TEMFX vs. PRULX
TEMFX (Templeton Foreign Fund Class A) and PRULX (T. Rowe Price U.S. Treasury Long Term Index Fund) are both mutual funds - TEMFX is a Foreign Large Cap Equities fund managed by Franklin Templeton, while PRULX is a Government Bonds fund managed by T. Rowe Price. Over the past 10 years, TEMFX returned 7.19%/yr vs -1.14%/yr for PRULX. Their -0.12 correlation means they have often moved in opposite directions in the past. TEMFX charges 1.10%/yr vs 0.29%/yr for PRULX.
Performance
TEMFX vs. PRULX - Performance Comparison
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Returns By Period
In the year-to-date period, TEMFX achieves a 12.14% return, which is significantly higher than PRULX's -3.51% return. Over the past 10 years, TEMFX has outperformed PRULX with an annualized return of 7.19%, while PRULX has yielded a comparatively lower -1.14% annualized return.
TEMFX
- 1D
- 0.00%
- 1M
- 1.53%
- 6M
- 4.63%
- YTD
- 12.14%
- 1Y
- 23.12%
- 3Y*
- 13.47%
- 5Y*
- 9.44%
- 10Y*
- 7.19%
- ALL TIME*
- 8.04%
PRULX
- 1D
- 0.30%
- 1M
- -3.42%
- 6M
- -2.88%
- YTD
- -3.51%
- 1Y
- -0.82%
- 3Y*
- 0.42%
- 5Y*
- -7.37%
- 10Y*
- -1.14%
- ALL TIME*
- 4.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TEMFX vs. PRULX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEMFX Templeton Foreign Fund Class A | 12.14% | 28.45% | -2.47% | 19.93% | -3.58% | 5.05% | -0.49% | 12.46% | -15.02% | 17.08% |
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | -3.51% | 6.69% | -5.71% | 2.90% | -30.45% | -5.22% | 18.34% | 22.58% | -1.86% | 8.23% |
Correlation
The correlation between TEMFX and PRULX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | -0.12 |
The correlation between TEMFX and PRULX shifts across timeframes, from -0.12 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TEMFX vs. PRULX — Risk / Return Rank
TEMFX
PRULX
TEMFX vs. PRULX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Foreign Fund Class A (TEMFX) and T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX). 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 | PRULX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.99 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | -0.10 | +2.09 |
| Martin ratioReturn relative to average drawdown | 7.05 | -0.22 | +7.27 |
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Drawdowns
TEMFX vs. PRULX - Drawdown Comparison
The maximum TEMFX drawdown since its inception was -59.62%, which is greater than PRULX's maximum drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for TEMFX and PRULX.
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Drawdown Indicators
| TEMFX | PRULX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.62% | -47.40% | -12.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -7.23% | -4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -13.44% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.33% | -42.35% | +15.02% |
Max Drawdown (10Y)Largest decline over 10 years | -42.56% | -47.40% | +4.84% |
Current DrawdownCurrent decline from peak | -0.09% | -38.86% | +38.77% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -9.49% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 3.20% | +0.23% |
Volatility
TEMFX vs. PRULX - Volatility Comparison
Templeton Foreign Fund Class A (TEMFX) has a higher volatility of 4.15% compared to T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) at 2.27%. This indicates that TEMFX's price experiences larger fluctuations and is considered to be riskier than PRULX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEMFX | PRULX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 2.27% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 6.53% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 8.82% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 14.55% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 13.92% | +3.06% |
TEMFX vs. PRULX - Expense Ratio Comparison
TEMFX has a 1.10% expense ratio, which is higher than PRULX's 0.29% expense ratio.
Dividends
TEMFX vs. PRULX - Dividend Comparison
TEMFX's dividend yield for the trailing twelve months is around 3.30%, less than PRULX's 5.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | 5.18% | 5.21% | 4.88% | 3.84% | 2.07% | 1.72% | 20.34% | 16.60% | 2.62% | 2.48% | 4.65% | 5.09% |
TEMFX Templeton Foreign Fund Class A | 3.30% | 3.71% | 2.35% | 2.43% | 1.19% | 4.10% | 1.32% | 3.31% | 2.65% | 1.39% | 1.88% | 0.05% |
Frequently Asked Questions
TEMFX and PRULX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEMFX has higher volatility (4.15%) compared to PRULX (2.27%). In terms of maximum drawdown, TEMFX dropped -59.62% vs PRULX's -47.40%.
TEMFX currently has the higher Sharpe Ratio (1.51 vs -0.08), 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.
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