TEI vs KMLM

Comparison between Templeton Emerging Markets Income Fund Inc (TEI, ETF) and KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF).

5-Year PerformanceTEI has outperformed KMLM, delivering a return of +7.0% compared to +4.1%

TEI vs KMLM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TEI(ETF)	KMLM(ETF)
Net Assets	$327M	$327M
Expense Ratio	N/A	0.90%
Max Drawdown	76.06%	36.50%
Sharpe Ratio	1.31	0.76
5Y Beta	0.43	0.02
5Y Dividends CAGR	7.86%	N/A

Net Assets

Winner

TEI

$327M

KMLM

$327M

Expense Ratio

TEI

N/A

KMLM

0.90%

Max Drawdown

TEI

76.06%

Winner

KMLM

36.50%

Sharpe Ratio

Winner

TEI

1.31

KMLM

0.76

5Y Beta

TEI

0.43

Winner

KMLM

0.02

5Y Dividends CAGR

TEI

7.86%

KMLM

N/A

TEI vs KMLM - Historical Returns

Returns include dividend reinvestment.

Period	TEI	KMLM
1 month	+1.87%	-6.83%
3 months	+3.58%	+0.21%
6 months	+6.52%	+9.64%
1 year	+26.02%	+12.07%
5 years(CAGR)	+6.99%	+4.06%
10 years(CAGR)	+4.81%	N/A
Max(CAGR)	+8.55%	+6.73%

Winner

TEI

+1.87%

KMLM

-6.83%

Winner

TEI

+3.58%

KMLM

+0.21%

TEI

+6.52%

Winner

KMLM

+9.64%

Winner

TEI

+26.02%

KMLM

+12.07%

5Y(CAGR)

Winner

TEI

+6.99%

KMLM

+4.06%

10Y(CAGR)

TEI

+4.81%

KMLM

N/A

Max(CAGR)

Winner

TEI

+8.55%

KMLM

+6.73%

TEI vs KMLM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TEI	KMLM
2026	+2.79%	+7.70%
2025	+44.74%	-3.67%
2024	+11.55%	-1.15%
2023	+6.58%	-6.25%
2022	-16.16%	+29.44%
2021	+3.72%	+7.37%
2020	-8.82%	+5.40%
2019	+2.13%	N/A
2018	-6.11%	N/A
2017	+6.64%	N/A
2016	+16.78%	N/A
2015	-4.20%	N/A
2014	-9.18%	N/A
2013	-13.66%	N/A
2012	+23.47%	N/A
2011	+1.47%	N/A
2010	+21.51%	N/A
2009	+60.21%	N/A
2008	-20.82%	N/A
2007	+6.33%	N/A
2006	+17.46%	N/A
2005	-4.45%	N/A
2004	+12.54%	N/A
2003	+29.10%	N/A
2002	+19.26%	N/A
2001	+25.59%	N/A
2000	+15.18%	N/A
1999	-0.70%	N/A

TEI vs KMLM Drawdown Comparison

The maximum drawdown for TEI was -51.48%, occurring on Nov 20, 2008. Recovery took 313 trading sessions.

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The current TEI drawdown is -4.81%. The current KMLM drawdown is -15.73%.

Rank	TEI	KMLM
#1	-51.48% May 5, 2008 - Jul 31, 2009	-27.61% Oct 14, 2022 - Jun 20, 2025
#2	-44.66% Mar 8, 2013 - Jun 26, 2025	-14.93% Jun 13, 2022 - Sep 26, 2022
#3	-22.39% Mar 31, 2004 - Oct 14, 2004	-9.11% May 12, 2021 - Feb 4, 2022
#4	-19.35% Jul 17, 2007 - Feb 27, 2008	-6.19% Mar 8, 2022 - Mar 24, 2022
#5	-18.36% May 22, 2002 - Dec 20, 2002	-6.02% Sep 27, 2022 - Oct 10, 2022
#6	-18.17% Jun 8, 2011 - Jul 5, 2012	-5.93% Feb 24, 2021 - Apr 26, 2021
#7	-14.50% Feb 12, 2026 - Mar 27, 2026	-4.58% Apr 18, 2022 - May 4, 2022
#8	-13.64% Mar 9, 2005 - Oct 3, 2005	-3.99% Mar 25, 2022 - Apr 8, 2022
#9	-12.96% Jul 2, 2001 - Nov 7, 2001	-3.60% May 6, 2022 - May 17, 2022
#10	-12.55% Feb 28, 2006 - Sep 1, 2006	-3.57% May 17, 2022 - Jun 6, 2022
#11	-12.24% May 3, 2010 - Jul 9, 2010	-3.46% Jan 5, 2021 - Jan 14, 2021
#12	-12.14% Mar 10, 2003 - May 7, 2003	-2.85% Feb 24, 2022 - Mar 2, 2022
#13	-10.84% Oct 14, 2009 - Nov 18, 2009	-2.05% Jan 14, 2021 - Feb 8, 2021
#14	-10.57% Sep 8, 2000 - Jan 8, 2001	-1.72% Feb 14, 2022 - Feb 23, 2022
#15	-10.09% Jan 11, 2010 - Apr 1, 2010	-1.50% Dec 23, 2020 - Dec 29, 2020

Correlation

Correlation between TEI and KMLM is -0.28 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.28

-101

Dividend Comparison (1999 - 2026)

TEI vs KMLM dividend yield comparison.

Year	TEI	KMLM
2026	3.68%	0.00%
2025	13.57%	5.02%
2024	11.11%	0.82%
2023	11.09%	0.00%
2022	11.88%	13.22%
2021	10.44%	6.94%
2020	7.34%	0.00%
2019	8.51%	0.00%
2018	9.27%	0.00%
2017	5.56%	0.00%
2016	7.33%	0.00%
2015	8.24%	0.00%
2014	10.53%	0.00%
2013	10.58%	0.00%
2012	10.79%	0.00%
2011	9.01%	0.00%
2010	7.58%	0.00%
2009	7.81%	0.00%
2008	15.76%	0.00%
2007	10.18%	0.00%
2006	7.74%	0.00%
2005	7.81%	0.00%
2004	7.27%	0.00%
2003	9.75%	0.00%
2002	10.73%	0.00%
2001	12.61%	0.00%
2000	13.31%	0.00%
1999	3.33%	0.00%