EEMS vs. FXAIX
Compare and contrast key facts about iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Fidelity 500 Index Fund (FXAIX).
EEMS is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap Index. It was launched on Aug 16, 2011. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMS or FXAIX.
Performance
EEMS vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, EEMS achieves a 3.77% return, which is significantly lower than FXAIX's 26.70% return. Over the past 10 years, EEMS has underperformed FXAIX with an annualized return of 4.92%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
EEMS
3.77%
-2.98%
-1.66%
8.58%
9.29%
4.92%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| EEMS | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.67 | 2.68 |
| Sortino Ratio | 0.96 | 3.58 |
| Omega Ratio | 1.12 | 1.50 |
| Calmar Ratio | 0.92 | 3.89 |
| Martin Ratio | 3.10 | 17.48 |
| Ulcer Index | 2.77% | 1.88% |
| Daily Std Dev | 12.85% | 12.24% |
| Max Drawdown | -48.89% | -33.79% |
| Current Drawdown | -6.95% | -0.46% |
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EEMS vs. FXAIX - Expense Ratio Comparison
EEMS has a 0.69% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between EEMS and FXAIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EEMS vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Fidelity 500 Index Fund (FXAIX). 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
EEMS vs. FXAIX - Dividend Comparison
EEMS's dividend yield for the trailing twelve months is around 2.48%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.48% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
EEMS vs. FXAIX - Drawdown Comparison
The maximum EEMS drawdown since its inception was -48.89%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EEMS and FXAIX. For additional features, visit the drawdowns tool.
Volatility
EEMS vs. FXAIX - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) is 3.71%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.96%. This indicates that EEMS experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.