FCEEX vs. WAEMX
Compare and contrast key facts about Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
FCEEX vs. WAEMX - Performance Comparison
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FCEEX vs. WAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 4.40% | 34.81% | 10.51% | 12.52% | -16.96% | -1.29% | 10.19% | 9.77% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 11.10% |
Returns By Period
In the year-to-date period, FCEEX achieves a 4.40% return, which is significantly higher than WAEMX's 4.12% return.
FCEEX
- 1D
- 2.54%
- 1M
- -8.70%
- YTD
- 4.40%
- 6M
- 7.60%
- 1Y
- 34.25%
- 3Y*
- 18.70%
- 5Y*
- 6.00%
- 10Y*
- —
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
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FCEEX vs. WAEMX - Expense Ratio Comparison
FCEEX has a 0.17% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
FCEEX vs. WAEMX — Risk / Return Rank
FCEEX
WAEMX
FCEEX vs. WAEMX - 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 Wasatch Emerging Markets Small Cap Fund (WAEMX). 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.
| FCEEX | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.26 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.82 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.20 | +0.32 |
Martin ratioReturn relative to average drawdown | 10.02 | 7.78 | +2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCEEX | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.26 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.01 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.25 | +0.23 |
Correlation
The correlation between FCEEX and WAEMX is 0.70, 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
FCEEX vs. WAEMX - Dividend Comparison
FCEEX's dividend yield for the trailing twelve months is around 3.15%, less than WAEMX's 67.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 3.15% | 3.29% | 4.17% | 4.36% | 4.08% | 3.38% | 2.98% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
FCEEX vs. WAEMX - Drawdown Comparison
The maximum FCEEX drawdown since its inception was -34.68%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for FCEEX and WAEMX.
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Drawdown Indicators
| FCEEX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.68% | -66.35% | +31.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -9.38% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -44.88% | +10.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.88% | — |
Current DrawdownCurrent decline from peak | -10.77% | -22.97% | +12.20% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -16.87% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.65% | +0.61% |
Volatility
FCEEX vs. WAEMX - Volatility Comparison
Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a higher volatility of 8.67% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.25%. This indicates that FCEEX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCEEX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 7.25% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 12.20% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 16.78% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 17.41% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.94% | +0.24% |