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FCEEX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCEEX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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FCEEX vs. FPADX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
1.82%34.81%10.51%12.52%-16.96%-1.29%10.19%9.77%
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%17.84%10.95%

Returns By Period

In the year-to-date period, FCEEX achieves a 1.82% return, which is significantly higher than FPADX's 0.22% return.


FCEEX

1D
-0.96%
1M
-11.83%
YTD
1.82%
6M
5.92%
1Y
31.80%
3Y*
17.72%
5Y*
5.70%
10Y*

FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCEEX vs. FPADX - Expense Ratio Comparison

FCEEX has a 0.17% expense ratio, which is higher than FPADX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCEEX vs. FPADX — Risk / Return Rank

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

FCEEX
FCEEX Risk / Return Rank: 8787
Overall Rank
FCEEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FCEEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FCEEX Omega Ratio Rank: 8585
Omega Ratio Rank
FCEEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCEEX Martin Ratio Rank: 8686
Martin Ratio Rank

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
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.

FCEEX vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


FCEEXFPADXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.64

+0.16

Sortino ratio

Return per unit of downside risk

2.33

2.18

+0.16

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

2.33

1.98

+0.34

Martin ratio

Return relative to average drawdown

9.14

8.08

+1.06

FCEEX vs. FPADX - Sharpe Ratio Comparison

The current FCEEX Sharpe Ratio is 1.80, which is comparable to the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FCEEX and FPADX, 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


FCEEXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.64

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.21

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.27

+0.20

Correlation

The correlation between FCEEX and FPADX is 0.97, 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

FCEEX vs. FPADX - Dividend Comparison

FCEEX's dividend yield for the trailing twelve months is around 3.23%, more than FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
3.23%3.29%4.17%4.36%4.08%3.38%2.98%0.40%0.00%0.00%0.00%0.00%
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Drawdowns

FCEEX vs. FPADX - Drawdown Comparison

The maximum FCEEX drawdown since its inception was -34.68%, smaller than the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FCEEX and FPADX.


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Drawdown Indicators


FCEEXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-39.16%

+4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-13.28%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-37.04%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-12.98%

-13.28%

+0.30%

Average Drawdown

Average peak-to-trough decline

-11.50%

-13.39%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.26%

+0.04%

Volatility

FCEEX vs. FPADX - Volatility Comparison

The current volatility for Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) is 8.12%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 8.84%. This indicates that FCEEX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCEEXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

8.84%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

13.29%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

17.59%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

16.64%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

17.60%

+0.56%