TZINX vs. GMOM
Compare and contrast key facts about Templeton Global Balanced Fund (TZINX) and Cambria Global Momentum ETF (GMOM).
TZINX is managed by Franklin Templeton. It was launched on Jun 30, 2005. GMOM is an actively managed fund by Cambria. It was launched on Nov 4, 2014.
Performance
TZINX vs. GMOM - Performance Comparison
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TZINX vs. GMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TZINX Templeton Global Balanced Fund | 1.25% | 27.85% | 0.73% | 14.45% | -14.31% | -1.44% | 1.70% | 7.58% | -9.18% | 12.42% |
GMOM Cambria Global Momentum ETF | 8.03% | 20.63% | 6.75% | 0.65% | -2.82% | 19.13% | 2.42% | 8.24% | -9.61% | 20.67% |
Returns By Period
In the year-to-date period, TZINX achieves a 1.25% return, which is significantly lower than GMOM's 8.03% return. Over the past 10 years, TZINX has underperformed GMOM with an annualized return of 4.38%, while GMOM has yielded a comparatively higher 7.31% annualized return.
TZINX
- 1D
- 1.73%
- 1M
- -5.16%
- YTD
- 1.25%
- 6M
- 5.95%
- 1Y
- 22.29%
- 3Y*
- 12.05%
- 5Y*
- 3.96%
- 10Y*
- 4.38%
GMOM
- 1D
- 1.13%
- 1M
- -4.66%
- YTD
- 8.03%
- 6M
- 12.16%
- 1Y
- 28.42%
- 3Y*
- 12.60%
- 5Y*
- 7.73%
- 10Y*
- 7.31%
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TZINX vs. GMOM - Expense Ratio Comparison
TZINX has a 0.95% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Return for Risk
TZINX vs. GMOM — Risk / Return Rank
TZINX
GMOM
TZINX vs. GMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Global Balanced Fund (TZINX) and Cambria Global Momentum ETF (GMOM). 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.
| TZINX | GMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.81 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.64 | 2.39 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.74 | -0.04 |
Martin ratioReturn relative to average drawdown | 10.55 | 11.60 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TZINX | GMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.81 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.54 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.57 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Correlation
The correlation between TZINX and GMOM is 0.57, 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
TZINX vs. GMOM - Dividend Comparison
TZINX's dividend yield for the trailing twelve months is around 4.94%, more than GMOM's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TZINX Templeton Global Balanced Fund | 4.94% | 4.00% | 5.43% | 3.68% | 3.47% | 2.24% | 2.12% | 4.43% | 4.55% | 2.82% | 1.12% | 7.19% |
GMOM Cambria Global Momentum ETF | 1.63% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
Drawdowns
TZINX vs. GMOM - Drawdown Comparison
The maximum TZINX drawdown since its inception was -36.06%, which is greater than GMOM's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for TZINX and GMOM.
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Drawdown Indicators
| TZINX | GMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.06% | -25.03% | -11.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -10.54% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -29.60% | -19.16% | -10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -29.60% | -25.03% | -4.57% |
Current DrawdownCurrent decline from peak | -6.84% | -5.18% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -7.89% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.49% | -0.33% |
Volatility
TZINX vs. GMOM - Volatility Comparison
The current volatility for Templeton Global Balanced Fund (TZINX) is 5.04%, while Cambria Global Momentum ETF (GMOM) has a volatility of 5.95%. This indicates that TZINX experiences smaller price fluctuations and is considered to be less risky than GMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TZINX | GMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 5.95% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 11.87% | -3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 15.80% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.82% | 14.51% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.33% | 12.76% | -1.43% |