FEATX vs. HACK

Last updated Jun 4, 2026

FEATX (Fidelity Advisor Emerging Asia Fund Class M) and HACK (ETFMG Prime Cyber Security ETF) are both funds - FEATX is a Asia Pacific Equities fund managed by Fidelity, while HACK is a Technology Equities fund tracking the Prime Cyber Defense Index. Over the past 10 years, FEATX returned 15.80%/yr vs 15.84%/yr for HACK. A 0.52 correlation means they provide meaningful diversification when combined. FEATX charges 1.45%/yr vs 0.60%/yr for HACK.

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.

Returns By Period

In the year-to-date period, FEATX achieves a 39.88% return, which is significantly higher than HACK's 27.17% return. Both investments have delivered pretty close results over the past 10 years, with FEATX having a 15.80% annualized return and HACK not far ahead at 15.84%.

FEATX

• 1D: 1.88%
• 1M: 12.48%
• YTD: 39.88%
• 6M: 45.14%
• 1Y: 75.17%
• 3Y*: 34.64%
• 5Y*: 8.33%
• 10Y*: 15.80%

HACK

• 1D: -3.00%
• 1M: 24.54%
• YTD: 27.17%
• 6M: 21.31%
• 1Y: 21.52%
• 3Y*: 27.72%
• 5Y*: 11.82%
• 10Y*: 15.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEATX vs. HACK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEATX Fidelity Advisor Emerging Asia Fund Class M	39.88%	36.34%	20.32%	13.22%	-30.99%	-15.29%	72.05%	30.26%	-15.36%	45.82%
HACK ETFMG Prime Cyber Security ETF	27.17%	7.97%	23.49%	37.44%	-28.16%	7.03%	41.51%	23.39%	6.61%	19.68%

Correlation

The correlation between FEATX and HACK is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014	0.52

The correlation between FEATX and HACK shifts across timeframes, from 0.34 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

FEATX vs. HACK - Sectors Allocation Comparison

Sectors	FEATX	HACK
Technology	42.6%	93.0%
Financial Services	14.9%	0.1%
Industrials	11.3%	6.9%
Consumer Cyclical	10.8%	-
Communication Services	7.4%	-
Basic Materials	5.1%	-
Healthcare	4.2%	-
Energy	2.0%	-
Consumer Defensive	1.9%	-
Real Estate	-	-
Utilities	-	-

Return for Risk

FEATX vs. HACK — Risk / Return Rank

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

FEATX

FEATX Risk / Return Rank: 94
FEATX Sharpe Ratio Rank: 98
FEATX Sortino Ratio Rank: 92
FEATX Omega Ratio Rank: 91
FEATX Calmar Ratio Rank: 94
FEATX Martin Ratio Rank: 93

HACK

HACK Risk / Return Rank: 23
HACK Sharpe Ratio Rank: 24
HACK Sortino Ratio Rank: 23
HACK Omega Ratio Rank: 24
HACK Calmar Ratio Rank: 23
HACK Martin Ratio Rank: 21

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.

FEATX vs. HACK - Risk-Adjusted Trends 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.

	FEATX	HACK	Difference
Sharpe ratio Return per unit of total volatility	3.84	0.85	+2.99
Sortino ratio Return per unit of downside risk	4.55	1.27	+3.28
Omega ratio Gain probability vs. loss probability	1.68	1.16	+0.51
Calmar ratio Return relative to maximum drawdown	5.60	1.05	+4.56
Martin ratio Return relative to average drawdown	20.29	2.52	+17.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEATX vs. HACK - Sharpe Ratio Comparison

The current FEATX Sharpe Ratio is 3.84, which is higher than the HACK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FEATX and HACK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEATX	HACK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.84	0.85	+2.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.49	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.68	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.57	-0.10

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.

Drawdown Indicators

	FEATX	HACK	Difference
Max Drawdown Largest peak-to-trough decline	-60.97%	-42.68%	-18.29%
Max Drawdown (1Y) Largest decline over 1 year	-13.58%	-20.67%	+7.09%
Max Drawdown (3Y) Largest decline over 3 years	-17.43%	-21.90%	+4.47%
Max Drawdown (5Y) Largest decline over 5 years	-53.63%	-38.68%	-14.95%
Max Drawdown (10Y) Largest decline over 10 years	-58.09%	-38.68%	-19.41%
Current Drawdown Current decline from peak	0.00%	-3.00%	+3.00%
Average Drawdown Average peak-to-trough decline	-20.68%	-11.63%	-9.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	8.58%	-4.84%

Volatility

FEATX vs. HACK - Volatility Comparison

The current volatility for Fidelity Advisor Emerging Asia Fund Class M (FEATX) is 8.58%, while ETFMG Prime Cyber Security ETF (HACK) has a volatility of 10.68%. This indicates that FEATX experiences smaller price fluctuations and is considered to be less risky than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEATX	HACK	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	10.68%	-2.10%
Volatility (6M) Calculated over the trailing 6-month period	16.67%	21.52%	-4.85%
Volatility (1Y) Calculated over the trailing 1-year period	19.83%	25.47%	-5.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.91%	24.18%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.98%	23.27%	-2.29%

FEATX vs. HACK - Expense Ratio Comparison

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

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 0.06%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEATX Fidelity Advisor Emerging Asia Fund Class M	0.00%	0.00%	0.00%	0.00%	0.00%	13.43%	6.70%	5.07%	6.24%	0.03%	0.89%	0.87%
HACK ETFMG Prime Cyber Security ETF	0.06%	0.07%	0.14%	0.20%	0.24%	0.26%	1.11%	0.14%	0.09%	0.01%	1.23%	0.00%

Frequently Asked Questions

Can I hold both FEATX and HACK in my portfolio?

FEATX and HACK have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEATX or HACK?

HACK has higher volatility (10.68%) compared to FEATX (8.58%). In terms of maximum drawdown, FEATX dropped -60.97% vs HACK's -42.68%.

Which has better risk-adjusted returns?

FEATX currently has the higher Sharpe Ratio (3.84 vs 0.85), 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.