FEDDX vs. FITLX
Compare and contrast key facts about Fidelity Emerging Markets Discovery Fund (FEDDX) and Fidelity US Sustainability Index Fund (FITLX).
FEDDX is managed by Fidelity. It was launched on Nov 1, 2011. FITLX is managed by Fidelity. It was launched on May 9, 2017.
Performance
FEDDX vs. FITLX - Performance Comparison
Loading graphics...
FEDDX vs. FITLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEDDX Fidelity Emerging Markets Discovery Fund | 6.15% | 31.90% | -3.68% | 20.76% | -11.83% | 6.65% | 16.96% | 19.60% | -18.90% | 15.21% |
FITLX Fidelity US Sustainability Index Fund | -5.94% | 18.77% | 23.59% | 29.04% | -20.28% | 31.55% | 18.69% | 31.54% | -3.32% | 13.07% |
Returns By Period
In the year-to-date period, FEDDX achieves a 6.15% return, which is significantly higher than FITLX's -5.94% return.
FEDDX
- 1D
- 1.90%
- 1M
- -6.08%
- YTD
- 6.15%
- 6M
- 11.77%
- 1Y
- 36.78%
- 3Y*
- 15.69%
- 5Y*
- 7.84%
- 10Y*
- 9.73%
FITLX
- 1D
- 3.06%
- 1M
- -5.69%
- YTD
- -5.94%
- 6M
- -2.92%
- 1Y
- 18.96%
- 3Y*
- 18.12%
- 5Y*
- 11.53%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEDDX vs. FITLX - Expense Ratio Comparison
FEDDX has a 1.19% expense ratio, which is higher than FITLX's 0.11% expense ratio.
Return for Risk
FEDDX vs. FITLX — Risk / Return Rank
FEDDX
FITLX
FEDDX vs. FITLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Discovery Fund (FEDDX) and Fidelity US Sustainability Index Fund (FITLX). 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.
| FEDDX | FITLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.64 | 1.06 | +1.57 |
Sortino ratioReturn per unit of downside risk | 3.27 | 1.63 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.24 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 1.75 | +1.94 |
Martin ratioReturn relative to average drawdown | 14.37 | 7.04 | +7.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FEDDX | FITLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 1.06 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.66 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.73 | -0.21 |
Correlation
The correlation between FEDDX and FITLX 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.
Dividends
FEDDX vs. FITLX - Dividend Comparison
FEDDX's dividend yield for the trailing twelve months is around 4.38%, more than FITLX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEDDX Fidelity Emerging Markets Discovery Fund | 4.38% | 4.65% | 3.99% | 2.05% | 1.69% | 11.90% | 0.59% | 1.05% | 1.88% | 1.50% | 1.36% | 0.81% |
FITLX Fidelity US Sustainability Index Fund | 1.18% | 1.11% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% | 0.00% | 0.00% |
Drawdowns
FEDDX vs. FITLX - Drawdown Comparison
The maximum FEDDX drawdown since its inception was -42.95%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FEDDX and FITLX.
Loading graphics...
Drawdown Indicators
| FEDDX | FITLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.95% | -34.35% | -8.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -11.38% | +1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -26.91% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.95% | — | — |
Current DrawdownCurrent decline from peak | -7.82% | -8.43% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -5.14% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.83% | -0.28% |
Volatility
FEDDX vs. FITLX - Volatility Comparison
Fidelity Emerging Markets Discovery Fund (FEDDX) has a higher volatility of 6.76% compared to Fidelity US Sustainability Index Fund (FITLX) at 5.61%. This indicates that FEDDX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FEDDX | FITLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 5.61% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 10.07% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 18.49% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 17.55% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 19.19% | -3.53% |