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FAMKX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAMKX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FAMKX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAMKX
Fidelity Advisor Focused Emerging Markets Fund Class A
0.85%39.76%9.01%8.12%-20.09%-2.90%30.05%29.29%-18.32%46.52%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, FAMKX achieves a 0.85% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FAMKX has underperformed VOO with an annualized return of 10.07%, while VOO has yielded a comparatively higher 14.05% annualized return.


FAMKX

1D
-0.97%
1M
-13.15%
YTD
0.85%
6M
6.45%
1Y
32.95%
3Y*
17.10%
5Y*
4.48%
10Y*
10.07%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAMKX vs. VOO - Expense Ratio Comparison

FAMKX has a 1.32% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FAMKX vs. VOO — Risk / Return Rank

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

FAMKX
FAMKX Risk / Return Rank: 8585
Overall Rank
FAMKX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FAMKX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FAMKX Omega Ratio Rank: 8383
Omega Ratio Rank
FAMKX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FAMKX Martin Ratio Rank: 8282
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


FAMKXVOODifference

Sharpe ratio

Return per unit of total volatility

1.74

0.98

+0.76

Sortino ratio

Return per unit of downside risk

2.22

1.50

+0.72

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

2.13

1.53

+0.60

Martin ratio

Return relative to average drawdown

8.25

7.29

+0.96

FAMKX vs. VOO - Sharpe Ratio Comparison

The current FAMKX Sharpe Ratio is 1.74, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FAMKX and VOO, 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


FAMKXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.98

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.70

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.78

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.83

-0.44

Correlation

The correlation between FAMKX and VOO is 0.65, 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

FAMKX vs. VOO - Dividend Comparison

FAMKX's dividend yield for the trailing twelve months is around 1.32%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FAMKX
Fidelity Advisor Focused Emerging Markets Fund Class A
1.32%1.33%0.74%1.25%0.76%4.87%1.84%10.64%0.17%0.10%0.03%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FAMKX vs. VOO - Drawdown Comparison

The maximum FAMKX drawdown since its inception was -70.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FAMKX and VOO.


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Drawdown Indicators


FAMKXVOODifference

Max Drawdown

Largest peak-to-trough decline

-70.11%

-33.99%

-36.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-11.98%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-40.76%

-24.52%

-16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-33.99%

-8.17%

Current Drawdown

Current decline from peak

-13.73%

-6.29%

-7.44%

Average Drawdown

Average peak-to-trough decline

-20.60%

-3.72%

-16.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.52%

+1.03%

Volatility

FAMKX vs. VOO - Volatility Comparison

Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX) has a higher volatility of 8.51% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FAMKX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAMKXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

5.29%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

9.44%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.40%

18.10%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

16.82%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

17.99%

+0.57%