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AEMGX vs. FERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

AEMGX vs. FERGX

Last updated Apr 2, 2026

Compare and contrast key facts about Acadian Emerging Markets Portfolio (AEMGX) and Fidelity SAI Emerging Markets Index Fund (FERGX).

AEMGX is managed by Acadian Funds. It was launched on Jun 16, 1993. FERGX is managed by Fidelity. It was launched on Jan 4, 2016.

Performance

AEMGX vs. FERGX - Performance Comparison

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

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AEMGX vs. FERGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AEMGX
Acadian Emerging Markets Portfolio		3.14%27.51%13.91%22.67%-20.09%6.96%10.35%18.01%-18.67%36.40%
FERGX
Fidelity SAI Emerging Markets Index Fund		3.35%33.86%6.59%9.41%-20.19%-3.05%17.46%18.22%-14.52%33.62%

Returns By Period

In the year-to-date period, AEMGX achieves a 3.14% return, which is significantly lower than FERGX's 3.35% return.

AEMGX

1D
2.73%
1M
-10.07%
YTD
3.14%
6M
6.83%
1Y
29.23%
3Y*
19.84%
5Y*
7.77%
10Y*
9.57%

FERGX

1D
3.23%
1M
-8.17%
YTD
3.35%
6M
7.00%
1Y
32.37%
3Y*
15.69%
5Y*
3.68%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Acadian Emerging Markets Portfolio

Fidelity SAI Emerging Markets Index Fund

Often compared with AEMGX:
AEMGX vs. TRLGXAEMGX vs. VXUSAEMGX vs. NEWFXAEMGX vs. GSINXAEMGX vs. VWOAEMGX vs. DRESXAEMGX vs. EFEIX
Often compared with FERGX:
FERGX vs. FGOMXFERGX vs. EEMFERGX vs. FPADXFERGX vs. VWOFERGX vs. FSISXFERGX vs. IEMGFERGX vs. VFINX

AEMGX vs. FERGX - Expense Ratio Comparison

AEMGX has a 1.49% expense ratio, which is higher than FERGX's 0.08% expense ratio.

AEMGX
Acadian Emerging Markets Portfolio
FERGX
Fidelity SAI Emerging Markets Index Fund

Return for Risk

AEMGX vs. FERGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AEMGX
AEMGX Risk / Return Rank: 8181
Overall Rank
AEMGX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AEMGX Sortino Ratio Rank: 8282
Sortino Ratio Rank
AEMGX Omega Ratio Rank: 8080
Omega Ratio Rank
AEMGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
AEMGX Martin Ratio Rank: 7878
Martin Ratio Rank
FERGX
FERGX Risk / Return Rank: 8686
Overall Rank
FERGX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FERGX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FERGX Omega Ratio Rank: 8585
Omega Ratio Rank
FERGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FERGX Martin Ratio Rank: 8585
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.

AEMGX vs. FERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) 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.

AEMGXFERGXDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.86

-0.19

Sortino ratio

Return per unit of downside risk

2.19

2.45

-0.26

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

2.07

2.27

-0.20

Martin ratio

Return relative to average drawdown

8.13

9.03

-0.91

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

AEMGX vs. FERGX - Sharpe Ratio Comparison

The current AEMGX Sharpe Ratio is 1.68, which is comparable to the FERGX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of AEMGX and FERGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

AEMGXFERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.86

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.22

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.43

-0.05

Correlation

The correlation between AEMGX and FERGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AEMGX vs. FERGX - Dividend Comparison

AEMGX's dividend yield for the trailing twelve months is around 4.17%, more than FERGX's 2.59% yield.

TTM20252024202320222021202020192018201720162015
AEMGX
Acadian Emerging Markets Portfolio		4.17%4.30%3.38%3.85%7.27%3.15%1.29%1.79%1.83%1.30%2.01%1.27%
FERGX
Fidelity SAI Emerging Markets Index Fund		2.59%2.67%2.40%2.67%2.51%2.90%1.49%2.49%2.58%0.58%0.00%0.00%

Drawdowns

AEMGX vs. FERGX - Drawdown Comparison

The maximum AEMGX drawdown since its inception was -70.30%, which is greater than FERGX's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for AEMGX and FERGX.

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Drawdown Indicators

AEMGXFERGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-39.27%

-31.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-13.32%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-34.24%

-37.18%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

—

—

Current Drawdown

Current decline from peak

-11.85%

-10.52%

-1.33%

Average Drawdown

Average peak-to-trough decline

-19.20%

-14.56%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.35%

+0.27%

Volatility

AEMGX vs. FERGX - Volatility Comparison

The current volatility for Acadian Emerging Markets Portfolio (AEMGX) is 9.10%, while Fidelity SAI Emerging Markets Index Fund (FERGX) has a volatility of 9.62%. This indicates that AEMGX 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

AEMGXFERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

9.62%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

13.68%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

17.94%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

16.84%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

17.85%

-1.09%