TTRZX vs. SHRAX
TTRZX (Templeton Global Total Return Fund) and SHRAX (ClearBridge Aggressive Growth Fund) are both mutual funds - TTRZX is a Nontraditional Bonds fund managed by Franklin Templeton, while SHRAX is a Large Cap Blend Equities fund managed by Franklin Templeton. Over the past 10 years, TTRZX returned 1.13%/yr vs 7.28%/yr for SHRAX. Their 0.41 correlation means their historical movements had little consistent relationship. TTRZX charges 0.89%/yr vs 1.11%/yr for SHRAX.
Performance
TTRZX vs. SHRAX - Performance Comparison
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Returns By Period
In the year-to-date period, TTRZX achieves a 4.29% return, which is significantly higher than SHRAX's 0.24% return. Over the past 10 years, TTRZX has underperformed SHRAX with an annualized return of 1.13%, while SHRAX has yielded a comparatively higher 7.28% annualized return.
TTRZX
- 1D
- 1.45%
- 1M
- 1.55%
- 6M
- 1.18%
- YTD
- 4.29%
- 1Y
- 10.35%
- 3Y*
- 5.74%
- 5Y*
- 0.82%
- 10Y*
- 1.13%
- ALL TIME*
- 3.78%
SHRAX
- 1D
- 0.64%
- 1M
- -3.44%
- 6M
- 3.33%
- YTD
- 0.24%
- 1Y
- 4.24%
- 3Y*
- 10.03%
- 5Y*
- 2.56%
- 10Y*
- 7.28%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TTRZX vs. SHRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTRZX Templeton Global Total Return Fund | 4.29% | 18.26% | -6.61% | 6.28% | -12.29% | -5.14% | -5.58% | 2.01% | 2.03% | 3.09% |
SHRAX ClearBridge Aggressive Growth Fund | 0.24% | 13.50% | 12.02% | 24.09% | -25.43% | 7.35% | 19.74% | 24.26% | -7.93% | 14.22% |
Correlation
The correlation between TTRZX and SHRAX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2008 | 0.41 |
The correlation between TTRZX and SHRAX shifts across timeframes, from 0.34 (10 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TTRZX vs. SHRAX — Risk / Return Rank
TTRZX
SHRAX
TTRZX vs. SHRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Global Total Return Fund (TTRZX) and ClearBridge Aggressive Growth Fund (SHRAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TTRZX | SHRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.03 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.13 | +1.44 |
| Martin ratioReturn relative to average drawdown | 4.96 | 0.35 | +4.60 |
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Drawdowns
TTRZX vs. SHRAX - Drawdown Comparison
The maximum TTRZX drawdown since its inception was -33.17%, smaller than the maximum SHRAX drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for TTRZX and SHRAX.
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Drawdown Indicators
| TTRZX | SHRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.17% | -57.26% | +24.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -14.59% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -11.49% | -23.73% | +12.24% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -33.77% | +7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.17% | -33.77% | +0.60% |
Current DrawdownCurrent decline from peak | -6.61% | -4.64% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -11.23% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 5.30% | -3.11% |
Volatility
TTRZX vs. SHRAX - Volatility Comparison
The current volatility for Templeton Global Total Return Fund (TTRZX) is 2.18%, while ClearBridge Aggressive Growth Fund (SHRAX) has a volatility of 3.80%. This indicates that TTRZX experiences smaller price fluctuations and is considered to be less risky than SHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTRZX | SHRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.18% | 3.80% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 6.33% | 13.54% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.50% | 17.56% | -10.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.24% | 20.98% | -11.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.81% | 20.84% | -13.03% |
TTRZX vs. SHRAX - Expense Ratio Comparison
TTRZX has a 0.89% expense ratio, which is lower than SHRAX's 1.11% expense ratio.
Dividends
TTRZX vs. SHRAX - Dividend Comparison
TTRZX's dividend yield for the trailing twelve months is around 6.90%, less than SHRAX's 22.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | 22.22% | 22.27% | 20.39% | 13.77% | 15.63% | 26.11% | 18.42% | 12.71% | 18.97% | 5.97% | 4.76% | 4.03% |
TTRZX Templeton Global Total Return Fund | 6.90% | 5.57% | 8.19% | 5.95% | 7.54% | 8.18% | 4.84% | 6.96% | 5.55% | 3.54% | 2.94% | 4.31% |
Frequently Asked Questions
TTRZX and SHRAX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHRAX has higher volatility (3.80%) compared to TTRZX (2.18%). In terms of maximum drawdown, TTRZX dropped -33.17% vs SHRAX's -57.26%.
TTRZX currently has the higher Sharpe Ratio (1.45 vs 0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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