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TPINX vs. FBIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPINX vs. FBIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Global Bond Fund (TPINX) and Fidelity International Bond Index Fund (FBIIX). The values are adjusted to include any dividend payments, if applicable.

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TPINX vs. FBIIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TPINX
Templeton Global Bond Fund
-1.01%15.02%-11.95%2.45%-6.17%-5.06%-4.41%1.59%
FBIIX
Fidelity International Bond Index Fund
-0.22%2.66%4.64%7.48%-10.84%-1.84%4.43%-1.13%

Returns By Period

In the year-to-date period, TPINX achieves a -1.01% return, which is significantly lower than FBIIX's -0.22% return.


TPINX

1D
1.01%
1M
-4.36%
YTD
-1.01%
6M
-0.98%
1Y
8.83%
3Y*
0.29%
5Y*
-1.20%
10Y*
-0.30%

FBIIX

1D
0.33%
1M
-1.82%
YTD
-0.22%
6M
0.24%
1Y
2.55%
3Y*
3.94%
5Y*
0.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPINX vs. FBIIX - Expense Ratio Comparison

TPINX has a 0.94% expense ratio, which is higher than FBIIX's 0.06% expense ratio.


Return for Risk

TPINX vs. FBIIX — Risk / Return Rank

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

TPINX
TPINX Risk / Return Rank: 6262
Overall Rank
TPINX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TPINX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPINX Omega Ratio Rank: 5353
Omega Ratio Rank
TPINX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TPINX Martin Ratio Rank: 6363
Martin Ratio Rank

FBIIX
FBIIX Risk / Return Rank: 4141
Overall Rank
FBIIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FBIIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBIIX Omega Ratio Rank: 3838
Omega Ratio Rank
FBIIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FBIIX Martin Ratio Rank: 3939
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.

TPINX vs. FBIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Global Bond Fund (TPINX) and Fidelity International Bond Index Fund (FBIIX). 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.


TPINXFBIIXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.99

+0.26

Sortino ratio

Return per unit of downside risk

1.75

1.36

+0.39

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.54

1.00

+0.55

Martin ratio

Return relative to average drawdown

6.45

4.23

+2.23

TPINX vs. FBIIX - Sharpe Ratio Comparison

The current TPINX Sharpe Ratio is 1.25, which is comparable to the FBIIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TPINX and FBIIX, 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


TPINXFBIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.99

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.15

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.19

+0.58

Correlation

The correlation between TPINX and FBIIX is 0.30, 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

TPINX vs. FBIIX - Dividend Comparison

TPINX's dividend yield for the trailing twelve months is around 5.23%, more than FBIIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
TPINX
Templeton Global Bond Fund
5.23%4.29%5.77%3.87%5.17%5.38%4.59%6.12%6.53%3.34%2.33%3.11%
FBIIX
Fidelity International Bond Index Fund
4.10%4.09%3.44%2.85%1.02%0.62%0.74%0.17%0.00%0.00%0.00%0.00%

Drawdowns

TPINX vs. FBIIX - Drawdown Comparison

The maximum TPINX drawdown since its inception was -26.45%, which is greater than FBIIX's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for TPINX and FBIIX.


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Drawdown Indicators


TPINXFBIIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.45%

-13.79%

-12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-2.78%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.15%

-13.74%

-5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-26.45%

Current Drawdown

Current decline from peak

-15.73%

-2.14%

-13.59%

Average Drawdown

Average peak-to-trough decline

-4.80%

-4.18%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

0.65%

+0.87%

Volatility

TPINX vs. FBIIX - Volatility Comparison

Templeton Global Bond Fund (TPINX) has a higher volatility of 3.67% compared to Fidelity International Bond Index Fund (FBIIX) at 1.46%. This indicates that TPINX's price experiences larger fluctuations and is considered to be riskier than FBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPINXFBIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

1.46%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

2.07%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.63%

2.71%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.02%

3.50%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.30%

3.39%

+3.91%