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EDC vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDC vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Emerging Markets Bull 3X Shares (EDC) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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EDC vs. FPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
3.27%94.58%-2.00%7.48%-60.25%-20.81%6.49%43.92%-49.87%138.61%
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, EDC achieves a 3.27% return, which is significantly higher than FPADX's 0.22% return. Over the past 10 years, EDC has underperformed FPADX with an annualized return of 2.21%, while FPADX has yielded a comparatively higher 7.51% annualized return.


EDC

1D
10.85%
1M
-28.60%
YTD
3.27%
6M
10.69%
1Y
85.76%
3Y*
25.23%
5Y*
-9.26%
10Y*
2.21%

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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EDC vs. FPADX - Expense Ratio Comparison

EDC has a 1.33% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Return for Risk

EDC vs. FPADX — Risk / Return Rank

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

EDC
EDC Risk / Return Rank: 7878
Overall Rank
EDC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EDC Sortino Ratio Rank: 7878
Sortino Ratio Rank
EDC Omega Ratio Rank: 7676
Omega Ratio Rank
EDC Calmar Ratio Rank: 8181
Calmar Ratio Rank
EDC Martin Ratio Rank: 7777
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.

EDC vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Emerging Markets Bull 3X Shares (EDC) 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.


EDCFPADXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.64

-0.21

Sortino ratio

Return per unit of downside risk

1.94

2.18

-0.23

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

2.22

1.98

+0.23

Martin ratio

Return relative to average drawdown

7.97

8.08

-0.11

EDC vs. FPADX - Sharpe Ratio Comparison

The current EDC Sharpe Ratio is 1.43, which is comparable to the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EDC 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


EDCFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.64

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.21

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.43

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.27

-0.27

Correlation

The correlation between EDC and FPADX is 0.94, 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

EDC vs. FPADX - Dividend Comparison

EDC's dividend yield for the trailing twelve months is around 1.65%, less than FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
EDC
Direxion Daily Emerging Markets Bull 3X Shares
1.65%1.79%3.94%3.54%0.00%0.18%0.44%0.97%0.78%0.25%0.00%0.00%
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

EDC vs. FPADX - Drawdown Comparison

The maximum EDC drawdown since its inception was -92.54%, which is greater than FPADX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for EDC and FPADX.


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Drawdown Indicators


EDCFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-92.54%

-39.16%

-53.38%

Max Drawdown (1Y)

Largest decline over 1 year

-37.98%

-13.28%

-24.70%

Max Drawdown (5Y)

Largest decline over 5 years

-81.10%

-37.04%

-44.06%

Max Drawdown (10Y)

Largest decline over 10 years

-87.01%

-39.16%

-47.85%

Current Drawdown

Current decline from peak

-78.08%

-13.28%

-64.80%

Average Drawdown

Average peak-to-trough decline

-65.32%

-13.39%

-51.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.57%

3.26%

+7.31%

Volatility

EDC vs. FPADX - Volatility Comparison

Direxion Daily Emerging Markets Bull 3X Shares (EDC) has a higher volatility of 32.05% compared to Fidelity Emerging Markets Index Fund (FPADX) at 8.84%. This indicates that EDC's price experiences larger fluctuations and is considered to be riskier 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


EDCFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.05%

8.84%

+23.21%

Volatility (6M)

Calculated over the trailing 6-month period

45.33%

13.29%

+32.04%

Volatility (1Y)

Calculated over the trailing 1-year period

60.23%

17.59%

+42.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.22%

16.64%

+38.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.14%

17.60%

+42.54%