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

Correlation

The correlation between FEATX and HACK is 0.53, 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.


-0.50.00.51.00.5

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.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
60.46%
211.77%
FEATX
HACK

Key characteristics

Sharpe Ratio

FEATX:

1.52

HACK:

1.30

Sortino Ratio

FEATX:

2.22

HACK:

1.76

Omega Ratio

FEATX:

1.26

HACK:

1.24

Calmar Ratio

FEATX:

0.51

HACK:

1.92

Martin Ratio

FEATX:

7.23

HACK:

5.22

Ulcer Index

FEATX:

3.70%

HACK:

4.91%

Daily Std Dev

FEATX:

17.60%

HACK:

19.70%

Max Drawdown

FEATX:

-64.55%

HACK:

-42.68%

Current Drawdown

FEATX:

-38.88%

HACK:

-5.04%

Returns By Period

In the year-to-date period, FEATX achieves a 22.29% return, which is significantly lower than HACK's 24.18% return. Over the past 10 years, FEATX has underperformed HACK with an annualized return of 4.88%, while HACK has yielded a comparatively higher 11.24% annualized return.


FEATX

YTD

22.29%

1M

-1.42%

6M

9.22%

1Y

24.68%

5Y*

3.02%

10Y*

4.88%

HACK

YTD

24.18%

1M

4.91%

6M

19.38%

1Y

24.45%

5Y*

13.14%

10Y*

11.24%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEATX vs. HACK - Expense Ratio Comparison

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


FEATX
Fidelity Advisor Emerging Asia Fund Class M
Expense ratio chart for FEATX: current value at 1.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.45%
Expense ratio chart for HACK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FEATX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.521.30
The chart of Sortino ratio for FEATX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.002.221.76
The chart of Omega ratio for FEATX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.24
The chart of Calmar ratio for FEATX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.0014.000.511.92
The chart of Martin ratio for FEATX, currently valued at 7.23, compared to the broader market0.0020.0040.0060.007.235.22
FEATX
HACK

The current FEATX Sharpe Ratio is 1.52, which is comparable to the HACK Sharpe Ratio of 1.30. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.52
1.30
FEATX
HACK

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 0.18%.


TTM20232022202120202019201820172016201520142013
FEATX
Fidelity Advisor Emerging Asia Fund Class M
0.00%0.00%0.00%0.00%0.00%0.09%0.17%0.32%0.65%1.84%6.24%5.70%
HACK
ETFMG Prime Cyber Security ETF
0.18%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%0.00%

Drawdowns

FEATX vs. HACK - Drawdown Comparison

The maximum FEATX drawdown since its inception was -64.55%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.88%
-5.04%
FEATX
HACK

Volatility

FEATX vs. HACK - Volatility Comparison

The current volatility for Fidelity Advisor Emerging Asia Fund Class M (FEATX) is 3.88%, while ETFMG Prime Cyber Security ETF (HACK) has a volatility of 7.74%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
7.74%
FEATX
HACK
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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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