AIA vs. FEMSX
Compare and contrast key facts about iShares Asia 50 ETF (AIA) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX).
AIA is a passively managed fund by iShares that tracks the performance of the S&P Asia 50. It was launched on Nov 13, 2007. FEMSX is managed by Fidelity. It was launched on Dec 9, 2008.
Performance
AIA vs. FEMSX - Performance Comparison
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AIA vs. FEMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 10.14% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 33.73% | 22.21% | -14.22% | 45.00% |
FEMSX Fidelity Series Emerging Markets Opportunities Fund | 5.44% | 37.92% | 7.84% | 14.23% | -23.95% | -5.14% | 24.72% | 28.87% | -16.20% | 49.92% |
Returns By Period
In the year-to-date period, AIA achieves a 10.14% return, which is significantly higher than FEMSX's 5.44% return. Over the past 10 years, AIA has outperformed FEMSX with an annualized return of 11.95%, while FEMSX has yielded a comparatively lower 10.88% annualized return.
AIA
- 1D
- 1.18%
- 1M
- -7.60%
- YTD
- 10.14%
- 6M
- 14.00%
- 1Y
- 51.63%
- 3Y*
- 23.25%
- 5Y*
- 5.17%
- 10Y*
- 11.95%
FEMSX
- 1D
- 3.55%
- 1M
- -8.32%
- YTD
- 5.44%
- 6M
- 10.54%
- 1Y
- 38.82%
- 3Y*
- 19.32%
- 5Y*
- 4.35%
- 10Y*
- 10.88%
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AIA vs. FEMSX - Expense Ratio Comparison
AIA has a 0.50% expense ratio, which is higher than FEMSX's 0.01% expense ratio.
Return for Risk
AIA vs. FEMSX — Risk / Return Rank
AIA
FEMSX
AIA vs. FEMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX). 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.
| AIA | FEMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.08 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.56 | 2.68 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.89 | +0.26 |
Martin ratioReturn relative to average drawdown | 12.29 | 11.41 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIA | FEMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.08 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.23 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.50 | -0.24 |
Correlation
The correlation between AIA and FEMSX is 0.90, 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
AIA vs. FEMSX - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 2.27%, less than FEMSX's 2.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 2.27% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
FEMSX Fidelity Series Emerging Markets Opportunities Fund | 2.32% | 2.45% | 2.08% | 2.82% | 2.39% | 12.83% | 2.99% | 2.48% | 9.42% | 8.98% | 1.46% | 1.27% |
Drawdowns
AIA vs. FEMSX - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, which is greater than FEMSX's maximum drawdown of -44.16%. Use the drawdown chart below to compare losses from any high point for AIA and FEMSX.
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Drawdown Indicators
| AIA | FEMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -44.16% | -16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -16.52% | -13.42% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -51.12% | -41.64% | -9.48% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | -44.16% | -10.48% |
Current DrawdownCurrent decline from peak | -9.68% | -10.35% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -16.81% | -13.52% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 3.40% | +0.88% |
Volatility
AIA vs. FEMSX - Volatility Comparison
iShares Asia 50 ETF (AIA) has a higher volatility of 11.21% compared to Fidelity Series Emerging Markets Opportunities Fund (FEMSX) at 10.41%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than FEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIA | FEMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.21% | 10.41% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 19.49% | 14.73% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.41% | 19.16% | +7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.87% | 18.65% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.19% | 19.13% | +4.06% |