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TEMGX vs. RTXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMGX vs. RTXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Global Smaller Companies Fund (TEMGX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). The values are adjusted to include any dividend payments, if applicable.

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TEMGX vs. RTXAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TEMGX
Templeton Global Smaller Companies Fund
-5.26%5.43%3.42%16.62%-24.00%15.06%13.23%10.54%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
11.49%13.56%1.50%7.40%-11.66%26.57%3.73%6.17%

Returns By Period

In the year-to-date period, TEMGX achieves a -5.26% return, which is significantly lower than RTXAX's 11.49% return.


TEMGX

1D
-0.33%
1M
-11.68%
YTD
-5.26%
6M
-5.53%
1Y
6.67%
3Y*
3.91%
5Y*
-0.90%
10Y*
5.14%

RTXAX

1D
0.13%
1M
-2.88%
YTD
11.49%
6M
14.38%
1Y
24.85%
3Y*
10.58%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMGX vs. RTXAX - Expense Ratio Comparison

TEMGX has a 1.31% expense ratio, which is lower than RTXAX's 1.33% expense ratio.


Return for Risk

TEMGX vs. RTXAX — Risk / Return Rank

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

TEMGX
TEMGX Risk / Return Rank: 1212
Overall Rank
TEMGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TEMGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TEMGX Omega Ratio Rank: 1212
Omega Ratio Rank
TEMGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TEMGX Martin Ratio Rank: 1212
Martin Ratio Rank

RTXAX
RTXAX Risk / Return Rank: 8585
Overall Rank
RTXAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RTXAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RTXAX Omega Ratio Rank: 8484
Omega Ratio Rank
RTXAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RTXAX Martin Ratio Rank: 9292
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.

TEMGX vs. RTXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Global Smaller Companies Fund (TEMGX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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.


TEMGXRTXAXDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.69

-1.35

Sortino ratio

Return per unit of downside risk

0.60

2.24

-1.65

Omega ratio

Gain probability vs. loss probability

1.08

1.35

-0.27

Calmar ratio

Return relative to maximum drawdown

0.33

1.89

-1.56

Martin ratio

Return relative to average drawdown

1.08

10.79

-9.70

TEMGX vs. RTXAX - Sharpe Ratio Comparison

The current TEMGX Sharpe Ratio is 0.34, which is lower than the RTXAX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TEMGX and RTXAX, 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


TEMGXRTXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.69

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.47

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.40

+0.03

Correlation

The correlation between TEMGX and RTXAX is 0.79, 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

TEMGX vs. RTXAX - Dividend Comparison

TEMGX's dividend yield for the trailing twelve months is around 4.95%, more than RTXAX's 2.57% yield.


TTM20252024202320222021202020192018201720162015
TEMGX
Templeton Global Smaller Companies Fund
4.95%4.69%2.98%1.09%3.14%10.66%2.58%2.16%9.12%3.65%0.33%0.21%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
2.57%2.86%2.05%1.98%3.11%1.74%1.71%0.84%0.00%0.00%0.00%0.00%

Drawdowns

TEMGX vs. RTXAX - Drawdown Comparison

The maximum TEMGX drawdown since its inception was -68.70%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for TEMGX and RTXAX.


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Drawdown Indicators


TEMGXRTXAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.70%

-40.68%

-28.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-13.11%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-36.20%

-24.63%

-11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.61%

Current Drawdown

Current decline from peak

-12.71%

-3.32%

-9.39%

Average Drawdown

Average peak-to-trough decline

-11.99%

-7.96%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.29%

+1.69%

Volatility

TEMGX vs. RTXAX - Volatility Comparison

Templeton Global Smaller Companies Fund (TEMGX) has a higher volatility of 5.47% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 4.12%. This indicates that TEMGX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMGXRTXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

4.12%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

8.24%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

15.04%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

15.85%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

20.26%

-3.03%