DEM vs. FEMKX
Compare and contrast key facts about WisdomTree Emerging Markets Equity Income Fund (DEM) and Fidelity Emerging Markets (FEMKX).
DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007. FEMKX is managed by Fidelity. It was launched on Nov 1, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEM or FEMKX.
Performance
DEM vs. FEMKX - Performance Comparison
Returns By Period
In the year-to-date period, DEM achieves a 5.16% return, which is significantly lower than FEMKX's 9.09% return. Over the past 10 years, DEM has underperformed FEMKX with an annualized return of 4.09%, while FEMKX has yielded a comparatively higher 6.03% annualized return.
DEM
5.16%
-5.95%
-4.60%
11.16%
4.84%
4.09%
FEMKX
9.09%
-5.06%
0.03%
13.98%
5.36%
6.03%
Key characteristics
| DEM | FEMKX | |
|---|---|---|
| Sharpe Ratio | 0.75 | 0.88 |
| Sortino Ratio | 1.13 | 1.35 |
| Omega Ratio | 1.14 | 1.16 |
| Calmar Ratio | 1.16 | 0.48 |
| Martin Ratio | 3.53 | 4.22 |
| Ulcer Index | 3.11% | 3.21% |
| Daily Std Dev | 14.58% | 15.42% |
| Max Drawdown | -51.85% | -71.06% |
| Current Drawdown | -9.22% | -18.04% |
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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.
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.
Risk-Adjusted Performance
DEM vs. FEMKX - Risk-Adjusted Performance 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.
Dividends
DEM vs. FEMKX - Dividend Comparison
DEM's dividend yield for the trailing twelve months is around 5.46%, more than FEMKX's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEM WisdomTree Emerging Markets Equity Income Fund | 5.46% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
FEMKX Fidelity Emerging Markets | 1.01% | 1.11% | 0.77% | 1.06% | 0.20% | 1.71% | 0.81% | 0.49% | 0.67% | 0.51% | 1.24% | 0.08% |
Drawdowns
DEM vs. FEMKX - Drawdown Comparison
The maximum DEM drawdown since its inception was -51.85%, smaller than the maximum FEMKX drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for DEM and FEMKX. For additional features, visit the drawdowns tool.
Volatility
DEM vs. FEMKX - Volatility Comparison
WisdomTree Emerging Markets Equity Income Fund (DEM) and Fidelity Emerging Markets (FEMKX) have volatilities of 4.29% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.