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FAMKX vs. FEMSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAMKX vs. FEMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FAMKX having a 31.56% return and FEMSX slightly higher at 32.13%. Both investments have delivered pretty close results over the past 10 years, with FAMKX having a 12.80% annualized return and FEMSX not far ahead at 13.30%.


FAMKX

1D
-1.52%
1M
10.10%
YTD
31.56%
6M
35.06%
1Y
65.76%
3Y*
28.12%
5Y*
8.76%
10Y*
12.80%

FEMSX

1D
-1.15%
1M
7.85%
YTD
32.13%
6M
36.21%
1Y
63.17%
3Y*
28.15%
5Y*
8.38%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAMKX vs. FEMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAMKX
Fidelity Advisor Focused Emerging Markets Fund Class A
31.56%39.76%9.01%8.12%-20.09%-2.90%30.05%29.29%-18.32%46.52%
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
32.13%37.92%7.84%14.23%-23.95%-5.14%24.72%28.87%-16.20%49.92%

Correlation

The correlation between FAMKX and FEMSX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2008

0.97

The correlation between FAMKX and FEMSX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

FAMKX vs. FEMSX — Risk / Return Rank

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

FAMKX
FAMKX Risk / Return Rank: 9393
Overall Rank
FAMKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FAMKX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FAMKX Omega Ratio Rank: 9191
Omega Ratio Rank
FAMKX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FAMKX Martin Ratio Rank: 9393
Martin Ratio Rank

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

FAMKX vs. FEMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX). 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.


FAMKXFEMSXDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.68

1.63

+0.05

Calmar ratioReturn relative to maximum drawdown

4.93

4.88

+0.06

Martin ratioReturn relative to average drawdown

20.11

19.45

+0.65

FAMKX vs. FEMSX - Sharpe Ratio Comparison

The current FAMKX Sharpe Ratio is 3.75, which is comparable to the FEMSX Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of FAMKX and FEMSX, 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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Sharpe Ratios by Period


FAMKXFEMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.75

3.45

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.44

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.69

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.12

Drawdowns

FAMKX vs. FEMSX - Drawdown Comparison

The maximum FAMKX drawdown since its inception was -70.11%, which is greater than FEMSX's maximum drawdown of -44.16%. Use the drawdown chart below to compare losses from any high point for FAMKX and FEMSX.


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Drawdown Indicators


FAMKXFEMSXDifference

Max Drawdown

Largest peak-to-trough decline

-70.11%

-44.16%

-25.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-13.42%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.84%

-17.04%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-40.76%

-41.64%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-44.16%

+2.00%

Current Drawdown

Current decline from peak

-1.52%

-1.15%

-0.37%

Average Drawdown

Average peak-to-trough decline

-20.45%

-13.40%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.36%

0.00%

Volatility

FAMKX vs. FEMSX - Volatility Comparison

Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX) have volatilities of 8.18% and 8.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAMKXFEMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

8.12%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

16.46%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

18.99%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

19.04%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

19.34%

-0.52%

FAMKX vs. FEMSX - Expense Ratio Comparison

FAMKX has a 1.32% expense ratio, which is higher than FEMSX's 0.01% expense ratio.


Dividends

FAMKX vs. FEMSX - Dividend Comparison

FAMKX's dividend yield for the trailing twelve months is around 1.01%, less than FEMSX's 1.85% yield.


PositionTTM20252024202320222021202020192018201720162015
FAMKX
Fidelity Advisor Focused Emerging Markets Fund Class A
1.01%1.33%0.74%1.25%0.76%4.87%1.84%10.64%0.17%0.10%0.03%0.00%
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
1.85%2.45%2.08%2.82%2.39%12.83%2.99%2.48%9.42%8.98%1.46%1.27%

Frequently Asked Questions


With a correlation of 0.95, FAMKX and FEMSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FAMKX has higher volatility (8.18%) compared to FEMSX (8.12%). In terms of maximum drawdown, FAMKX dropped -70.11% vs FEMSX's -44.16%.

FAMKX currently has the higher Sharpe Ratio (3.75 vs 3.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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