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FCOM vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCOM and VWO is 0.56, 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.


-0.50.00.51.00.6

Performance

FCOM vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Communication Services Index ETF (FCOM) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.22%
1.62%
FCOM
VWO

Key characteristics

Sharpe Ratio

FCOM:

2.06

VWO:

0.74

Sortino Ratio

FCOM:

2.73

VWO:

1.13

Omega Ratio

FCOM:

1.36

VWO:

1.14

Calmar Ratio

FCOM:

1.66

VWO:

0.47

Martin Ratio

FCOM:

14.35

VWO:

2.63

Ulcer Index

FCOM:

2.37%

VWO:

4.19%

Daily Std Dev

FCOM:

16.51%

VWO:

14.96%

Max Drawdown

FCOM:

-46.76%

VWO:

-67.68%

Current Drawdown

FCOM:

-4.22%

VWO:

-12.15%

Returns By Period

In the year-to-date period, FCOM achieves a 0.87% return, which is significantly higher than VWO's -1.32% return. Over the past 10 years, FCOM has outperformed VWO with an annualized return of 10.50%, while VWO has yielded a comparatively lower 3.75% annualized return.


FCOM

YTD

0.87%

1M

-2.92%

6M

14.69%

1Y

34.70%

5Y*

10.46%

10Y*

10.50%

VWO

YTD

-1.32%

1M

-3.68%

6M

-0.24%

1Y

13.36%

5Y*

2.02%

10Y*

3.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCOM vs. VWO - Expense Ratio Comparison

Both FCOM and VWO have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FCOM
Fidelity MSCI Communication Services Index ETF
Expense ratio chart for FCOM: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FCOM vs. VWO — Risk-Adjusted Performance Rank

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

FCOM
The Risk-Adjusted Performance Rank of FCOM is 7777
Overall Rank
The Sharpe Ratio Rank of FCOM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FCOM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FCOM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FCOM is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FCOM is 8787
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 3232
Overall Rank
The Sharpe Ratio Rank of VWO is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCOM vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Communication Services Index ETF (FCOM) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


Sharpe ratio
The chart of Sharpe ratio for FCOM, currently valued at 2.06, compared to the broader market0.002.004.002.060.90
The chart of Sortino ratio for FCOM, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.002.731.36
The chart of Omega ratio for FCOM, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.17
The chart of Calmar ratio for FCOM, currently valued at 1.66, compared to the broader market0.005.0010.0015.001.660.57
The chart of Martin ratio for FCOM, currently valued at 14.35, compared to the broader market0.0020.0040.0060.0080.00100.0014.353.15
FCOM
VWO

The current FCOM Sharpe Ratio is 2.06, which is higher than the VWO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FCOM and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.06
0.90
FCOM
VWO

Dividends

FCOM vs. VWO - Dividend Comparison

FCOM's dividend yield for the trailing twelve months is around 0.86%, less than VWO's 3.24% yield.


TTM20242023202220212020201920182017201620152014
FCOM
Fidelity MSCI Communication Services Index ETF
0.86%0.87%0.77%1.04%0.90%0.68%0.86%2.78%7.54%2.25%2.92%2.69%
VWO
Vanguard FTSE Emerging Markets ETF
3.24%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

FCOM vs. VWO - Drawdown Comparison

The maximum FCOM drawdown since its inception was -46.76%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FCOM and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.22%
-12.15%
FCOM
VWO

Volatility

FCOM vs. VWO - Volatility Comparison

Fidelity MSCI Communication Services Index ETF (FCOM) has a higher volatility of 5.24% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.84%. This indicates that FCOM's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.24%
3.84%
FCOM
VWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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