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BESIX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BESIX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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BESIX vs. FPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BESIX
William Blair Emerging Markets Small Cap Growth Fund
3.79%13.93%8.37%22.25%-27.95%15.52%32.60%20.58%-23.29%40.54%
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%17.84%18.28%-14.65%35.16%

Returns By Period

In the year-to-date period, BESIX achieves a 3.79% return, which is significantly higher than FPADX's 0.22% return. Over the past 10 years, BESIX has outperformed FPADX with an annualized return of 8.19%, while FPADX has yielded a comparatively lower 7.51% annualized return.


BESIX

1D
-1.86%
1M
-10.74%
YTD
3.79%
6M
6.00%
1Y
33.70%
3Y*
14.17%
5Y*
4.93%
10Y*
8.19%

FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BESIX vs. FPADX - Expense Ratio Comparison

BESIX has a 1.30% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Return for Risk

BESIX vs. FPADX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BESIX
BESIX Risk / Return Rank: 8989
Overall Rank
BESIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BESIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BESIX Omega Ratio Rank: 8484
Omega Ratio Rank
BESIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BESIX Martin Ratio Rank: 8989
Martin Ratio Rank

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
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.

BESIX vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


BESIXFPADXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.64

+0.22

Sortino ratio

Return per unit of downside risk

2.41

2.18

+0.24

Omega ratio

Gain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratio

Return relative to maximum drawdown

2.84

1.98

+0.86

Martin ratio

Return relative to average drawdown

9.98

8.08

+1.90

BESIX vs. FPADX - Sharpe Ratio Comparison

The current BESIX Sharpe Ratio is 1.86, which is comparable to the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BESIX and FPADX, 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


BESIXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.64

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.21

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.43

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.27

+0.33

Correlation

The correlation between BESIX and FPADX is 0.72, 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

BESIX vs. FPADX - Dividend Comparison

BESIX's dividend yield for the trailing twelve months is around 9.19%, more than FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
BESIX
William Blair Emerging Markets Small Cap Growth Fund
9.19%9.53%0.00%0.26%4.84%8.51%0.04%0.16%2.32%3.17%2.67%4.17%
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Drawdowns

BESIX vs. FPADX - Drawdown Comparison

The maximum BESIX drawdown since its inception was -38.05%, roughly equal to the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for BESIX and FPADX.


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Drawdown Indicators


BESIXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

-39.16%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-13.28%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-37.04%

+5.63%

Max Drawdown (10Y)

Largest decline over 10 years

-38.05%

-39.16%

+1.11%

Current Drawdown

Current decline from peak

-11.45%

-13.28%

+1.83%

Average Drawdown

Average peak-to-trough decline

-10.28%

-13.39%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.26%

0.00%

Volatility

BESIX vs. FPADX - Volatility Comparison

The current volatility for William Blair Emerging Markets Small Cap Growth Fund (BESIX) is 8.27%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 8.84%. This indicates that BESIX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BESIXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

8.84%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

13.29%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

17.59%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

16.64%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

17.60%

-1.59%