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DEM vs. FEMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEM vs. FEMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Equity Income Fund (DEM) and Fidelity Emerging Markets (FEMKX). The values are adjusted to include any dividend payments, if applicable.

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DEM vs. FEMKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEM
WisdomTree Emerging Markets Equity Income Fund
6.89%21.29%4.46%20.93%-10.43%11.49%-5.84%19.84%-7.69%26.26%
FEMKX
Fidelity Emerging Markets
-2.45%31.02%7.12%15.16%-27.48%1.25%32.56%33.67%-18.03%46.92%

Returns By Period

In the year-to-date period, DEM achieves a 6.89% return, which is significantly higher than FEMKX's -2.45% return. Both investments have delivered pretty close results over the past 10 years, with DEM having a 9.12% annualized return and FEMKX not far ahead at 9.57%.


DEM

1D
2.73%
1M
-3.50%
YTD
6.89%
6M
9.69%
1Y
23.52%
3Y*
15.42%
5Y*
8.66%
10Y*
9.12%

FEMKX

1D
-0.90%
1M
-11.42%
YTD
-2.45%
6M
1.51%
1Y
29.35%
3Y*
13.32%
5Y*
2.59%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEM vs. FEMKX - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is lower than FEMKX's 0.88% expense ratio.


Return for Risk

DEM vs. FEMKX — Risk / Return Rank

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

DEM
DEM Risk / Return Rank: 8383
Overall Rank
DEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEM Omega Ratio Rank: 8383
Omega Ratio Rank
DEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
DEM Martin Ratio Rank: 8585
Martin Ratio Rank

FEMKX
FEMKX Risk / Return Rank: 8080
Overall Rank
FEMKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FEMKX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FEMKX Omega Ratio Rank: 7777
Omega Ratio Rank
FEMKX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FEMKX Martin Ratio Rank: 7979
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.

DEM vs. FEMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and Fidelity Emerging Markets (FEMKX). 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.


DEMFEMKXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.48

+0.09

Sortino ratio

Return per unit of downside risk

2.16

2.03

+0.13

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

2.07

2.01

+0.07

Martin ratio

Return relative to average drawdown

9.47

7.64

+1.83

DEM vs. FEMKX - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 1.57, which is comparable to the FEMKX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DEM and FEMKX, 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


DEMFEMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.48

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.14

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.29

-0.10

Correlation

The correlation between DEM and FEMKX is 0.81, 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

DEM vs. FEMKX - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 4.22%, more than FEMKX's 0.05% yield.


TTM20252024202320222021202020192018201720162015
DEM
WisdomTree Emerging Markets Equity Income Fund
4.22%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%
FEMKX
Fidelity Emerging Markets
0.05%0.05%0.65%1.11%0.77%6.00%1.39%1.71%0.83%0.08%0.67%0.51%

Drawdowns

DEM vs. FEMKX - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, smaller than the maximum FEMKX drawdown of -71.14%. Use the drawdown chart below to compare losses from any high point for DEM and FEMKX.


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Drawdown Indicators


DEMFEMKXDifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-71.14%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-13.00%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-40.88%

+13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-43.24%

+5.45%

Current Drawdown

Current decline from peak

-4.57%

-13.00%

+8.43%

Average Drawdown

Average peak-to-trough decline

-13.01%

-26.06%

+13.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.42%

-0.93%

Volatility

DEM vs. FEMKX - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income Fund (DEM) is 7.33%, while Fidelity Emerging Markets (FEMKX) has a volatility of 9.18%. This indicates that DEM experiences smaller price fluctuations and is considered to be less risky than FEMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMFEMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

9.18%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

14.16%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

19.32%

-4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

18.46%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

18.41%

-0.40%