FVX has yielded a comparatively higher 14.05% annualized return.
TEMFX
- 1D
- 3.17%
- 1M
- 1.46%
- YTD
- 9.82%
- 6M
- 12.41%
- 1Y
- 22.35%
- 3Y*
- 13.80%
- 5Y*
- 7.76%
- 10Y*
- 7.53%
^FVX
- 1D
- 0.55%
- 1M
- 2.23%
- YTD
- 13.19%
- 6M
- 12.32%
- 1Y
- 4.70%
- 3Y*
- 1.57%
- 5Y*
- 41.30%
- 10Y*
- 14.05%
TEMFX vs. ^FVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEMFX Templeton Foreign Fund Class A | 9.82% | 28.45% | -2.47% | 19.93% | -3.58% | 5.05% | -0.49% | 12.46% | -15.02% | 17.08% |
^FVX Treasury Yield 5 Years | 13.19% | -15.02% | 14.06% | -4.00% | 216.71% | 249.86% | -78.68% | -32.55% | 13.78% | 14.06% |
Correlation
The correlation between TEMFX and ^FVX is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.14 |
The correlation between TEMFX and ^FVX shifts across timeframes, from -0.32 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TEMFX vs. ^FVX — Risk / Return Rank
TEMFX
^FVX
TEMFX vs. ^FVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Foreign Fund Class A (TEMFX) and Treasury Yield 5 Years (^FVX). 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.
| TEMFX | ^FVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.07 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.48 | +1.27 |
| Martin ratioReturn relative to average drawdown | 6.06 | 0.90 | +5.16 |
Loading charts...
Drawdowns
TEMFX vs. ^FVX - Drawdown Comparison
The maximum TEMFX drawdown since its inception was -59.62%, smaller than the maximum ^FVX drawdown of -98.80%. Use the drawdown chart below to compare losses from any high point for TEMFX and ^FVX.
Loading charts...
Drawdown Indicators
| TEMFX | ^FVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.62% | -98.80% | +39.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -13.28% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -31.36% | +13.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.47% | -31.36% | +2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -42.56% | -93.69% | +51.13% |
Current DrawdownCurrent decline from peak | -1.89% | -74.11% | +72.22% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -58.53% | +49.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 7.10% | -3.61% |
Volatility
TEMFX vs. ^FVX - Volatility Comparison
Templeton Foreign Fund Class A (TEMFX) has a higher volatility of 6.36% compared to Treasury Yield 5 Years (^FVX) at 5.85%. This indicates that TEMFX's price experiences larger fluctuations and is considered to be riskier than ^FVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TEMFX | ^FVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 5.85% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 13.22% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 18.34% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 38.44% | -20.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 58.57% | -41.33% |
Frequently Asked Questions
TEMFX and ^FVX have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEMFX has higher volatility (6.36%) compared to ^FVX (5.85%). In terms of maximum drawdown, TEMFX dropped -59.62% vs ^FVX's -98.80%.
TEMFX currently has the higher Sharpe Ratio (1.33 vs 0.35), 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.
Find the right allocation for TEMFX and ^FVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer