PortfoliosLab logoPortfoliosLab logo
CEMFX vs. FHKCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMFX vs. FHKCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen Emerging Markets High Dividend Fund (CEMFX) and Fidelity China Region Fund (FHKCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CEMFX vs. FHKCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMFX
Cullen Emerging Markets High Dividend Fund
6.79%31.39%9.51%26.45%-16.15%6.74%8.70%19.75%-16.90%29.82%
FHKCX
Fidelity China Region Fund
5.51%42.56%23.15%-0.29%-23.87%-13.69%47.85%35.12%-17.43%51.94%

Returns By Period

In the year-to-date period, CEMFX achieves a 6.79% return, which is significantly higher than FHKCX's 5.51% return. Over the past 10 years, CEMFX has underperformed FHKCX with an annualized return of 9.57%, while FHKCX has yielded a comparatively higher 12.16% annualized return.


CEMFX

1D
-0.85%
1M
-11.79%
YTD
6.79%
6M
11.80%
1Y
38.22%
3Y*
21.50%
5Y*
10.64%
10Y*
9.57%

FHKCX

1D
-0.67%
1M
-9.04%
YTD
5.51%
6M
6.28%
1Y
43.83%
3Y*
19.86%
5Y*
2.80%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CEMFX vs. FHKCX - Expense Ratio Comparison

CEMFX has a 1.00% expense ratio, which is higher than FHKCX's 0.91% expense ratio.


Return for Risk

CEMFX vs. FHKCX — Risk / Return Rank

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

CEMFX
CEMFX Risk / Return Rank: 9393
Overall Rank
CEMFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEMFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CEMFX Omega Ratio Rank: 9292
Omega Ratio Rank
CEMFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEMFX Martin Ratio Rank: 9191
Martin Ratio Rank

FHKCX
FHKCX Risk / Return Rank: 8989
Overall Rank
FHKCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FHKCX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHKCX Omega Ratio Rank: 8585
Omega Ratio Rank
FHKCX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FHKCX Martin Ratio Rank: 8989
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.

CEMFX vs. FHKCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Emerging Markets High Dividend Fund (CEMFX) and Fidelity China Region Fund (FHKCX). 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.


CEMFXFHKCXDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.87

+0.38

Sortino ratio

Return per unit of downside risk

2.86

2.41

+0.45

Omega ratio

Gain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratio

Return relative to maximum drawdown

2.87

2.51

+0.36

Martin ratio

Return relative to average drawdown

10.73

9.74

+0.99

CEMFX vs. FHKCX - Sharpe Ratio Comparison

The current CEMFX Sharpe Ratio is 2.25, which is comparable to the FHKCX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CEMFX and FHKCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CEMFXFHKCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.87

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.12

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.55

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.40

+0.06

Correlation

The correlation between CEMFX and FHKCX is 0.73, 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

CEMFX vs. FHKCX - Dividend Comparison

CEMFX's dividend yield for the trailing twelve months is around 2.03%, more than FHKCX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
CEMFX
Cullen Emerging Markets High Dividend Fund
2.03%1.72%3.31%4.68%1.26%2.62%2.13%4.16%2.26%3.59%3.65%4.60%
FHKCX
Fidelity China Region Fund
1.66%1.75%1.39%1.92%1.05%10.77%4.85%0.66%0.83%0.39%1.35%15.47%

Drawdowns

CEMFX vs. FHKCX - Drawdown Comparison

The maximum CEMFX drawdown since its inception was -39.30%, smaller than the maximum FHKCX drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for CEMFX and FHKCX.


Loading graphics...

Drawdown Indicators


CEMFXFHKCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-61.96%

+22.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-15.94%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-53.82%

+25.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-58.41%

+19.11%

Current Drawdown

Current decline from peak

-12.41%

-10.80%

-1.61%

Average Drawdown

Average peak-to-trough decline

-9.69%

-20.37%

+10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

4.12%

-0.79%

Volatility

CEMFX vs. FHKCX - Volatility Comparison

The current volatility for Cullen Emerging Markets High Dividend Fund (CEMFX) is 6.95%, while Fidelity China Region Fund (FHKCX) has a volatility of 9.27%. This indicates that CEMFX experiences smaller price fluctuations and is considered to be less risky than FHKCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CEMFXFHKCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

9.27%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

16.45%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

23.16%

-6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

23.97%

-9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

22.10%

-7.18%