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CUSIP
31609A867
Issuer
Fidelity
Inception Date
Nov 19, 2024
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Highlights

Avg. Volume (1M)
25K
Avg. Volume Value (1M)
$1.01M

Share Price Chart


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Performance

FFEM Performance Chart

Fidelity Fundamental Emerging Markets ETF (FFEM) is up 23.2% since the beginning of the year. FFEM is currently trading at $41 per share.


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Benchmark

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Returns By Period

Fidelity Fundamental Emerging Markets ETF (FFEM) has returned 23.20% so far this year and 46.94% over the past 12 months.


Fidelity Fundamental Emerging Markets ETF

1D
0.59%
1M
-2.11%
6M
12.60%
YTD
23.20%
1Y
46.94%
3Y*
5Y*
10Y*
ALL TIME*
29.60%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFEM Monthly Returns History

Based on dividend-adjusted daily data since Nov 21, 2024, FFEM's average daily return is +0.12%, while the average monthly return is +2.26%. At this rate, an investment would double in approximately 2.6 years.

Historically, 76% of months were positive and 24% were negative. The best month was Apr 2026 with a return of +13.8%, while the worst month was Mar 2026 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, FFEM closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Nov 21, 2024 at -8.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.41%6.32%-8.84%13.75%8.06%0.81%-6.24%23.20%
20252.07%0.78%1.75%0.49%4.12%6.87%1.04%3.08%8.19%4.86%-1.59%2.90%40.03%
2024-8.50%-1.83%-10.18%

Benchmark Metrics

Fidelity Fundamental Emerging Markets ETF has an annualized alpha of 14.57%, beta of 1.01, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since November 21, 2024.

  • This ETF captured 121.24% of S&P 500 Index gains but only 28.77% of its losses - a favorable profile for investors.
  • R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
14.57%
Beta
1.01
0.47
Upside Capture
121.24%
Downside Capture
28.77%

Expense Ratio

FFEM has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FFEM ranks 77 for risk / return — above 77% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.


FFEM Risk / Return Rank: 7777
Overall Rank
FFEM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FFEM Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFEM Omega Ratio Rank: 7676
Omega Ratio Rank
FFEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
FFEM Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Fidelity Fundamental Emerging Markets ETF (FFEM) and compare them to S&P 500 Index.

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.


FFEMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

3.17

2.00

+1.17

Martin ratioReturn relative to average drawdown

9.99

8.49

+1.50

Dividends

Dividend History

Fidelity Fundamental Emerging Markets ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.55$0.53$0.04

Dividend yield

1.33%1.59%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Fundamental Emerging Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.25
2025$0.00$0.00$0.07$0.00$0.00$0.17$0.00$0.00$0.09$0.00$0.00$0.20$0.53
2024$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Fundamental Emerging Markets ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Fundamental Emerging Markets ETF was 18.17%, occurring on Apr 8, 2025. Recovery took 25 trading sessions.

The current Fidelity Fundamental Emerging Markets ETF drawdown is 9.95%.


Drawdown

Fall

Recovery

Underwater

Related event

-18.17%Apr 2025
4mo 18d1mo 6d
5mo 24dNov 2024 - May 2025
2025 selloff2025
-14.53%Jul 2026
1mo 6d
1mo 11dJun 2026 - now
-13.57%Mar 2026
1mo 2d17d
1mo 19dFeb 2026 - Apr 2026
-9.61%Jun 2026
2d13d
15dJun 2026 - Jun 2026
-6.07%May 2026
7d7d
14dMay 2026 - May 2026

Drawdown Indicators


FFEMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.17%

-56.78%

+38.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-9.10%

-5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-9.95%

-1.58%

-8.37%

Average Drawdown

Average peak-to-trough decline

-3.90%

-10.70%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

2.14%

+2.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FFEM

Add Fidelity Fundamental Emerging Markets ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FFEM