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TEMFX vs. SBLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMFX vs. SBLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Foreign Fund Class A (TEMFX) and ClearBridge Large Cap Growth Fund (SBLGX). The values are adjusted to include any dividend payments, if applicable.

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TEMFX vs. SBLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEMFX
Templeton Foreign Fund Class A
0.32%28.45%-2.47%19.93%-3.58%5.05%-0.49%12.46%-15.02%17.08%
SBLGX
ClearBridge Large Cap Growth Fund
-9.62%8.44%27.60%45.00%-32.96%21.71%30.84%31.69%-0.44%25.06%

Returns By Period

In the year-to-date period, TEMFX achieves a 0.32% return, which is significantly higher than SBLGX's -9.62% return. Over the past 10 years, TEMFX has underperformed SBLGX with an annualized return of 6.76%, while SBLGX has yielded a comparatively higher 13.03% annualized 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%

SBLGX

1D
3.63%
1M
-5.64%
YTD
-9.62%
6M
-10.67%
1Y
5.39%
3Y*
15.91%
5Y*
7.74%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMFX vs. SBLGX - Expense Ratio Comparison

TEMFX has a 1.10% expense ratio, which is higher than SBLGX's 0.99% expense ratio.


Return for Risk

TEMFX vs. SBLGX — 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

SBLGX
SBLGX Risk / Return Rank: 1111
Overall Rank
SBLGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SBLGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SBLGX Omega Ratio Rank: 1111
Omega Ratio Rank
SBLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
SBLGX Martin Ratio Rank: 1212
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. SBLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Foreign Fund Class A (TEMFX) and ClearBridge Large Cap Growth Fund (SBLGX). 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.


TEMFXSBLGXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.28

+0.71

Sortino ratio

Return per unit of downside risk

1.44

0.57

+0.87

Omega ratio

Gain probability vs. loss probability

1.21

1.08

+0.13

Calmar ratio

Return relative to maximum drawdown

1.22

0.36

+0.85

Martin ratio

Return relative to average drawdown

4.96

1.17

+3.79

TEMFX vs. SBLGX - Sharpe Ratio Comparison

The current TEMFX Sharpe Ratio is 1.00, which is higher than the SBLGX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TEMFX and SBLGX, 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


TEMFXSBLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.28

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.37

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.64

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.46

+0.01

Correlation

The correlation between TEMFX and SBLGX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TEMFX vs. SBLGX - Dividend Comparison

TEMFX's dividend yield for the trailing twelve months is around 3.69%, less than SBLGX's 14.03% 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%
SBLGX
ClearBridge Large Cap Growth Fund
14.03%12.68%5.39%12.39%9.34%12.48%6.17%5.12%4.00%4.41%2.08%2.94%

Drawdowns

TEMFX vs. SBLGX - Drawdown Comparison

The maximum TEMFX drawdown since its inception was -59.62%, which is greater than SBLGX's maximum drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for TEMFX and SBLGX.


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Drawdown Indicators


TEMFXSBLGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-53.64%

-5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-16.95%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-38.28%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.56%

-38.28%

-4.28%

Current Drawdown

Current decline from peak

-9.26%

-13.93%

+4.67%

Average Drawdown

Average peak-to-trough decline

-9.41%

-12.97%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.27%

-1.71%

Volatility

TEMFX vs. SBLGX - Volatility Comparison

Templeton Foreign Fund Class A (TEMFX) has a higher volatility of 7.31% compared to ClearBridge Large Cap Growth Fund (SBLGX) at 6.71%. This indicates that TEMFX's price experiences larger fluctuations and is considered to be riskier than SBLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMFXSBLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

6.71%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

12.01%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

21.27%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

21.14%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

20.40%

-3.23%