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Fidelity Emerging Markets Index Fund (FPADX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3161463316

CUSIP

316146331

Issuer

Fidelity

Inception Date

Sep 8, 2011

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FPADX has an expense ratio of 0.08%, which is considered low.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

Fidelity Emerging Markets Index Fund (FPADX) returned 10.61% year-to-date (YTD) and 9.12% over the past 12 months. Over the past 10 years, FPADX returned 3.41% annually, underperforming the S&P 500 benchmark at 10.87%.


FPADX

YTD

10.61%

1M

11.25%

6M

9.93%

1Y

9.12%

5Y*

7.85%

10Y*

3.41%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.72%1.03%1.12%0.46%5.95%10.61%
2024-4.68%4.70%2.39%-0.10%1.66%3.16%0.84%0.83%5.94%-3.97%-2.69%-0.89%6.80%
20238.59%-6.93%3.15%-0.71%-2.05%3.87%6.04%-6.36%-2.74%-3.55%7.46%3.89%9.51%
2022-0.25%-4.56%-2.95%-5.73%1.23%-5.91%-0.60%-0.40%-11.38%-2.73%16.12%-2.77%-20.06%
20213.22%0.68%-1.06%1.68%1.50%1.18%-6.80%2.27%-4.06%0.96%-3.80%1.63%-3.07%
2020-5.56%-3.95%-16.06%8.73%1.98%7.12%8.46%2.32%-1.18%1.65%9.03%7.20%17.84%
20199.12%-0.29%0.87%2.29%-7.38%6.45%-2.27%-4.17%2.02%3.87%0.10%7.57%18.28%
20188.14%-5.18%-0.34%-1.71%-3.23%-4.14%2.44%-2.84%-0.57%-8.64%4.26%-2.83%-14.65%
20176.15%2.56%2.93%2.11%2.89%1.00%5.87%2.35%-0.46%3.50%0.09%3.49%37.49%
2016-5.82%-0.41%12.97%0.98%-3.75%4.52%4.69%2.18%1.80%-0.22%-4.76%-0.12%11.25%
20150.21%3.71%-1.94%7.81%-3.48%-2.30%-6.87%-9.24%-3.39%5.77%-3.32%-2.79%-15.90%
2014-7.01%3.04%3.82%0.63%3.55%3.13%1.57%3.47%-7.08%2.00%-0.79%-4.74%0.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FPADX is 56, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FPADX is 5656
Overall Rank
The Sharpe Ratio Rank of FPADX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FPADX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FPADX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FPADX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FPADX is 5353
Martin 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 Index Fund (FPADX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Emerging Markets Index Fund Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.57
  • 5-Year: 0.46
  • 10-Year: 0.19
  • All Time: 0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Emerging Markets Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Fidelity Emerging Markets Index Fund provided a 2.44% dividend yield over the last twelve months, with an annual payout of $0.28 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.28$0.28$0.27$0.23$0.26$0.19$0.28$0.21$0.20$0.14$0.19$0.19

Dividend yield

2.44%2.70%2.68%2.47%2.14%1.50%2.59%2.20%1.76%1.69%2.47%2.03%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$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
2023$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
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2020$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
2019$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
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2015$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
2014$0.19$0.19

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 Emerging Markets Index 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 Fidelity Emerging Markets Index Fund was 39.16%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Fidelity Emerging Markets Index Fund drawdown is 10.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.16%Feb 18, 2021425Oct 24, 2022
-37.19%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-35.8%Sep 4, 2014348Jan 21, 2016371Jul 12, 2017719
-18.11%Mar 5, 201264Jun 4, 2012136Dec 19, 2012200
-17.13%Jan 22, 2013107Jun 24, 2013242Jun 10, 2014349

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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