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TEMFX vs. FHLFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMFX vs. FHLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Foreign Fund Class A (TEMFX) and Fidelity Series International Index Fund (FHLFX). The values are adjusted to include any dividend payments, if applicable.

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TEMFX vs. FHLFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TEMFX
Templeton Foreign Fund Class A
0.32%28.45%-2.47%19.93%-3.58%5.05%-0.49%12.46%-10.36%
FHLFX
Fidelity Series International Index Fund
0.99%31.96%3.67%18.16%-14.17%11.23%8.09%21.66%-10.70%

Returns By Period

In the year-to-date period, TEMFX achieves a 0.32% return, which is significantly lower than FHLFX's 0.99% return.


TEMFX

1D
2.81%
1M
-6.77%
YTD
0.32%
6M
3.00%
1Y
18.62%
3Y*
11.10%
5Y*
6.87%
10Y*
6.76%

FHLFX

1D
2.97%
1M
-6.32%
YTD
0.99%
6M
5.00%
1Y
22.99%
3Y*
14.59%
5Y*
8.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMFX vs. FHLFX - Expense Ratio Comparison

TEMFX has a 1.10% expense ratio, which is higher than FHLFX's 0.01% expense ratio.


Return for Risk

TEMFX vs. FHLFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TEMFX
TEMFX Risk / Return Rank: 4646
Overall Rank
TEMFX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TEMFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TEMFX Omega Ratio Rank: 4646
Omega Ratio Rank
TEMFX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TEMFX Martin Ratio Rank: 4646
Martin Ratio Rank

FHLFX
FHLFX Risk / Return Rank: 7171
Overall Rank
FHLFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 6868
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 7070
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.

TEMFX vs. FHLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Foreign Fund Class A (TEMFX) and Fidelity Series International Index Fund (FHLFX). 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.


TEMFXFHLFXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.39

-0.39

Sortino ratio

Return per unit of downside risk

1.44

1.90

-0.46

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.22

1.95

-0.73

Martin ratio

Return relative to average drawdown

4.96

7.44

-2.49

TEMFX vs. FHLFX - Sharpe Ratio Comparison

The current TEMFX Sharpe Ratio is 1.00, which is comparable to the FHLFX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of TEMFX and FHLFX, 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


TEMFXFHLFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.39

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.53

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

-0.01

Correlation

The correlation between TEMFX and FHLFX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TEMFX vs. FHLFX - Dividend Comparison

TEMFX's dividend yield for the trailing twelve months is around 3.69%, more than FHLFX's 3.43% yield.


TTM20252024202320222021202020192018201720162015
TEMFX
Templeton Foreign Fund Class A
3.69%3.71%2.35%2.43%1.19%4.10%1.32%3.31%2.65%1.39%1.88%0.05%
FHLFX
Fidelity Series International Index Fund
3.43%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%0.00%0.00%0.00%

Drawdowns

TEMFX vs. FHLFX - Drawdown Comparison

The maximum TEMFX drawdown since its inception was -59.62%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for TEMFX and FHLFX.


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Drawdown Indicators


TEMFXFHLFXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-33.58%

-26.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-11.37%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-29.36%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-42.56%

Current Drawdown

Current decline from peak

-9.26%

-8.18%

-1.08%

Average Drawdown

Average peak-to-trough decline

-9.41%

-6.18%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.97%

+0.59%

Volatility

TEMFX vs. FHLFX - Volatility Comparison

Templeton Foreign Fund Class A (TEMFX) and Fidelity Series International Index Fund (FHLFX) have volatilities of 7.31% and 7.63%, 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


TEMFXFHLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

7.63%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

11.01%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

17.06%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

15.82%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

17.63%

-0.46%