EAD vs. FGKPX
EAD (Emerging Markets Dividend Fund) and FGKPX (Fidelity SAI Emerging Markets Low Volatility Index Fund) are both Emerging Markets Equities funds. Over the past 5 years, EAD returned 2.58%/yr vs 7.21%/yr for FGKPX. Their 0.39 correlation means their historical movements had little consistent relationship. EAD charges 0.04%/yr vs 0.23%/yr for FGKPX.
Performance
EAD vs. FGKPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAD achieves a -1.68% return, which is significantly lower than FGKPX's 12.75% return.
EAD
- 1D
- 0.00%
- 1M
- -2.42%
- 6M
- -3.45%
- YTD
- -1.68%
- 1Y
- -1.32%
- 3Y*
- 9.25%
- 5Y*
- 2.58%
- 10Y*
- 6.61%
- ALL TIME*
- 6.70%
FGKPX
- 1D
- 2.12%
- 1M
- 1.09%
- 6M
- 9.98%
- YTD
- 12.75%
- 1Y
- 16.85%
- 3Y*
- 11.36%
- 5Y*
- 7.21%
- 10Y*
- —
- ALL TIME*
- 6.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.20M | $1.82M | $1.50M | |
| $0.00 | $0.00 | $0.00 |
EAD vs. FGKPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | -1.68% | 8.05% | 15.86% | 11.94% | -23.08% | 21.62% | 6.35% | 17.90% |
FGKPX Fidelity SAI Emerging Markets Low Volatility Index Fund | 12.75% | 12.56% | 5.96% | 15.28% | -12.98% | 10.75% | 5.22% | 3.48% |
Correlation
The correlation between EAD and FGKPX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EAD vs. FGKPX — Risk / Return Rank
EAD
FGKPX
EAD vs. FGKPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EAD | FGKPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.26 | -2.47 |
| Martin ratioReturn relative to average drawdown | -0.72 | 5.82 | -6.55 |
Loading charts...
Drawdowns
EAD vs. FGKPX - Drawdown Comparison
The maximum EAD drawdown since its inception was -67.37%, which is greater than FGKPX's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for EAD and FGKPX.
Loading charts...
Drawdown Indicators
| EAD | FGKPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.37% | -32.05% | -35.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -6.93% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -12.67% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -20.69% | -8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | — | — |
Current DrawdownCurrent decline from peak | -4.34% | -4.34% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -5.28% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.68% | -0.28% |
Volatility
EAD vs. FGKPX - Volatility Comparison
The current volatility for Emerging Markets Dividend Fund (EAD) is 1.77%, while Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) has a volatility of 4.68%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky than FGKPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EAD | FGKPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 4.68% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 10.84% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 11.80% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 10.62% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 12.66% | +3.44% |
EAD vs. FGKPX - Expense Ratio Comparison
EAD has a 0.04% expense ratio, which is lower than FGKPX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EAD vs. FGKPX - Dividend Comparison
EAD's dividend yield for the trailing twelve months is around 10.19%, more than FGKPX's 6.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | 10.19% | 9.47% | 9.08% | 9.07% | 10.97% | 7.59% | 8.51% | 8.44% | 9.11% | 8.58% | 9.62% | 10.95% |
FGKPX Fidelity SAI Emerging Markets Low Volatility Index Fund | 6.87% | 7.75% | 5.07% | 2.91% | 1.88% | 2.30% | 1.77% | 1.88% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAD and FGKPX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGKPX has higher volatility (4.68%) compared to EAD (1.77%). In terms of maximum drawdown, EAD dropped -67.37% vs FGKPX's -32.05%.
FGKPX currently has the higher Sharpe Ratio (1.33 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EAD and FGKPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer