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FDEM vs. FXAIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

FDEM vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Multifactor ETF (FDEM) and undefined (FXAIX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2025FebruaryMarch
27.69%
128.18%
FDEM
FXAIX

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Risk-Adjusted Performance

FDEM vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Multifactor ETF (FDEM) and undefined (undefined). 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 FDEM, currently valued at 0.82, compared to the broader market0.002.004.000.821.15
The chart of Sortino ratio for FDEM, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.0012.001.231.58
The chart of Omega ratio for FDEM, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.21
The chart of Calmar ratio for FDEM, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.271.79
The chart of Martin ratio for FDEM, currently valued at 2.90, compared to the broader market0.0020.0040.0060.0080.00100.002.906.76
FDEM
FXAIX


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.82
1.15
FDEM
FXAIX

Drawdowns

FDEM vs. FXAIX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-4.21%
-6.02%
FDEM
FXAIX

Volatility

FDEM vs. FXAIX - Volatility Comparison

Fidelity Emerging Markets Multifactor ETF (FDEM) and undefined (FXAIX) have volatilities of 4.75% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
4.75%
4.55%
FDEM
FXAIX
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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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