Franklin International Small Cap Fund

This fund or share class has been closed to new investors.

This fund or share class has been closed to new investors.

Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/15/2002
Fund without Sales Charge (%) (NAV) -13.78 -0.99 -0.22 5.40 10.73
Fund with Sales Charge (%) (POP) -13.78 -0.99 -0.22 5.40 10.73
MSCI EAFE Small Cap Index-NR (%) -0.94 4.13 4.64 7.57 10.04
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/15/2002
Fund without Sales Charge (%) (NAV) 12.10 5.79 3.90 6.66 11.77
Fund with Sales Charge (%) (POP) 12.10 5.79 3.90 6.66 11.77
MSCI EAFE Small Cap Index-NR (%) 24.96 10.93 8.85 8.75 10.99

After-Tax Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -14.85 -2.58 -1.82 4.08
Fund without Sales Charge (%) (NAV) After Shares Sold -7.20 -0.84 -0.36 4.21
Fund with Sales Charge (%) (POP) Before Shares Sold -14.85 -2.58 -1.82 4.08
Fund with Sales Charge (%) (POP) After Shares Sold -7.20 -0.84 -0.36 4.21
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 10.72 4.10 2.23 5.32
Fund without Sales Charge (%) (NAV) After Shares Sold 8.14 4.18 2.65 5.13
Fund with Sales Charge (%) (POP) Before Shares Sold 10.72 4.10 2.23 5.32
Fund with Sales Charge (%) (POP) After Shares Sold 8.14 4.18 2.65 5.13

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 12.10 -21.12 33.89 -3.68 6.17 -11.18 35.98 29.07 -14.79 18.46
Fund with Sales Charge (%) (POP) 12.10 -21.12 33.89 -3.68 6.17 -11.18 35.98 29.07 -14.79 18.46
MSCI EAFE Small Cap Index-NR (%) 24.96 -17.89 33.01 2.18 9.59 -4.95 29.30 20.00 -15.94 22.04

Cumulative Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/15/2002
Fund without Sales Charge (%) (NAV) -8.81 -13.39 -13.78 -2.94 -1.07 69.14 487.75
Fund with Sales Charge (%) (POP) -8.81 -13.39 -13.78 -2.94 -1.07 69.14 487.75
MSCI EAFE Small Cap Index-NR (%) -8.59 -12.42 -0.94 12.92 25.49 107.42 426.78
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/15/2002
Fund without Sales Charge (%) (NAV) 10.11 12.10 12.10 18.40 21.08 90.52 578.62
Fund with Sales Charge (%) (POP) 10.11 12.10 12.10 18.40 21.08 90.52 578.62
MSCI EAFE Small Cap Index-NR (%) 11.52 24.96 24.96 36.48 52.83 131.24 501.47

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.24 14.54 14.96
Standard Deviation (MSCI EAFE Small Cap Index-NR) 13.36 13.19 15.28
Beta 1.07 1.00 0.90
Sharpe Ratio -0.18 -0.09 0.32
Information Ratio -0.97 -0.80 -0.35
Tracking Error 5.28 6.08 6.12

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.16 1.06 0.87
Beta Bear 0.93 0.98 0.84
Bull Bear Capture Ratio 0.79 0.77 0.90
% of Positive Months 50.00 56.67 58.33
Gains/Losses 1.01 1.04 1.37
Maximum Drawdown
27.43 27.43 27.43

SALES CHARGE, EXPENSES & FEES As of 12/01/2019 (updated annually)

Gross Expense Ratio 1.66%
Net Expense Ratio [further-information] 1.66%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 1.07
Sharpe Ratio -0.18
Standard Deviation 15.24

Benchmarks

A benchmark is a comparable broad-based index that can be used to evaluate a fund's performance.

  • MSCI EAFE Small Cap Index-NR