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TFEQX vs. FRDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFEQX vs. FRDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Institutional Fund International Equity Series (TFEQX) and Franklin Rising Dividends Fund (FRDPX). The values are adjusted to include any dividend payments, if applicable.

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TFEQX vs. FRDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFEQX
Templeton Institutional Fund International Equity Series
5.35%31.58%9.44%22.68%-9.21%5.70%5.29%11.56%-17.40%19.78%
FRDPX
Franklin Rising Dividends Fund
-2.58%11.96%10.92%12.10%-10.69%26.62%16.29%29.83%-5.27%17.33%

Returns By Period

In the year-to-date period, TFEQX achieves a 5.35% return, which is significantly higher than FRDPX's -2.58% return. Over the past 10 years, TFEQX has underperformed FRDPX with an annualized return of 8.22%, while FRDPX has yielded a comparatively higher 10.76% annualized return.


TFEQX

1D
2.71%
1M
-7.17%
YTD
5.35%
6M
8.79%
1Y
27.96%
3Y*
19.29%
5Y*
11.00%
10Y*
8.22%

FRDPX

1D
2.10%
1M
-5.11%
YTD
-2.58%
6M
-1.99%
1Y
10.60%
3Y*
9.38%
5Y*
7.87%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFEQX vs. FRDPX - Expense Ratio Comparison

TFEQX has a 0.83% expense ratio, which is lower than FRDPX's 0.85% expense ratio.


Return for Risk

TFEQX vs. FRDPX — Risk / Return Rank

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

TFEQX
TFEQX Risk / Return Rank: 7878
Overall Rank
TFEQX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TFEQX Sortino Ratio Rank: 7777
Sortino Ratio Rank
TFEQX Omega Ratio Rank: 7777
Omega Ratio Rank
TFEQX Calmar Ratio Rank: 7878
Calmar Ratio Rank
TFEQX Martin Ratio Rank: 7878
Martin Ratio Rank

FRDPX
FRDPX Risk / Return Rank: 3636
Overall Rank
FRDPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRDPX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FRDPX Omega Ratio Rank: 2828
Omega Ratio Rank
FRDPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FRDPX Martin Ratio Rank: 5151
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.

TFEQX vs. FRDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Institutional Fund International Equity Series (TFEQX) and Franklin Rising Dividends Fund (FRDPX). 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.


TFEQXFRDPXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.70

+0.81

Sortino ratio

Return per unit of downside risk

2.08

1.14

+0.94

Omega ratio

Gain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratio

Return relative to maximum drawdown

2.05

1.12

+0.94

Martin ratio

Return relative to average drawdown

8.50

5.15

+3.34

TFEQX vs. FRDPX - Sharpe Ratio Comparison

The current TFEQX Sharpe Ratio is 1.51, which is higher than the FRDPX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TFEQX and FRDPX, 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


TFEQXFRDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.70

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.51

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.63

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.60

-0.15

Correlation

The correlation between TFEQX and FRDPX 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

TFEQX vs. FRDPX - Dividend Comparison

TFEQX's dividend yield for the trailing twelve months is around 40.67%, more than FRDPX's 10.52% yield.


TTM20252024202320222021202020192018201720162015
TFEQX
Templeton Institutional Fund International Equity Series
40.67%42.84%16.75%14.08%6.20%34.04%6.78%6.65%22.18%1.60%3.46%2.46%
FRDPX
Franklin Rising Dividends Fund
10.52%10.25%10.15%4.60%4.96%4.42%0.82%3.01%5.20%0.90%3.09%5.30%

Drawdowns

TFEQX vs. FRDPX - Drawdown Comparison

The maximum TFEQX drawdown since its inception was -57.70%, which is greater than FRDPX's maximum drawdown of -51.57%. Use the drawdown chart below to compare losses from any high point for TFEQX and FRDPX.


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Drawdown Indicators


TFEQXFRDPXDifference

Max Drawdown

Largest peak-to-trough decline

-57.70%

-51.57%

-6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-10.54%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.77%

-21.07%

-8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.65%

-34.89%

-7.76%

Current Drawdown

Current decline from peak

-8.97%

-5.15%

-3.82%

Average Drawdown

Average peak-to-trough decline

-10.55%

-5.84%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.29%

+0.86%

Volatility

TFEQX vs. FRDPX - Volatility Comparison

Templeton Institutional Fund International Equity Series (TFEQX) has a higher volatility of 7.11% compared to Franklin Rising Dividends Fund (FRDPX) at 4.22%. This indicates that TFEQX's price experiences larger fluctuations and is considered to be riskier than FRDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFEQXFRDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

4.22%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

7.78%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

15.33%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

15.39%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

17.17%

+0.41%