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FDEM vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDEM vs. VGIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDEM achieves a 20.05% return, which is significantly higher than VGIT's -0.29% return.


FDEM

1D
0.22%
1M
0.88%
YTD
20.05%
6M
22.29%
1Y
38.42%
3Y*
21.94%
5Y*
9.14%
10Y*

VGIT

1D
-0.12%
1M
0.16%
YTD
-0.29%
6M
0.04%
1Y
3.43%
3Y*
3.69%
5Y*
0.01%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDEM vs. VGIT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDEM
Fidelity Emerging Markets Multifactor ETF
20.05%26.75%9.34%17.26%-13.11%-3.52%8.87%5.60%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.29%7.34%1.39%4.28%-10.53%-2.64%7.71%5.80%

Correlation

The correlation between FDEM and VGIT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.15

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

-0.01

The correlation between FDEM and VGIT shifts across timeframes, from -0.01 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FDEM vs. VGIT — Risk / Return Rank

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

FDEM
FDEM Risk / Return Rank: 6767
Overall Rank
FDEM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FDEM Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDEM Omega Ratio Rank: 7171
Omega Ratio Rank
FDEM Calmar Ratio Rank: 6565
Calmar Ratio Rank
FDEM Martin Ratio Rank: 6868
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2828
Overall Rank
VGIT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2727
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
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.

FDEM vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Multifactor ETF (FDEM) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


FDEMVGITDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.36

1.17

+0.20

Calmar ratioReturn relative to maximum drawdown

2.88

1.13

+1.75

Martin ratioReturn relative to average drawdown

10.85

3.18

+7.67

FDEM vs. VGIT - Sharpe Ratio Comparison

The current FDEM Sharpe Ratio is 1.93, which is higher than the VGIT Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FDEM and VGIT, 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

FDEM vs. VGIT - Drawdown Comparison

The maximum FDEM drawdown since its inception was -33.65%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for FDEM and VGIT.


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Drawdown Indicators


FDEMVGITDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-16.05%

-17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-2.83%

-9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

-4.34%

-11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.47%

-15.02%

-13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-3.51%

-2.22%

-1.29%

Average Drawdown

Average peak-to-trough decline

-8.82%

-3.52%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

1.01%

+2.36%

Volatility

FDEM vs. VGIT - Volatility Comparison

Fidelity Emerging Markets Multifactor ETF (FDEM) has a higher volatility of 9.65% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.15%. This indicates that FDEM's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDEMVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

1.15%

+8.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.93%

2.40%

+14.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

3.34%

+15.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

5.38%

+11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

4.50%

+13.60%

FDEM vs. VGIT - Expense Ratio Comparison

FDEM has a 0.45% expense ratio, which is higher than VGIT's 0.03% expense ratio.


Dividends

FDEM vs. VGIT - Dividend Comparison

FDEM's dividend yield for the trailing twelve months is around 2.72%, less than VGIT's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
FDEM
Fidelity Emerging Markets Multifactor ETF
2.72%3.23%4.05%4.41%3.95%2.71%1.84%2.39%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


FDEM and VGIT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDEM has higher volatility (9.65%) compared to VGIT (1.15%). In terms of maximum drawdown, FDEM dropped -33.65% vs VGIT's -16.05%.

On 5-year performance, FDEM leads with 9.14% vs 0.01% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FDEM has performed better with a 9.14% return vs 0.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.45% for FDEM.

VGIT has the higher dividend yield at 3.86%, compared with 2.72% for FDEM.

FDEM is categorized as Emerging Markets Equities, while VGIT is Government Bonds. FDEM tracks Fidelity Targeted Emerging Markets Factor Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.45% for FDEM and 0.03% for VGIT.

FDEM currently has the higher Sharpe Ratio (1.93 vs 0.96), 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

Find the right allocation for FDEM and VGIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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