PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity Emerging Markets K (FKEMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS3159102736
IssuerFidelity
Inception DateMay 9, 2008
CategoryEmerging Markets Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FKEMX features an expense ratio of 0.77%, falling within the medium range.


Expense ratio chart for FKEMX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Share Price Chart


Loading data...

Compare to other instruments

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


Fidelity Emerging Markets K

Popular comparisons: FKEMX vs. FEMKX, FKEMX vs. FZAEX, FKEMX vs. VT, FKEMX vs. FXAIX, FKEMX vs. VOO, FKEMX vs. VWO, FKEMX vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Emerging Markets K, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
53.21%
279.27%
FKEMX (Fidelity Emerging Markets K)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Emerging Markets K had a return of 7.86% year-to-date (YTD) and 8.37% in the last 12 months. Over the past 10 years, Fidelity Emerging Markets K had an annualized return of 5.62%, while the S&P 500 had an annualized return of 10.58%, indicating that Fidelity Emerging Markets K did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.86%13.20%
1 month-2.62%-1.28%
6 months9.38%10.32%
1 year8.37%18.23%
5 years (annualized)5.82%12.31%
10 years (annualized)5.62%10.58%

Monthly Returns

The table below presents the monthly returns of FKEMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.21%5.60%2.95%-2.10%2.99%4.64%7.86%
202311.11%-5.73%3.53%-1.38%-0.51%4.55%4.58%-4.87%-4.00%-4.11%9.28%3.61%15.36%
2022-4.28%-6.25%-3.83%-7.94%0.63%-5.99%1.37%-0.72%-11.96%-4.02%17.92%-3.71%-27.42%
20212.63%1.81%-2.47%2.06%1.70%1.66%-6.21%3.62%-3.18%3.01%-2.98%0.28%1.40%
2020-3.35%-3.05%-13.71%9.37%4.30%8.59%9.45%4.36%-1.30%2.08%6.90%7.67%32.68%
20199.73%1.88%3.46%3.51%-5.46%6.80%-0.47%-2.09%1.37%3.99%0.57%7.18%33.86%
20186.75%-4.86%-0.84%-1.94%-1.64%-3.65%1.21%-2.90%-1.89%-9.68%4.19%-3.34%-17.92%
20176.01%2.62%4.45%4.22%3.63%1.79%5.13%2.76%1.06%3.22%1.08%3.93%47.90%
2016-5.61%-1.90%10.58%1.03%-0.53%3.49%3.58%0.88%2.03%-1.66%-6.80%-0.60%3.42%
20150.33%3.73%-1.19%1.76%-2.28%-1.25%-4.11%-8.33%-2.73%7.57%-1.64%-1.39%-9.91%
2014-6.97%5.71%1.90%-0.04%4.06%2.63%0.04%2.29%-5.99%2.78%0.27%-3.29%2.57%
20130.99%0.81%0.25%1.82%-1.74%-6.21%1.49%-4.35%7.75%5.21%-0.78%-0.41%4.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FKEMX is 22, indicating that it is in the bottom 22% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FKEMX is 2222
FKEMX (Fidelity Emerging Markets K)
The Sharpe Ratio Rank of FKEMX is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of FKEMX is 2323Sortino Ratio Rank
The Omega Ratio Rank of FKEMX is 2222Omega Ratio Rank
The Calmar Ratio Rank of FKEMX is 1919Calmar Ratio Rank
The Martin Ratio Rank of FKEMX is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Emerging Markets K (FKEMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FKEMX
Sharpe ratio
The chart of Sharpe ratio for FKEMX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.005.000.65
Sortino ratio
The chart of Sortino ratio for FKEMX, currently valued at 1.02, compared to the broader market0.005.0010.001.02
Omega ratio
The chart of Omega ratio for FKEMX, currently valued at 1.12, compared to the broader market1.002.003.004.001.12
Calmar ratio
The chart of Calmar ratio for FKEMX, currently valued at 0.26, compared to the broader market0.005.0010.0015.0020.000.26
Martin ratio
The chart of Martin ratio for FKEMX, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.00100.001.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.005.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market0.005.0010.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0020.0040.0060.0080.00100.005.98

Sharpe Ratio

The current Fidelity Emerging Markets K Sharpe ratio is 0.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Emerging Markets K with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.65
1.58
FKEMX (Fidelity Emerging Markets K)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Emerging Markets K granted a 1.15% dividend yield in the last twelve months. The annual payout for that period amounted to $0.44 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.44$0.44$0.28$2.70$0.67$0.65$0.27$0.23$0.19$0.15$0.41$0.04

Dividend yield

1.15%1.24%0.89%6.18%1.46%1.85%1.00%0.69%0.84%0.70%1.67%0.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.70$2.70
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2013$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-18.67%
-4.73%
FKEMX (Fidelity Emerging Markets K)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Emerging Markets K. 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 Emerging Markets K was 69.07%, occurring on Nov 20, 2008. Recovery took 2180 trading sessions.

The current Fidelity Emerging Markets K drawdown is 18.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.07%May 20, 2008129Nov 20, 20082180Jul 24, 20172309
-43.13%Feb 17, 2021426Oct 24, 2022
-29.97%Jan 21, 202044Mar 23, 202072Jul 6, 2020116
-27.35%Jan 29, 2018191Oct 29, 2018285Dec 17, 2019476
-5.86%Sep 3, 202015Sep 24, 202011Oct 9, 202026

Volatility

Volatility Chart

The current Fidelity Emerging Markets K volatility is 4.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
4.35%
3.80%
FKEMX (Fidelity Emerging Markets K)
Benchmark (^GSPC)