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TEMZX vs. FRIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMZX vs. FRIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Emerging Markets Small Cap Fund (TEMZX) and Franklin Income Fund Advisor Class (FRIAX). The values are adjusted to include any dividend payments, if applicable.

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TEMZX vs. FRIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEMZX
Templeton Emerging Markets Small Cap Fund
-1.25%10.91%7.92%13.57%-18.99%23.64%9.92%5.80%-14.72%31.60%
FRIAX
Franklin Income Fund Advisor Class
3.03%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%

Returns By Period

In the year-to-date period, TEMZX achieves a -1.25% return, which is significantly lower than FRIAX's 3.03% return. Over the past 10 years, TEMZX has underperformed FRIAX with an annualized return of 6.12%, while FRIAX has yielded a comparatively higher 7.81% annualized return.


TEMZX

1D
1.49%
1M
-7.31%
YTD
-1.25%
6M
0.26%
1Y
11.78%
3Y*
8.20%
5Y*
4.14%
10Y*
6.12%

FRIAX

1D
0.80%
1M
-1.57%
YTD
3.03%
6M
5.15%
1Y
12.76%
3Y*
9.45%
5Y*
6.79%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMZX vs. FRIAX - Expense Ratio Comparison

TEMZX has a 1.50% expense ratio, which is higher than FRIAX's 0.46% expense ratio.


Return for Risk

TEMZX vs. FRIAX — Risk / Return Rank

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

TEMZX
TEMZX Risk / Return Rank: 3535
Overall Rank
TEMZX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TEMZX Sortino Ratio Rank: 3939
Sortino Ratio Rank
TEMZX Omega Ratio Rank: 3434
Omega Ratio Rank
TEMZX Calmar Ratio Rank: 2929
Calmar Ratio Rank
TEMZX Martin Ratio Rank: 3030
Martin Ratio Rank

FRIAX
FRIAX Risk / Return Rank: 8787
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 9090
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.

TEMZX vs. FRIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Small Cap Fund (TEMZX) and Franklin Income Fund Advisor Class (FRIAX). 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.


TEMZXFRIAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.70

-0.74

Sortino ratio

Return per unit of downside risk

1.36

2.46

-1.10

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratio

Return relative to maximum drawdown

1.02

2.08

-1.06

Martin ratio

Return relative to average drawdown

3.82

10.22

-6.39

TEMZX vs. FRIAX - Sharpe Ratio Comparison

The current TEMZX Sharpe Ratio is 0.96, which is lower than the FRIAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TEMZX and FRIAX, 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


TEMZXFRIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.70

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.85

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.84

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.80

-0.50

Correlation

The correlation between TEMZX and FRIAX is 0.53, 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

TEMZX vs. FRIAX - Dividend Comparison

TEMZX's dividend yield for the trailing twelve months is around 1.40%, less than FRIAX's 5.26% yield.


TTM20252024202320222021202020192018201720162015
TEMZX
Templeton Emerging Markets Small Cap Fund
1.40%1.39%0.52%3.14%8.03%10.93%2.81%1.82%2.86%0.12%2.02%0.56%
FRIAX
Franklin Income Fund Advisor Class
5.26%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Drawdowns

TEMZX vs. FRIAX - Drawdown Comparison

The maximum TEMZX drawdown since its inception was -69.98%, which is greater than FRIAX's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for TEMZX and FRIAX.


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Drawdown Indicators


TEMZXFRIAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.98%

-43.23%

-26.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-6.38%

-4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-13.63%

-15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-48.59%

-24.10%

-24.49%

Current Drawdown

Current decline from peak

-9.16%

-1.89%

-7.27%

Average Drawdown

Average peak-to-trough decline

-12.81%

-3.94%

-8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.30%

+1.50%

Volatility

TEMZX vs. FRIAX - Volatility Comparison

Templeton Emerging Markets Small Cap Fund (TEMZX) has a higher volatility of 5.94% compared to Franklin Income Fund Advisor Class (FRIAX) at 2.29%. This indicates that TEMZX's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMZXFRIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

2.29%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

3.90%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.40%

7.57%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

8.04%

+5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

9.34%

+4.83%