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ISIN
US3161463316
CUSIP
316146331
Issuer
Fidelity
Inception Date
Sep 8, 2011
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FPADX Performance Chart

Fidelity Emerging Markets Index Fund (FPADX) is up 27.3% since the beginning of the year. FPADX is currently trading at $17 per share. Investors who bought $1,000 worth of FPADX shares 5 years ago would now be looking at an investment worth $1,428.


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S&P 500 Index

Returns By Period

Fidelity Emerging Markets Index Fund (FPADX) has returned 27.34% so far this year and 52.96% over the past 12 months.


Fidelity Emerging Markets Index Fund

1D
-1.14%
1M
3.14%
YTD
27.34%
6M
29.43%
1Y
52.96%
3Y*
24.10%
5Y*
7.39%
10Y*
10.10%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPADX Monthly Returns History

Based on dividend-adjusted daily data since Sep 9, 2011, FPADX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +16.1%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FPADX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.19%5.68%-9.53%12.58%7.72%1.52%27.34%
20251.72%1.03%1.12%0.46%4.12%6.51%1.32%2.20%6.86%3.96%-2.08%2.69%33.90%
2024-4.68%4.70%2.39%-0.10%1.66%3.16%0.84%0.83%5.94%-3.97%-2.70%-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%

Benchmark Metrics

Fidelity Emerging Markets Index Fund has an annualized alpha of 18.62%, beta of 1.12, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since September 12, 2011.

  • This fund captured 163.66% of S&P 500 Index gains but only 32.55% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 18.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.12 and R2 of 0.55, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
18.62%
Beta
1.12
0.55
Upside Capture
163.66%
Downside Capture
32.55%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FPADX ranks 87 for risk / return — in the top 87% 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.


FPADX Risk / Return Rank: 8787
Overall Rank
FPADX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8585
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8787
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 Fidelity Emerging Markets Index Fund (FPADX) and compare them to S&P 500 Index.


FPADXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

4.08

Martin ratioReturn relative to average drawdown

16.16

Dividends

Dividend History

Fidelity Emerging Markets Index Fund provided a 1.85% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.32$0.32$0.28$0.27$0.23$0.26$0.19$0.28$0.21$0.01$0.14$0.19

Dividend yield

1.85%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

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
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$0.32$0.32
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

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. Recovery took 721 trading sessions.

The current Fidelity Emerging Markets Index Fund drawdown is 2.08%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-39.16%Oct 2022
1y 8mo2y 10mo
4y 6moFeb 2021 - Sep 2025
COVID crash2020
-37.19%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
2016 bear market2016
-35.85%Jan 2016
1y 4mo1y 5mo
2y 10moSep 2014 - Jul 2017
2012 correction2012
-18.11%Jun 2012
3mo 1d6mo 18d
9mo 19dMar 2012 - Dec 2012
2013 correction2013
-17.13%Jun 2013
5mo 3d11mo 21d
1y 4moJan 2013 - Jun 2014

Drawdown Indicators


FPADXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-9.10%

-30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

Max Drawdown (5Y)

Largest decline over 5 years

-36.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-2.08%

-2.97%

+0.89%

Average Drawdown

Average peak-to-trough decline

-13.25%

-1.13%

-12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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