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EMQQ vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMQQ and FSPSX is 0.61, 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.


-0.50.00.51.00.6

Performance

EMQQ vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Internet & Ecommerce ETF (EMQQ) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%AugustSeptemberOctoberNovemberDecember2025
42.42%
71.61%
EMQQ
FSPSX

Key characteristics

Sharpe Ratio

EMQQ:

1.05

FSPSX:

0.69

Sortino Ratio

EMQQ:

1.62

FSPSX:

1.01

Omega Ratio

EMQQ:

1.19

FSPSX:

1.12

Calmar Ratio

EMQQ:

0.36

FSPSX:

0.84

Martin Ratio

EMQQ:

3.13

FSPSX:

2.05

Ulcer Index

EMQQ:

7.34%

FSPSX:

4.18%

Daily Std Dev

EMQQ:

21.98%

FSPSX:

12.47%

Max Drawdown

EMQQ:

-73.24%

FSPSX:

-33.69%

Current Drawdown

EMQQ:

-55.76%

FSPSX:

-7.81%

Returns By Period

In the year-to-date period, EMQQ achieves a 1.33% return, which is significantly lower than FSPSX's 1.62% return. Over the past 10 years, EMQQ has underperformed FSPSX with an annualized return of 4.58%, while FSPSX has yielded a comparatively higher 5.44% annualized return.


EMQQ

YTD

1.33%

1M

-1.10%

6M

7.43%

1Y

21.58%

5Y*

-1.34%

10Y*

4.58%

FSPSX

YTD

1.62%

1M

2.02%

6M

-1.84%

1Y

7.53%

5Y*

4.96%

10Y*

5.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMQQ vs. FSPSX - Expense Ratio Comparison

EMQQ has a 0.86% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


EMQQ
Emerging Markets Internet & Ecommerce ETF
Expense ratio chart for EMQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

EMQQ vs. FSPSX — Risk-Adjusted Performance Rank

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

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 3434
Overall Rank
The Sharpe Ratio Rank of EMQQ is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 3939
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 2020
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 3333
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 3434
Overall Rank
The Sharpe Ratio Rank of FSPSX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 2626
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.

EMQQ vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Internet & Ecommerce ETF (EMQQ) and Fidelity International Index Fund (FSPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for EMQQ, currently valued at 1.04, compared to the broader market0.002.004.001.050.69
The chart of Sortino ratio for EMQQ, currently valued at 1.62, compared to the broader market0.005.0010.001.621.01
The chart of Omega ratio for EMQQ, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.12
The chart of Calmar ratio for EMQQ, currently valued at 0.36, compared to the broader market0.005.0010.0015.0020.000.360.84
The chart of Martin ratio for EMQQ, currently valued at 3.13, compared to the broader market0.0020.0040.0060.0080.00100.003.132.05
EMQQ
FSPSX

The current EMQQ Sharpe Ratio is 1.05, which is higher than the FSPSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EMQQ and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.05
0.69
EMQQ
FSPSX

Dividends

EMQQ vs. FSPSX - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 1.68%, less than FSPSX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.68%1.70%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.83%7.05%

Drawdowns

EMQQ vs. FSPSX - Drawdown Comparison

The maximum EMQQ drawdown since its inception was -73.24%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for EMQQ and FSPSX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-55.76%
-7.81%
EMQQ
FSPSX

Volatility

EMQQ vs. FSPSX - Volatility Comparison

Emerging Markets Internet & Ecommerce ETF (EMQQ) has a higher volatility of 6.16% compared to Fidelity International Index Fund (FSPSX) at 3.75%. This indicates that EMQQ's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.16%
3.75%
EMQQ
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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