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TPINX vs. FREEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPINX vs. FREEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Global Bond Fund (TPINX) and Franklin Real Estate Securities Fund (FREEX). The values are adjusted to include any dividend payments, if applicable.

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TPINX vs. FREEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPINX
Templeton Global Bond Fund
-2.00%15.02%-11.95%2.45%-6.17%-5.06%-4.41%0.63%1.26%2.36%
FREEX
Franklin Real Estate Securities Fund
1.77%2.24%3.84%9.99%-25.71%44.04%-3.34%52.71%-6.58%2.62%

Returns By Period

In the year-to-date period, TPINX achieves a -2.00% return, which is significantly lower than FREEX's 1.77% return. Over the past 10 years, TPINX has underperformed FREEX with an annualized return of -0.40%, while FREEX has yielded a comparatively higher 5.85% annualized return.


TPINX

1D
-0.14%
1M
-6.21%
YTD
-2.00%
6M
-1.56%
1Y
8.38%
3Y*
-0.04%
5Y*
-1.40%
10Y*
-0.40%

FREEX

1D
0.37%
1M
-6.99%
YTD
1.77%
6M
0.02%
1Y
1.17%
3Y*
5.12%
5Y*
3.65%
10Y*
5.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPINX vs. FREEX - Expense Ratio Comparison

TPINX has a 0.94% expense ratio, which is lower than FREEX's 1.11% expense ratio.


Return for Risk

TPINX vs. FREEX — 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: 6565
Sortino Ratio Rank
TPINX Omega Ratio Rank: 5252
Omega Ratio Rank
TPINX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TPINX Martin Ratio Rank: 6464
Martin Ratio Rank

FREEX
FREEX Risk / Return Rank: 88
Overall Rank
FREEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FREEX Sortino Ratio Rank: 77
Sortino Ratio Rank
FREEX Omega Ratio Rank: 77
Omega Ratio Rank
FREEX Calmar Ratio Rank: 99
Calmar Ratio Rank
FREEX Martin Ratio Rank: 1010
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. FREEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Global Bond Fund (TPINX) and Franklin Real Estate Securities Fund (FREEX). 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.


TPINXFREEXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.14

+1.02

Sortino ratio

Return per unit of downside risk

1.62

0.29

+1.33

Omega ratio

Gain probability vs. loss probability

1.21

1.04

+0.17

Calmar ratio

Return relative to maximum drawdown

1.42

0.19

+1.23

Martin ratio

Return relative to average drawdown

6.10

0.72

+5.38

TPINX vs. FREEX - Sharpe Ratio Comparison

The current TPINX Sharpe Ratio is 1.16, which is higher than the FREEX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of TPINX and FREEX, 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


TPINXFREEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.14

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.19

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.27

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.33

+0.43

Correlation

The correlation between TPINX and FREEX is 0.19, 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. FREEX - Dividend Comparison

TPINX's dividend yield for the trailing twelve months is around 5.28%, less than FREEX's 6.53% yield.


TTM20252024202320222021202020192018201720162015
TPINX
Templeton Global Bond Fund
5.28%4.29%5.77%3.87%5.17%5.38%4.59%6.12%6.53%3.34%2.33%3.11%
FREEX
Franklin Real Estate Securities Fund
6.53%6.65%12.00%5.13%3.70%7.51%8.38%33.46%5.49%9.77%2.66%1.50%

Drawdowns

TPINX vs. FREEX - Drawdown Comparison

The maximum TPINX drawdown since its inception was -26.45%, smaller than the maximum FREEX drawdown of -76.99%. Use the drawdown chart below to compare losses from any high point for TPINX and FREEX.


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Drawdown Indicators


TPINXFREEXDifference

Max Drawdown

Largest peak-to-trough decline

-26.45%

-76.99%

+50.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-11.76%

+5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.15%

-33.79%

+14.64%

Max Drawdown (10Y)

Largest decline over 10 years

-26.45%

-40.57%

+14.12%

Current Drawdown

Current decline from peak

-16.57%

-11.72%

-4.85%

Average Drawdown

Average peak-to-trough decline

-4.80%

-14.29%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

3.02%

-1.54%

Volatility

TPINX vs. FREEX - Volatility Comparison

The current volatility for Templeton Global Bond Fund (TPINX) is 3.50%, while Franklin Real Estate Securities Fund (FREEX) has a volatility of 4.11%. This indicates that TPINX experiences smaller price fluctuations and is considered to be less risky than FREEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPINXFREEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.11%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.19%

8.94%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

7.58%

15.75%

-8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.00%

19.37%

-11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.30%

21.85%

-14.55%