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FDIVX vs. FEMKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIVX and FEMKX is 0.57, 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.


Performance

FDIVX vs. FEMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International Fund (FDIVX) and Fidelity Emerging Markets (FEMKX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDIVX:

0.51

FEMKX:

0.37

Sortino Ratio

FDIVX:

0.83

FEMKX:

0.71

Omega Ratio

FDIVX:

1.11

FEMKX:

1.09

Calmar Ratio

FDIVX:

0.40

FEMKX:

0.25

Martin Ratio

FDIVX:

1.94

FEMKX:

1.24

Ulcer Index

FDIVX:

4.89%

FEMKX:

6.43%

Daily Std Dev

FDIVX:

18.67%

FEMKX:

19.68%

Max Drawdown

FDIVX:

-59.98%

FEMKX:

-71.06%

Current Drawdown

FDIVX:

-9.03%

FEMKX:

-18.01%

Returns By Period

In the year-to-date period, FDIVX achieves a 12.59% return, which is significantly higher than FEMKX's 6.88% return. Over the past 10 years, FDIVX has underperformed FEMKX with an annualized return of 3.32%, while FEMKX has yielded a comparatively higher 5.65% annualized return.


FDIVX

YTD

12.59%

1M

9.94%

6M

7.56%

1Y

9.51%

5Y*

7.32%

10Y*

3.32%

FEMKX

YTD

6.88%

1M

13.02%

6M

2.87%

1Y

7.24%

5Y*

6.44%

10Y*

5.65%

*Annualized

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FDIVX vs. FEMKX - Expense Ratio Comparison

FDIVX has a 1.01% expense ratio, which is higher than FEMKX's 0.88% expense ratio.


Risk-Adjusted Performance

FDIVX vs. FEMKX — Risk-Adjusted Performance Rank

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

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 5151
Overall Rank
The Sharpe Ratio Rank of FDIVX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 5555
Martin Ratio Rank

FEMKX
The Risk-Adjusted Performance Rank of FEMKX is 4141
Overall Rank
The Sharpe Ratio Rank of FEMKX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMKX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FEMKX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FEMKX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FEMKX is 4141
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.

FDIVX vs. FEMKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Fidelity Emerging Markets (FEMKX). 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.


The current FDIVX Sharpe Ratio is 0.51, which is higher than the FEMKX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FDIVX and FEMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FDIVX vs. FEMKX - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 1.82%, more than FEMKX's 0.61% yield.


TTM20242023202220212020201920182017201620152014
FDIVX
Fidelity Diversified International Fund
1.82%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%
FEMKX
Fidelity Emerging Markets
0.61%0.65%1.11%0.77%1.06%0.20%1.71%0.81%0.49%0.67%0.51%1.24%

Drawdowns

FDIVX vs. FEMKX - Drawdown Comparison

The maximum FDIVX drawdown since its inception was -59.98%, smaller than the maximum FEMKX drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for FDIVX and FEMKX. For additional features, visit the drawdowns tool.


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Volatility

FDIVX vs. FEMKX - Volatility Comparison

The current volatility for Fidelity Diversified International Fund (FDIVX) is 3.05%, while Fidelity Emerging Markets (FEMKX) has a volatility of 4.66%. This indicates that FDIVX experiences smaller price fluctuations and is considered to be less risky than FEMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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