TEMWX vs. VST
TEMWX (Templeton World Fund) is Global Equities fund managed by Franklin Templeton, while VST (Vistra Corp.) is a stock. Over the past 5 years, TEMWX returned 8.92%/yr vs 55.99%/yr for VST. At a 0.39 correlation, their price movements are largely independent.
Performance
TEMWX vs. VST - Performance Comparison
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Returns By Period
In the year-to-date period, TEMWX achieves a 4.39% return, which is significantly higher than VST's -1.53% return.
TEMWX
- 1D
- -2.06%
- 1M
- 0.71%
- 6M
- 0.92%
- YTD
- 4.39%
- 1Y
- 13.43%
- 3Y*
- 17.81%
- 5Y*
- 8.92%
- 10Y*
- 7.67%
VST
- 1D
- 0.20%
- 1M
- 7.18%
- 6M
- -7.32%
- YTD
- -1.53%
- 1Y
- -18.25%
- 3Y*
- 83.69%
- 5Y*
- 55.99%
- 10Y*
- —
TEMWX vs. VST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEMWX Templeton World Fund | 4.39% | 21.42% | 20.34% | 32.29% | -22.91% | 8.04% | 3.59% | 12.03% | -12.02% | 12.74% |
VST Vistra Corp. | -1.53% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | -11.87% | 2.46% | 24.95% | 18.19% |
Correlation
The correlation between TEMWX and VST is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2016 | 0.39 |
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Return for Risk
TEMWX vs. VST — Risk / Return Rank
TEMWX
VST
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TEMWX | VST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.48 | +1.47 |
| Martin ratioReturn relative to average drawdown | 3.85 | -0.83 | +4.68 |
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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.
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Drawdown Indicators
| TEMWX | VST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.26% | -53.32% | -1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -38.01% | +24.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -48.80% | +32.10% |
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 DrawdownCurrent decline from peak | -3.59% | -27.00% | +23.41% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -13.83% | +5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 22.05% | -18.50% |
Volatility
TEMWX vs. VST - Volatility Comparison
The current volatility for Templeton World Fund (TEMWX) is 6.77%, while Vistra Corp. (VST) has a volatility of 10.40%. 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.
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Volatility by Period
| TEMWX | VST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 10.40% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 34.60% | -19.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 48.92% | -31.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 47.97% | -29.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 42.18% | -25.46% |
Dividends
TEMWX vs. VST - Dividend Comparison
TEMWX's dividend yield for the trailing twelve months is around 12.78%, more than VST's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEMWX Templeton World Fund | 12.78% | 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. | 0.57% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% |
Frequently Asked Questions
TEMWX and VST have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VST has higher volatility (10.40%) compared to TEMWX (6.77%). In terms of maximum drawdown, TEMWX dropped -55.26% vs VST's -53.32%.
TEMWX currently has the higher Sharpe Ratio (0.79 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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