PortfoliosLab logoPortfoliosLab logo
ISIN
US31635R3488
CUSIP
31635R348
Issuer
Fidelity
Inception Date
Oct 29, 2018
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FGOMX Performance Chart

Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) is up 32.8% since the beginning of the year. FGOMX is currently trading at $21 per share. Investors who bought $1,000 worth of FGOMX shares 5 years ago would now be looking at an investment worth $1,572.


Loading charts...

S&P 500 Index

Returns By Period

Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) has returned 32.79% so far this year and 59.40% over the past 12 months.


Strategic Advisers Fidelity Emerging Markets Fund

1D
3.12%
1M
6.77%
YTD
32.79%
6M
34.82%
1Y
59.40%
3Y*
25.08%
5Y*
9.47%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGOMX Monthly Returns History

Based on dividend-adjusted daily data since Nov 5, 2018, FGOMX's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +16.5%, while the worst month was Mar 2020 at -15.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FGOMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.31%3.89%-9.18%13.10%8.25%3.27%32.79%
20253.47%-0.48%0.40%-0.00%5.75%5.13%1.22%2.70%6.84%4.14%-1.86%2.88%34.20%
2024-3.83%4.88%2.59%0.08%2.27%3.28%0.25%0.64%4.91%-3.32%-2.57%-1.08%7.88%
20239.30%-6.51%2.88%-0.45%-1.99%4.63%5.29%-5.82%-2.42%-3.58%7.81%3.99%12.23%
2022-0.93%-5.51%-4.14%-6.24%0.85%-6.01%-0.56%-0.54%-10.77%-2.97%16.54%-2.55%-22.45%
20213.36%1.33%-0.92%1.45%1.76%0.96%-6.28%2.29%-3.73%1.90%-3.60%1.78%-0.19%

Benchmark Metrics

Strategic Advisers Fidelity Emerging Markets Fund has an annualized alpha of 2.79%, beta of 0.71, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since November 05, 2018.

  • This fund participated in 79.36% of S&P 500 Index downside but only 76.59% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.79%
Beta
0.71
0.52
Upside Capture
76.59%
Downside Capture
79.36%

Expense Ratio

FGOMX has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

FGOMX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FGOMX Risk / Return Rank: 9494
Overall Rank
FGOMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FGOMX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGOMX Omega Ratio Rank: 9090
Omega Ratio Rank
FGOMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FGOMX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) 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.


FGOMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.62

1.37

+0.25

Calmar ratioReturn relative to maximum drawdown

5.73

2.78

+2.95

Martin ratioReturn relative to average drawdown

20.97

12.44

+8.54

Dividends

Dividend History

Strategic Advisers Fidelity Emerging Markets Fund provided a 1.63% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.35$0.35$0.29$0.33$0.26$0.65$0.11$0.26

Dividend yield

1.63%2.17%2.40%2.83%2.42%4.63%0.73%2.13%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.24$0.29
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.27$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.24$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.27$0.65

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Strategic Advisers Fidelity Emerging Markets Fund. 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 Strategic Advisers Fidelity Emerging Markets Fund was 40.14%, occurring on Oct 24, 2022. Recovery took 690 trading sessions.

The current Strategic Advisers Fidelity Emerging Markets Fund drawdown is 0.70%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-40.14%Oct 2022
1y 8mo2y 9mo
4y 5moFeb 2021 - Aug 2025
COVID crash2020
-33.07%Mar 2020
2mo 2d5mo 5d
7mo 7dJan 2020 - Aug 2020
2026 correction2026
-12.77%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2019 pullback2019
-9.62%Aug 2019
4mo 5d2mo 22d
6mo 27dApr 2019 - Nov 2019
2026 pullback2026
-9.35%Jun 2026
7d
20d 13hJun 2026 - now

Drawdown Indicators


FGOMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-56.78%

+16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-9.10%

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-18.90%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.84%

-25.43%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.70%

-1.80%

+1.10%

Average Drawdown

Average peak-to-trough decline

-13.29%

-10.71%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.03%

+1.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FGOMX

Add Strategic Advisers Fidelity Emerging Markets Fund 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 FGOMX