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FCPGX vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCPGX vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Fund (FCPGX) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCPGX achieves a 18.99% return, which is significantly lower than EMXC's 37.25% return.


FCPGX

1D
4.26%
1M
3.64%
YTD
18.99%
6M
16.17%
1Y
39.09%
3Y*
20.10%
5Y*
7.60%
10Y*
14.97%

EMXC

1D
0.55%
1M
6.57%
YTD
37.25%
6M
42.23%
1Y
67.80%
3Y*
26.47%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCPGX vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPGX
Fidelity Small Cap Growth Fund
18.99%11.20%20.56%19.02%-25.34%10.50%36.41%36.31%-4.57%9.98%
EMXC
iShares MSCI Emerging Markets ex China ETF
37.25%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.16%

Correlation

The correlation between FCPGX and EMXC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.65

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2017

0.61

The correlation between FCPGX and EMXC has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

FCPGX vs. EMXC — Risk / Return Rank

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

FCPGX
FCPGX Risk / Return Rank: 5959
Overall Rank
FCPGX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FCPGX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FCPGX Omega Ratio Rank: 4545
Omega Ratio Rank
FCPGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FCPGX Martin Ratio Rank: 7676
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 8989
Overall Rank
EMXC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9090
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8989
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.

FCPGX vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCPGXEMXCDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.28

1.50

-0.22

Calmar ratioReturn relative to maximum drawdown

2.80

4.55

-1.75

Martin ratioReturn relative to average drawdown

11.15

17.51

-6.36

FCPGX vs. EMXC - Sharpe Ratio Comparison

The current FCPGX Sharpe Ratio is 1.66, which is lower than the EMXC Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of FCPGX and EMXC, 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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Drawdowns

FCPGX vs. EMXC - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FCPGX and EMXC.


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Drawdown Indicators


FCPGXEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-59.11%

-42.81%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-14.41%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.69%

-19.12%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-39.04%

-28.91%

-10.13%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

Current Drawdown

Current decline from peak

-0.19%

-4.12%

+3.93%

Average Drawdown

Average peak-to-trough decline

-10.69%

-10.17%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.74%

-0.45%

Volatility

FCPGX vs. EMXC - Volatility Comparison

The current volatility for Fidelity Small Cap Growth Fund (FCPGX) is 8.73%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.83%. This indicates that FCPGX experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPGXEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

12.83%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

21.90%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

23.90%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

18.00%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

20.07%

+2.85%

FCPGX vs. EMXC - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than EMXC's 0.49% expense ratio.


Dividends

FCPGX vs. EMXC - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 5.37%, more than EMXC's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
EMXC
iShares MSCI Emerging Markets ex China ETF
2.05%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%
FCPGX
Fidelity Small Cap Growth Fund
5.37%6.38%1.37%0.00%0.00%19.27%8.19%5.31%14.35%6.88%1.53%4.32%

Frequently Asked Questions


FCPGX and EMXC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.83%) compared to FCPGX (8.73%). In terms of maximum drawdown, FCPGX dropped -59.11% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (2.74 vs 1.66), 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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