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FEATX vs. HACK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEATX and HACK is 0.62, 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

FEATX vs. HACK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Asia Fund Class M (FEATX) and ETFMG Prime Cyber Security ETF (HACK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FEATX:

0.95

HACK:

1.47

Sortino Ratio

FEATX:

1.29

HACK:

1.83

Omega Ratio

FEATX:

1.16

HACK:

1.25

Calmar Ratio

FEATX:

0.43

HACK:

1.50

Martin Ratio

FEATX:

3.01

HACK:

5.28

Ulcer Index

FEATX:

5.78%

HACK:

6.21%

Daily Std Dev

FEATX:

21.23%

HACK:

25.71%

Max Drawdown

FEATX:

-60.97%

HACK:

-42.68%

Current Drawdown

FEATX:

-26.98%

HACK:

-1.18%

Returns By Period

In the year-to-date period, FEATX achieves a 7.64% return, which is significantly lower than HACK's 9.87% return. Over the past 10 years, FEATX has underperformed HACK with an annualized return of 7.49%, while HACK has yielded a comparatively higher 10.91% annualized return.


FEATX

YTD

7.64%

1M

3.97%

6M

4.74%

1Y

20.85%

3Y*

11.68%

5Y*

7.48%

10Y*

7.49%

HACK

YTD

9.87%

1M

9.48%

6M

11.52%

1Y

37.08%

3Y*

19.83%

5Y*

13.00%

10Y*

10.91%

*Annualized

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ETFMG Prime Cyber Security ETF

FEATX vs. HACK - Expense Ratio Comparison

FEATX has a 1.45% expense ratio, which is higher than HACK's 0.60% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FEATX vs. HACK — Risk-Adjusted Performance Rank

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

FEATX
The Risk-Adjusted Performance Rank of FEATX is 6161
Overall Rank
The Sharpe Ratio Rank of FEATX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FEATX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FEATX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FEATX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FEATX is 6565
Martin Ratio Rank

HACK
The Risk-Adjusted Performance Rank of HACK is 8686
Overall Rank
The Sharpe Ratio Rank of HACK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of HACK is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HACK is 8585
Omega Ratio Rank
The Calmar Ratio Rank of HACK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HACK is 8484
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.

FEATX vs. HACK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Asia Fund Class M (FEATX) and ETFMG Prime Cyber Security ETF (HACK). 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 FEATX Sharpe Ratio is 0.95, which is lower than the HACK Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FEATX and HACK, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FEATX vs. HACK - Dividend Comparison

FEATX has not paid dividends to shareholders, while HACK's dividend yield for the trailing twelve months is around 0.13%.


TTM20242023202220212020201920182017201620152014
FEATX
Fidelity Advisor Emerging Asia Fund Class M
0.00%0.00%0.00%0.00%13.43%6.70%5.07%6.24%0.36%0.89%1.35%5.98%
HACK
ETFMG Prime Cyber Security ETF
0.13%0.14%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%

Drawdowns

FEATX vs. HACK - Drawdown Comparison

The maximum FEATX drawdown since its inception was -60.97%, which is greater than HACK's maximum drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for FEATX and HACK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FEATX vs. HACK - Volatility Comparison

Fidelity Advisor Emerging Asia Fund Class M (FEATX) and ETFMG Prime Cyber Security ETF (HACK) have volatilities of 5.21% and 5.04%, 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.


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