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EMTIX vs. FNMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMTIX vs. FNMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Emerging Markets Debt Fund (EMTIX) and Fidelity New Markets Income Fund (FNMIX). The values are adjusted to include any dividend payments, if applicable.

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EMTIX vs. FNMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMTIX
Transamerica Emerging Markets Debt Fund
-1.26%14.58%4.69%13.05%-13.33%-4.00%7.14%13.48%-6.71%12.68%
FNMIX
Fidelity New Markets Income Fund
-1.02%14.86%6.80%14.00%-16.09%-2.42%4.62%10.93%-7.77%10.16%

Returns By Period

In the year-to-date period, EMTIX achieves a -1.26% return, which is significantly lower than FNMIX's -1.02% return. Over the past 10 years, EMTIX has outperformed FNMIX with an annualized return of 4.30%, while FNMIX has yielded a comparatively lower 3.90% annualized return.


EMTIX

1D
-0.32%
1M
-4.41%
YTD
-1.26%
6M
2.58%
1Y
11.00%
3Y*
9.08%
5Y*
3.28%
10Y*
4.30%

FNMIX

1D
-0.15%
1M
-3.77%
YTD
-1.02%
6M
2.67%
1Y
10.54%
3Y*
10.89%
5Y*
3.53%
10Y*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMTIX vs. FNMIX - Expense Ratio Comparison

EMTIX has a 0.85% expense ratio, which is higher than FNMIX's 0.80% expense ratio.


Return for Risk

EMTIX vs. FNMIX — Risk / Return Rank

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

EMTIX
EMTIX Risk / Return Rank: 9292
Overall Rank
EMTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9494
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 9191
Martin Ratio Rank

FNMIX
FNMIX Risk / Return Rank: 9090
Overall Rank
FNMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FNMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNMIX Omega Ratio Rank: 9292
Omega Ratio Rank
FNMIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FNMIX Martin Ratio Rank: 8888
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.

EMTIX vs. FNMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Emerging Markets Debt Fund (EMTIX) and Fidelity New Markets Income Fund (FNMIX). 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.


EMTIXFNMIXDifference

Sharpe ratio

Return per unit of total volatility

2.21

2.08

+0.13

Sortino ratio

Return per unit of downside risk

2.99

2.89

+0.10

Omega ratio

Gain probability vs. loss probability

1.48

1.44

+0.04

Calmar ratio

Return relative to maximum drawdown

2.34

2.12

+0.23

Martin ratio

Return relative to average drawdown

10.43

9.40

+1.03

EMTIX vs. FNMIX - Sharpe Ratio Comparison

The current EMTIX Sharpe Ratio is 2.21, which is comparable to the FNMIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of EMTIX and FNMIX, 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


EMTIXFNMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.08

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.54

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.56

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.79

-0.08

Correlation

The correlation between EMTIX and FNMIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMTIX vs. FNMIX - Dividend Comparison

EMTIX's dividend yield for the trailing twelve months is around 5.76%, more than FNMIX's 4.66% yield.


TTM20252024202320222021202020192018201720162015
EMTIX
Transamerica Emerging Markets Debt Fund
5.76%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%
FNMIX
Fidelity New Markets Income Fund
4.66%5.07%4.71%5.15%3.93%3.48%4.06%4.87%4.98%5.77%6.93%4.95%

Drawdowns

EMTIX vs. FNMIX - Drawdown Comparison

The maximum EMTIX drawdown since its inception was -25.28%, smaller than the maximum FNMIX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for EMTIX and FNMIX.


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Drawdown Indicators


EMTIXFNMIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-42.76%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

-5.12%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-27.16%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-27.16%

+1.88%

Current Drawdown

Current decline from peak

-4.69%

-3.85%

-0.84%

Average Drawdown

Average peak-to-trough decline

-4.94%

-5.72%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.16%

-0.10%

Volatility

EMTIX vs. FNMIX - Volatility Comparison

Transamerica Emerging Markets Debt Fund (EMTIX) has a higher volatility of 2.44% compared to Fidelity New Markets Income Fund (FNMIX) at 1.70%. This indicates that EMTIX's price experiences larger fluctuations and is considered to be riskier than FNMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMTIXFNMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

1.70%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.00%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

5.25%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

6.55%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

6.94%

-0.40%