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TEMFX vs. TEDMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMFX vs. TEDMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Foreign Fund Class A (TEMFX) and Templeton Developing Markets Trust (TEDMX). The values are adjusted to include any dividend payments, if applicable.

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TEMFX vs. TEDMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEMFX
Templeton Foreign Fund Class A
-2.43%28.45%-2.47%19.93%-3.58%5.05%-0.49%12.46%-15.02%17.08%
TEDMX
Templeton Developing Markets Trust
1.93%44.71%8.14%12.28%-22.17%-5.82%18.65%26.39%-16.21%40.21%

Returns By Period

In the year-to-date period, TEMFX achieves a -2.43% return, which is significantly lower than TEDMX's 1.93% return. Over the past 10 years, TEMFX has underperformed TEDMX with an annualized return of 6.47%, while TEDMX has yielded a comparatively higher 10.01% annualized return.


TEMFX

1D
0.11%
1M
-10.90%
YTD
-2.43%
6M
1.56%
1Y
15.37%
3Y*
10.07%
5Y*
6.47%
10Y*
6.47%

TEDMX

1D
-1.03%
1M
-14.55%
YTD
1.93%
6M
9.21%
1Y
39.13%
3Y*
18.77%
5Y*
4.45%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMFX vs. TEDMX - Expense Ratio Comparison

TEMFX has a 1.10% expense ratio, which is lower than TEDMX's 1.38% expense ratio.


Return for Risk

TEMFX vs. TEDMX — Risk / Return Rank

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

TEMFX
TEMFX Risk / Return Rank: 3434
Overall Rank
TEMFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TEMFX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TEMFX Omega Ratio Rank: 3535
Omega Ratio Rank
TEMFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TEMFX Martin Ratio Rank: 3333
Martin Ratio Rank

TEDMX
TEDMX Risk / Return Rank: 9090
Overall Rank
TEDMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TEDMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TEDMX Omega Ratio Rank: 8888
Omega Ratio Rank
TEDMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
TEDMX Martin Ratio Rank: 9090
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. TEDMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Foreign Fund Class A (TEMFX) and Templeton Developing Markets Trust (TEDMX). 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.


TEMFXTEDMXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.99

-1.21

Sortino ratio

Return per unit of downside risk

1.16

2.51

-1.35

Omega ratio

Gain probability vs. loss probability

1.17

1.38

-0.22

Calmar ratio

Return relative to maximum drawdown

0.86

2.44

-1.58

Martin ratio

Return relative to average drawdown

3.59

10.31

-6.72

TEMFX vs. TEDMX - Sharpe Ratio Comparison

The current TEMFX Sharpe Ratio is 0.78, which is lower than the TEDMX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TEMFX and TEDMX, 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


TEMFXTEDMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.99

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.24

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.53

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.37

+0.09

Correlation

The correlation between TEMFX and TEDMX is 0.75, 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. TEDMX - Dividend Comparison

TEMFX's dividend yield for the trailing twelve months is around 3.80%, more than TEDMX's 2.59% yield.


TTM20252024202320222021202020192018201720162015
TEMFX
Templeton Foreign Fund Class A
3.80%3.71%2.35%2.43%1.19%4.10%1.32%3.31%2.65%1.39%1.88%0.05%
TEDMX
Templeton Developing Markets Trust
2.59%2.64%3.30%3.44%5.25%6.76%2.40%4.54%1.35%0.90%1.20%1.02%

Drawdowns

TEMFX vs. TEDMX - Drawdown Comparison

The maximum TEMFX drawdown since its inception was -59.62%, smaller than the maximum TEDMX drawdown of -64.97%. Use the drawdown chart below to compare losses from any high point for TEMFX and TEDMX.


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Drawdown Indicators


TEMFXTEDMXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-64.97%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-14.80%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-42.15%

+13.16%

Max Drawdown (10Y)

Largest decline over 10 years

-42.56%

-44.36%

+1.80%

Current Drawdown

Current decline from peak

-11.75%

-14.80%

+3.05%

Average Drawdown

Average peak-to-trough decline

-9.41%

-19.54%

+10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.50%

+0.07%

Volatility

TEMFX vs. TEDMX - Volatility Comparison

The current volatility for Templeton Foreign Fund Class A (TEMFX) is 6.67%, while Templeton Developing Markets Trust (TEDMX) has a volatility of 10.04%. This indicates that TEMFX experiences smaller price fluctuations and is considered to be less risky than TEDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMFXTEDMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

10.04%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

15.00%

-4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

19.53%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

18.94%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

18.79%

-1.64%