TEMZX vs. PGEIX

Last updated Apr 2, 2026

Compare and contrast key facts about Templeton Emerging Markets Small Cap Fund (TEMZX) and Polen Global Emerging Markets Growth Fund (PGEIX).

TEMZX is managed by Franklin Templeton. It was launched on Oct 1, 2006. PGEIX is managed by Polen Capital. It was launched on Oct 15, 2020.

Performance

TEMZX vs. PGEIX - Performance Comparison

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

TEMZX vs. PGEIX - Yearly Performance Comparison

	2026 (YTD)	2025
TEMZX Templeton Emerging Markets Small Cap Fund	-1.25%	11.31%
PGEIX Polen Global Emerging Markets Growth Fund	0.00%	16.07%

Returns By Period

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%

PGEIX

• 1D: 2.78%
• 1M: -8.95%
• YTD: 0.00%
• 6M: -2.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TEMZX vs. PGEIX - Expense Ratio Comparison

TEMZX has a 1.50% expense ratio, which is higher than PGEIX's 1.25% expense ratio.

TEMZX

Templeton Emerging Markets Small Cap Fund

PGEIX

Polen Global Emerging Markets Growth Fund

Return for Risk

TEMZX vs. PGEIX — Risk / Return Rank

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

TEMZX

TEMZX Risk / Return Rank: 35
TEMZX Sharpe Ratio Rank: 42
TEMZX Sortino Ratio Rank: 39
TEMZX Omega Ratio Rank: 34
TEMZX Calmar Ratio Rank: 29
TEMZX Martin Ratio Rank: 30

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. PGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Small Cap Fund (TEMZX) and Polen Global Emerging Markets Growth Fund (PGEIX). 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.

	TEMZX	PGEIX	Difference
Sharpe ratio Return per unit of total volatility	0.96	—	—
Sortino ratio Return per unit of downside risk	1.36	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.02	—	—
Martin ratio Return relative to average drawdown	3.82	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TEMZX	PGEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	1.11	-0.81

Correlation

The correlation between TEMZX and PGEIX is 0.55, 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. PGEIX - Dividend Comparison

TEMZX's dividend yield for the trailing twelve months is around 1.40%, while PGEIX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PGEIX Polen Global Emerging Markets Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TEMZX vs. PGEIX - Drawdown Comparison

The maximum TEMZX drawdown since its inception was -69.98%, which is greater than PGEIX's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for TEMZX and PGEIX.

Drawdown Indicators

	TEMZX	PGEIX	Difference
Max Drawdown Largest peak-to-trough decline	-69.98%	-13.24%	-56.74%
Max Drawdown (1Y) Largest decline over 1 year	-10.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.59%	—	—
Current Drawdown Current decline from peak	-9.16%	-10.82%	+1.66%
Average Drawdown Average peak-to-trough decline	-12.81%	-2.79%	-10.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	—	—

Volatility

Volatility by Period

	TEMZX	PGEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	18.77%	-6.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.60%	18.77%	-5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.17%	18.77%	-4.60%