TEMWX vs. VST

In the year-to-date period, TEMWX achieves a 4.09% return, which is significantly lower than VST's 16.67% return.

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This table presents a comparison of risk-adjusted performance metrics for Templeton World Fund (TEMWX) and Vistra Corp. (VST). 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.

The current TEMWX Sharpe Ratio is 0.57, which is comparable to the VST Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TEMWX and VST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TEMWX's dividend yield for the trailing twelve months is around 6.45%, more than VST's 0.55% yield.

The maximum TEMWX drawdown since its inception was -55.26%, roughly equal to the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for TEMWX and VST.

The current volatility for Templeton World Fund (TEMWX) is 4.00%, while Vistra Corp. (VST) has a volatility of 14.09%. This indicates that TEMWX experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.