TEMWX vs. VST

Last updated Apr 1, 2026

Compare and contrast key facts about Templeton World Fund (TEMWX) and Vistra Corp. (VST).

TEMWX is managed by Franklin Templeton. It was launched on Jan 16, 1978.

Performance

TEMWX vs. VST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton World Fund (TEMWX) and Vistra Corp. (VST). The values are adjusted to include any dividend payments, if applicable.

TEMWX vs. VST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEMWX Templeton World Fund	-9.74%	21.42%	20.34%	32.29%	-22.91%	8.04%	3.59%	12.03%	-12.02%	12.74%
VST Vistra Corp.	-6.69%	17.66%	261.52%	70.73%	5.08%	19.57%	-11.87%	2.46%	24.95%	18.19%

Returns By Period

In the year-to-date period, TEMWX achieves a -9.74% return, which is significantly lower than VST's -6.69% return.

TEMWX

• 1D: -0.25%
• 1M: -11.33%
• YTD: -9.74%
• 6M: -6.55%
• 1Y: 10.67%
• 3Y*: 15.47%
• 5Y*: 6.41%
• 10Y*: 6.56%

VST

• 1D: 1.89%
• 1M: -13.43%
• YTD: -6.69%
• 6M: -23.06%
• 1Y: 28.66%
• 3Y*: 86.61%
• 5Y*: 56.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TEMWX vs. VST — Risk / Return Rank

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

TEMWX

TEMWX Risk / Return Rank: 22
TEMWX Sharpe Ratio Rank: 23
TEMWX Sortino Ratio Rank: 24
TEMWX Omega Ratio Rank: 21
TEMWX Calmar Ratio Rank: 21
TEMWX Martin Ratio Rank: 23

VST

VST Risk / Return Rank: 59
VST Sharpe Ratio Rank: 61
VST Sortino Ratio Rank: 58
VST Omega Ratio Rank: 57
VST Calmar Ratio Rank: 60
VST Martin Ratio Rank: 59

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.

TEMWX vs. VST - Risk-Adjusted Trends Comparison

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.

	TEMWX	VST	Difference
Sharpe ratio Return per unit of total volatility	0.58	0.52	+0.06
Sortino ratio Return per unit of downside risk	0.93	1.04	-0.12
Omega ratio Gain probability vs. loss probability	1.12	1.14	-0.01
Calmar ratio Return relative to maximum drawdown	0.61	0.78	-0.17
Martin ratio Return relative to average drawdown	2.43	1.65	+0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEMWX vs. VST - Sharpe Ratio Comparison

The current TEMWX Sharpe Ratio is 0.58, which is comparable to the VST Sharpe Ratio of 0.52. 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.

Sharpe Ratios by Period

	TEMWX	VST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.52	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	1.20	-0.84
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.73	-0.26

Correlation

The correlation between TEMWX and VST is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TEMWX vs. VST - Dividend Comparison

TEMWX's dividend yield for the trailing twelve months is around 14.78%, more than VST's 0.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TEMWX Templeton World Fund	14.78%	13.34%	8.52%	0.63%	1.60%	1.53%	0.00%	1.15%	21.11%	5.83%	2.77%	5.66%
VST Vistra Corp.	0.60%	0.56%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%

Drawdowns

TEMWX vs. VST - Drawdown Comparison

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.

Drawdown Indicators

	TEMWX	VST	Difference
Max Drawdown Largest peak-to-trough decline	-55.26%	-53.32%	-1.94%
Max Drawdown (1Y) Largest decline over 1 year	-13.86%	-34.51%	+20.65%
Max Drawdown (5Y) Largest decline over 5 years	-31.86%	-48.80%	+16.94%
Max Drawdown (10Y) Largest decline over 10 years	-31.97%	—	—
Current Drawdown Current decline from peak	-13.86%	-30.83%	+16.97%
Average Drawdown Average peak-to-trough decline	-8.85%	-13.39%	+4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	16.29%	-12.83%

Volatility

TEMWX vs. VST - Volatility Comparison

The current volatility for Templeton World Fund (TEMWX) is 6.28%, while Vistra Corp. (VST) has a volatility of 18.07%. 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.

Volatility by Period

	TEMWX	VST	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	18.07%	-11.79%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	38.53%	-26.92%
Volatility (1Y) Calculated over the trailing 1-year period	17.90%	55.49%	-37.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.20%	47.36%	-29.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.79%	42.15%	-25.36%