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EMQQ vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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EMQQ vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMQQ
Emerging Markets Internet & Ecommerce ETF
-18.04%20.66%13.79%4.48%-30.70%-32.53%80.45%33.86%-29.82%68.20%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, EMQQ achieves a -18.04% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, EMQQ has underperformed FSPSX with an annualized return of 4.87%, while FSPSX has yielded a comparatively higher 8.65% annualized return.


EMQQ

1D
3.89%
1M
-7.88%
YTD
-18.04%
6M
-26.57%
1Y
-10.64%
3Y*
2.89%
5Y*
-11.95%
10Y*
4.87%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMQQ vs. FSPSX - Expense Ratio Comparison

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


Return for Risk

EMQQ vs. FSPSX — Risk / Return Rank

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

EMQQ
EMQQ Risk / Return Rank: 44
Overall Rank
EMQQ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EMQQ Sortino Ratio Rank: 44
Sortino Ratio Rank
EMQQ Omega Ratio Rank: 44
Omega Ratio Rank
EMQQ Calmar Ratio Rank: 66
Calmar Ratio Rank
EMQQ Martin Ratio Rank: 44
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

EMQQ vs. FSPSX - Risk-Adjusted Trends 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.


EMQQFSPSXDifference

Sharpe ratio

Return per unit of total volatility

-0.48

1.11

-1.59

Sortino ratio

Return per unit of downside risk

-0.54

1.56

-2.10

Omega ratio

Gain probability vs. loss probability

0.93

1.23

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.38

1.54

-1.92

Martin ratio

Return relative to average drawdown

-1.07

5.93

-6.99

EMQQ vs. FSPSX - Sharpe Ratio Comparison

The current EMQQ Sharpe Ratio is -0.48, which is lower than the FSPSX Sharpe Ratio of 1.11. 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.


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Sharpe Ratios by Period


EMQQFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

1.11

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.51

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.53

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.46

-0.36

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.


Dividends

EMQQ vs. FSPSX - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 3.77%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
EMQQ
Emerging Markets Internet & Ecommerce ETF
3.77%3.09%1.70%0.79%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

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.


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Drawdown Indicators


EMQQFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-73.24%

-33.69%

-39.55%

Max Drawdown (1Y)

Largest decline over 1 year

-29.96%

-11.39%

-18.57%

Max Drawdown (5Y)

Largest decline over 5 years

-67.62%

-29.41%

-38.21%

Max Drawdown (10Y)

Largest decline over 10 years

-73.24%

-33.69%

-39.55%

Current Drawdown

Current decline from peak

-56.82%

-10.86%

-45.96%

Average Drawdown

Average peak-to-trough decline

-30.98%

-6.59%

-24.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.58%

2.96%

+7.62%

Volatility

EMQQ vs. FSPSX - Volatility Comparison

Emerging Markets Internet & Ecommerce ETF (EMQQ) has a higher volatility of 9.36% compared to Fidelity International Index Fund (FSPSX) at 7.04%. 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.


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Volatility by Period


EMQQFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

7.04%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

10.63%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

16.79%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.27%

15.77%

+17.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.54%

16.47%

+14.07%