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EMKT.AX vs. FEMX.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMKT.AX vs. FEMX.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in VanEck MSCI Multifactor Emerging Markets Equity ETF (EMKT.AX) and Fidelity Global Emerging Markets Active ETF (FEMX.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMKT.AX achieves a 26.61% return, which is significantly higher than FEMX.AX's 11.39% return.


EMKT.AX

1D
-3.02%
1M
-5.25%
6M
18.61%
YTD
26.61%
1Y
37.00%
3Y*
25.77%
5Y*
15.12%
10Y*

FEMX.AX

1D
-0.95%
1M
-2.39%
6M
6.05%
YTD
11.39%
1Y
23.29%
3Y*
11.28%
5Y*
4.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKT.AX vs. FEMX.AX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMKT.AX
VanEck MSCI Multifactor Emerging Markets Equity ETF
26.61%21.60%25.43%18.32%-10.53%12.71%0.07%21.05%1.47%
FEMX.AX
Fidelity Global Emerging Markets Active ETF
11.39%16.71%9.78%3.33%-17.16%11.03%13.98%35.02%4.25%

Correlation

The correlation between EMKT.AX and FEMX.AX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2018

0.60

The correlation between EMKT.AX and FEMX.AX shifts across timeframes, from 0.60 (3 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMKT.AX vs. FEMX.AX — Risk / Return Rank

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

EMKT.AX
EMKT.AX Risk / Return Rank: 5555
Overall Rank
EMKT.AX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EMKT.AX Sortino Ratio Rank: 4848
Sortino Ratio Rank
EMKT.AX Omega Ratio Rank: 5454
Omega Ratio Rank
EMKT.AX Calmar Ratio Rank: 6363
Calmar Ratio Rank
EMKT.AX Martin Ratio Rank: 5959
Martin Ratio Rank

FEMX.AX
FEMX.AX Risk / Return Rank: 3939
Overall Rank
FEMX.AX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FEMX.AX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FEMX.AX Omega Ratio Rank: 3636
Omega Ratio Rank
FEMX.AX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FEMX.AX Martin Ratio Rank: 4444
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.

EMKT.AX vs. FEMX.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck MSCI Multifactor Emerging Markets Equity ETF (EMKT.AX) and Fidelity Global Emerging Markets Active ETF (FEMX.AX). 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.


EMKT.AXFEMX.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratioReturn relative to maximum drawdown

2.57

1.75

+0.82

Martin ratioReturn relative to average drawdown

8.39

5.92

+2.47

EMKT.AX vs. FEMX.AX - Sharpe Ratio Comparison

The current EMKT.AX Sharpe Ratio is 1.46, which is higher than the FEMX.AX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of EMKT.AX and FEMX.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMKT.AX vs. FEMX.AX - Drawdown Comparison

The maximum EMKT.AX drawdown since its inception was -23.26%, smaller than the maximum FEMX.AX drawdown of -27.88%. Use the drawdown chart below to compare losses from any high point for EMKT.AX and FEMX.AX.


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Drawdown Indicators


EMKT.AXFEMX.AXDifference

Max Drawdown

Largest peak-to-trough decline

-23.26%

-27.88%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-11.66%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

-11.66%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

-27.88%

+9.85%

Current Drawdown

Current decline from peak

-7.87%

-4.27%

-3.60%

Average Drawdown

Average peak-to-trough decline

-5.78%

-9.01%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.51%

+0.72%

Volatility

EMKT.AX vs. FEMX.AX - Volatility Comparison

VanEck MSCI Multifactor Emerging Markets Equity ETF (EMKT.AX) has a higher volatility of 11.32% compared to Fidelity Global Emerging Markets Active ETF (FEMX.AX) at 5.39%. This indicates that EMKT.AX's price experiences larger fluctuations and is considered to be riskier than FEMX.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMKT.AXFEMX.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.32%

5.39%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.45%

16.84%

+5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.92%

18.67%

+5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

16.50%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

16.88%

-0.70%

EMKT.AX vs. FEMX.AX - Expense Ratio Comparison

EMKT.AX has a 0.69% expense ratio, which is lower than FEMX.AX's 0.99% expense ratio.


Dividends

EMKT.AX vs. FEMX.AX - Dividend Comparison

EMKT.AX's dividend yield for the trailing twelve months is around 13.38%, more than FEMX.AX's 9.60% yield.


PositionTTM20252024202320222021202020192018
EMKT.AX
VanEck MSCI Multifactor Emerging Markets Equity ETF
13.38%2.92%2.48%5.28%4.20%1.67%2.40%1.41%0.52%
FEMX.AX
Fidelity Global Emerging Markets Active ETF
9.60%1.53%3.38%0.72%1.66%0.45%0.00%0.82%0.00%

Frequently Asked Questions


EMKT.AX and FEMX.AX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMKT.AX is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMKT.AX is cheaper with a 0.69% expense ratio, compared with 0.99% for FEMX.AX.

They also come from different issuers: VanEck and Fidelity. Their fees differ too: 0.69% for EMKT.AX and 0.99% for FEMX.AX.

Portfolio Optimizer

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