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EDIV vs. FGKPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EDIV vs. FGKPX

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR S&P Emerging Markets Dividend ETF (EDIV) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX).

EDIV is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Dividend Opportunities Index. It was launched on Feb 23, 2011. FGKPX is managed by Fidelity. It was launched on Jan 30, 2019.

Performance

EDIV vs. FGKPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Markets Dividend ETF (EDIV) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX). The values are adjusted to include any dividend payments, if applicable.

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EDIV vs. FGKPX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EDIV
SPDR S&P Emerging Markets Dividend ETF		1.86%16.45%12.75%41.91%-15.31%11.21%-9.95%4.26%
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund		0.61%12.56%5.96%15.28%-12.98%10.75%5.22%3.48%

Returns By Period

In the year-to-date period, EDIV achieves a 1.86% return, which is significantly higher than FGKPX's 0.61% return.

EDIV

1D
0.20%
1M
-5.30%
YTD
1.86%
6M
3.56%
1Y
15.65%
3Y*
20.17%
5Y*
10.65%
10Y*
8.40%

FGKPX

1D
1.67%
1M
-2.77%
YTD
0.61%
6M
2.22%
1Y
13.45%
3Y*
10.23%
5Y*
5.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPDR S&P Emerging Markets Dividend ETF

Fidelity SAI Emerging Markets Low Volatility Index Fund

Often compared with EDIV:
EDIV vs. VWOEDIV vs. EEMSEDIV vs. VOOEDIV vs. EYLDEDIV vs. EEMEDIV vs. XCEMEDIV vs. FEMS
Often compared with FGKPX:
FGKPX vs. FHKFXFGKPX vs. FPADXFGKPX vs. VOOFGKPX vs. VMMSXFGKPX vs. DEMFGKPX vs. DFCEXFGKPX vs. JEMWX

EDIV vs. FGKPX - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than FGKPX's 0.23% expense ratio.

EDIV
SPDR S&P Emerging Markets Dividend ETF
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund

Return for Risk

EDIV vs. FGKPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EDIV
EDIV Risk / Return Rank: 6060
Overall Rank
EDIV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 6161
Sortino Ratio Rank
EDIV Omega Ratio Rank: 6161
Omega Ratio Rank
EDIV Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDIV Martin Ratio Rank: 5656
Martin Ratio Rank
FGKPX
FGKPX Risk / Return Rank: 6868
Overall Rank
FGKPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGKPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGKPX Omega Ratio Rank: 6969
Omega Ratio Rank
FGKPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGKPX Martin Ratio Rank: 5454
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.

EDIV vs. FGKPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) 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.

EDIVFGKPXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.40

-0.26

Sortino ratio

Return per unit of downside risk

1.61

1.93

-0.32

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.57

1.68

-0.11

Martin ratio

Return relative to average drawdown

5.68

5.61

+0.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EDIV vs. FGKPX - Sharpe Ratio Comparison

The current EDIV Sharpe Ratio is 1.14, which is comparable to the FGKPX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EDIV and FGKPX, 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

EDIVFGKPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.40

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.50

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.43

-0.28

Correlation

The correlation between EDIV and FGKPX is 0.78, 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

EDIV vs. FGKPX - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.70%, less than FGKPX's 7.70% yield.

TTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF		4.70%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund		7.70%7.75%5.07%2.91%1.88%2.30%1.77%1.88%0.00%0.00%0.00%0.00%

Drawdowns

EDIV vs. FGKPX - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than FGKPX's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for EDIV and FGKPX.

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Drawdown Indicators

EDIVFGKPXDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-32.05%

-21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-7.14%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-20.69%

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

—

—

Current Drawdown

Current decline from peak

-8.17%

-5.38%

-2.79%

Average Drawdown

Average peak-to-trough decline

-19.53%

-5.41%

-14.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.14%

+0.73%

Volatility

EDIV vs. FGKPX - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 5.79% compared to Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) at 4.76%. This indicates that EDIV's price experiences larger fluctuations and is considered to be riskier than FGKPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EDIVFGKPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

4.76%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

6.59%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

9.98%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

10.08%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

12.47%

+5.11%