TEMGX vs. SPY
Compare and contrast key facts about Templeton Global Smaller Companies Fund (TEMGX) and State Street SPDR S&P 500 ETF (SPY).
TEMGX is managed by Franklin Templeton. It was launched on May 31, 1981. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TEMGX vs. SPY - Performance Comparison
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TEMGX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEMGX Templeton Global Smaller Companies Fund | -5.26% | 5.43% | 3.42% | 16.62% | -24.00% | 15.06% | 13.23% | 24.50% | -18.10% | 24.94% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TEMGX achieves a -5.26% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, TEMGX has underperformed SPY with an annualized return of 5.14%, while SPY has yielded a comparatively higher 13.98% annualized 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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TEMGX vs. SPY - Expense Ratio Comparison
TEMGX has a 1.31% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TEMGX vs. SPY — Risk / Return Rank
TEMGX
SPY
TEMGX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Global Smaller Companies Fund (TEMGX) and State Street SPDR S&P 500 ETF (SPY). 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.
| TEMGX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.93 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.45 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.53 | -1.19 |
Martin ratioReturn relative to average drawdown | 1.08 | 7.30 | -6.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEMGX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.93 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.69 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.78 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.56 | -0.13 |
Correlation
The correlation between TEMGX and SPY is 0.64, 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
TEMGX vs. SPY - Dividend Comparison
TEMGX's dividend yield for the trailing twelve months is around 4.95%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TEMGX vs. SPY - Drawdown Comparison
The maximum TEMGX drawdown since its inception was -68.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TEMGX and SPY.
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Drawdown Indicators
| TEMGX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.70% | -55.19% | -13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -12.05% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.20% | -24.50% | -11.70% |
Max Drawdown (10Y)Largest decline over 10 years | -41.61% | -33.72% | -7.89% |
Current DrawdownCurrent decline from peak | -12.71% | -6.24% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -11.99% | -9.09% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.52% | +1.46% |
Volatility
TEMGX vs. SPY - Volatility Comparison
Templeton Global Smaller Companies Fund (TEMGX) and State Street SPDR S&P 500 ETF (SPY) have volatilities of 5.47% and 5.31%, 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
| TEMGX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 5.31% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 9.47% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 19.05% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 17.06% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 17.92% | -0.69% |