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ADVMX vs. FERGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ADVMX vs. FERGX

Last updated Apr 11, 2026

ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund) and FERGX (Fidelity SAI Emerging Markets Index Fund) are both Emerging Markets Diversified funds. Over the past 5 years, ADVMX returned 10.79%/yr vs 5.25%/yr for FERGX. Their correlation of 0.87 suggests significant overlap in exposure. ADVMX charges 1.10%/yr vs 0.07%/yr for FERGX.

Performance

ADVMX vs. FERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) and Fidelity SAI Emerging Markets Index Fund (FERGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADVMX achieves a 13.20% return, which is significantly higher than FERGX's 10.56% return.

ADVMX

1D
0.19%
1M
5.65%
YTD
13.20%
6M
29.92%
1Y
67.00%
3Y*
21.56%
5Y*
10.79%
10Y*
8.80%

FERGX

1D
0.15%
1M
5.81%
YTD
10.56%
6M
17.83%
1Y
49.31%
3Y*
18.35%
5Y*
5.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADVMX vs. FERGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ADVMX
Vaughan Nelson Emerging Markets Opportunities Fund		13.20%45.69%-2.43%16.20%-11.69%9.81%10.81%7.15%-18.47%24.93%
FERGX
Fidelity SAI Emerging Markets Index Fund		10.56%33.86%6.59%9.41%-20.19%-3.05%17.46%18.22%-14.52%33.62%

Correlation

The correlation between ADVMX and FERGX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2017

0.87

The correlation between ADVMX and FERGX has been stable across timeframes, ranging from 0.85 to 0.87 — a consistent structural relationship.

Compare stocks, funds, or ETFs

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

Vaughan Nelson Emerging Markets Opportunities Fund

Fidelity SAI Emerging Markets Index Fund

Often compared with ADVMX:
ADVMX vs. DEMIXADVMX vs. LCSMXADVMX vs. GLLSXADVMX vs. FQEMXADVMX vs. ADVLXADVMX vs. FPADXADVMX vs. HLFMX
Often compared with FERGX:
FERGX vs. FGOMXFERGX vs. FPADXFERGX vs. EEMFERGX vs. VWOFERGX vs. FSISXFERGX vs. IEMGFERGX vs. VFINX

Return for Risk

ADVMX vs. FERGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ADVMX
ADVMX Risk / Return Rank: 8888
Overall Rank
ADVMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ADVMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ADVMX Omega Ratio Rank: 8080
Omega Ratio Rank
ADVMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
ADVMX Martin Ratio Rank: 8989
Martin Ratio Rank
FERGX
FERGX Risk / Return Rank: 7676
Overall Rank
FERGX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FERGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FERGX Omega Ratio Rank: 7777
Omega Ratio Rank
FERGX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FERGX Martin Ratio Rank: 7272
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.

ADVMX vs. FERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) and Fidelity SAI Emerging Markets Index Fund (FERGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

ADVMXFERGXDifference

Sharpe ratio

Return per unit of total volatility

3.54

3.13

+0.41

Sortino ratio

Return per unit of downside risk

4.61

4.08

+0.53

Omega ratio

Gain probability vs. loss probability

1.61

1.60

+0.01

Calmar ratio

Return relative to maximum drawdown

5.48

3.87

+1.60

Martin ratio

Return relative to average drawdown

20.13

15.66

+4.46

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADVMX vs. FERGX - Sharpe Ratio Comparison

The current ADVMX Sharpe Ratio is 3.54, which is comparable to the FERGX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of ADVMX and FERGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ADVMXFERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

3.13

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.31

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.06

Drawdowns

ADVMX vs. FERGX - Drawdown Comparison

The maximum ADVMX drawdown since its inception was -51.17%, which is greater than FERGX's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for ADVMX and FERGX.

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Drawdown Indicators

ADVMXFERGXDifference

Max Drawdown

Largest peak-to-trough decline

-51.17%

-39.27%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-13.32%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-37.18%

+12.46%

Max Drawdown (10Y)

Largest decline over 10 years

-51.17%

—

—

Current Drawdown

Current decline from peak

-3.30%

-4.28%

+0.98%

Average Drawdown

Average peak-to-trough decline

-11.69%

-14.54%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.29%

-0.19%

Volatility

ADVMX vs. FERGX - Volatility Comparison

The current volatility for Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) is 8.87%, while Fidelity SAI Emerging Markets Index Fund (FERGX) has a volatility of 9.84%. This indicates that ADVMX experiences smaller price fluctuations and is considered to be less risky than FERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ADVMXFERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.87%

9.84%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

14.59%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

17.51%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

16.98%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

17.92%

-1.87%

ADVMX vs. FERGX - Expense Ratio Comparison

ADVMX has a 1.10% expense ratio, which is higher than FERGX's 0.08% expense ratio.

Dividends

ADVMX vs. FERGX - Dividend Comparison

ADVMX's dividend yield for the trailing twelve months is around 9.41%, more than FERGX's 2.42% yield.

TTM20252024202320222021202020192018201720162015
ADVMX
Vaughan Nelson Emerging Markets Opportunities Fund		9.41%10.65%0.00%0.95%1.13%1.51%1.51%2.84%1.48%3.06%2.18%1.89%
FERGX
Fidelity SAI Emerging Markets Index Fund		2.42%2.67%2.40%2.67%2.51%2.90%1.49%2.49%2.58%0.58%0.00%0.00%