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EEMX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEMX and FSKAX is 0.59, 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.


Performance

EEMX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EEMX:

0.52

FSKAX:

0.48

Sortino Ratio

EEMX:

0.90

FSKAX:

0.83

Omega Ratio

EEMX:

1.11

FSKAX:

1.12

Calmar Ratio

EEMX:

0.40

FSKAX:

0.51

Martin Ratio

EEMX:

1.73

FSKAX:

1.94

Ulcer Index

EEMX:

6.03%

FSKAX:

5.10%

Daily Std Dev

EEMX:

19.58%

FSKAX:

19.74%

Max Drawdown

EEMX:

-39.91%

FSKAX:

-35.01%

Current Drawdown

EEMX:

-13.29%

FSKAX:

-8.01%

Returns By Period

In the year-to-date period, EEMX achieves a 7.40% return, which is significantly higher than FSKAX's -3.73% return.


EEMX

YTD

7.40%

1M

9.66%

6M

2.42%

1Y

10.15%

5Y*

7.06%

10Y*

N/A

FSKAX

YTD

-3.73%

1M

4.19%

6M

-5.62%

1Y

9.34%

5Y*

15.27%

10Y*

11.48%

*Annualized

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EEMX vs. FSKAX - Expense Ratio Comparison

EEMX has a 0.30% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Risk-Adjusted Performance

EEMX vs. FSKAX — Risk-Adjusted Performance Rank

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

EEMX
The Risk-Adjusted Performance Rank of EEMX is 5757
Overall Rank
The Sharpe Ratio Rank of EEMX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of EEMX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EEMX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EEMX is 5656
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 5959
Overall Rank
The Sharpe Ratio Rank of FSKAX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EEMX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and Fidelity Total Market Index Fund (FSKAX). 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.


The current EEMX Sharpe Ratio is 0.52, which is comparable to the FSKAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EEMX and FSKAX, 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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Dividends

EEMX vs. FSKAX - Dividend Comparison

EEMX's dividend yield for the trailing twelve months is around 2.10%, more than FSKAX's 1.13% yield.


TTM20242023202220212020201920182017201620152014
EEMX
SPDR MSCI Emerging Markets Fossil Fuel Free ETF
2.10%2.26%2.20%2.38%1.72%1.42%2.57%2.41%2.45%0.15%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.13%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

EEMX vs. FSKAX - Drawdown Comparison

The maximum EEMX drawdown since its inception was -39.91%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for EEMX and FSKAX. For additional features, visit the drawdowns tool.


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Volatility

EEMX vs. FSKAX - Volatility Comparison


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