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FEDDX vs. FITLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEDDX and FITLX is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FEDDX vs. FITLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Discovery Fund (FEDDX) and Fidelity US Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
33.48%
166.38%
FEDDX
FITLX

Key characteristics

Sharpe Ratio

FEDDX:

0.00

FITLX:

0.37

Sortino Ratio

FEDDX:

0.11

FITLX:

0.65

Omega Ratio

FEDDX:

1.01

FITLX:

1.09

Calmar Ratio

FEDDX:

0.00

FITLX:

0.37

Martin Ratio

FEDDX:

0.00

FITLX:

1.35

Ulcer Index

FEDDX:

7.01%

FITLX:

5.49%

Daily Std Dev

FEDDX:

14.88%

FITLX:

20.19%

Max Drawdown

FEDDX:

-42.98%

FITLX:

-34.35%

Current Drawdown

FEDDX:

-9.16%

FITLX:

-10.09%

Returns By Period

In the year-to-date period, FEDDX achieves a 4.99% return, which is significantly higher than FITLX's -5.86% return.


FEDDX

YTD

4.99%

1M

2.56%

6M

0.27%

1Y

1.19%

5Y*

9.68%

10Y*

3.96%

FITLX

YTD

-5.86%

1M

0.25%

6M

-3.12%

1Y

9.49%

5Y*

15.94%

10Y*

N/A

*Annualized

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FEDDX vs. FITLX - Expense Ratio Comparison

FEDDX has a 1.19% expense ratio, which is higher than FITLX's 0.11% expense ratio.


Expense ratio chart for FEDDX: current value is 1.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEDDX: 1.19%
Expense ratio chart for FITLX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FITLX: 0.11%

Risk-Adjusted Performance

FEDDX vs. FITLX — Risk-Adjusted Performance Rank

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

FEDDX
The Risk-Adjusted Performance Rank of FEDDX is 2121
Overall Rank
The Sharpe Ratio Rank of FEDDX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FEDDX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FEDDX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FEDDX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FEDDX is 2121
Martin Ratio Rank

FITLX
The Risk-Adjusted Performance Rank of FITLX is 4646
Overall Rank
The Sharpe Ratio Rank of FITLX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FITLX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FITLX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FITLX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FITLX is 4545
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.

FEDDX vs. FITLX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FEDDX, currently valued at 0.00, compared to the broader market-1.000.001.002.003.00
FEDDX: 0.00
FITLX: 0.37
The chart of Sortino ratio for FEDDX, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.00
FEDDX: 0.11
FITLX: 0.65
The chart of Omega ratio for FEDDX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
FEDDX: 1.01
FITLX: 1.09
The chart of Calmar ratio for FEDDX, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.00
FEDDX: 0.00
FITLX: 0.37
The chart of Martin ratio for FEDDX, currently valued at 0.00, compared to the broader market0.0010.0020.0030.0040.00
FEDDX: 0.00
FITLX: 1.35

The current FEDDX Sharpe Ratio is 0.00, which is lower than the FITLX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FEDDX and FITLX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.00
0.37
FEDDX
FITLX

Dividends

FEDDX vs. FITLX - Dividend Comparison

FEDDX's dividend yield for the trailing twelve months is around 3.80%, more than FITLX's 1.37% yield.


TTM2024202320222021202020192018201720162015
FEDDX
Fidelity Emerging Markets Discovery Fund
3.80%3.99%2.05%1.69%2.59%0.59%1.05%1.82%0.74%0.80%0.81%
FITLX
Fidelity US Sustainability Index Fund
1.37%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 -42.98%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.16%
-10.09%
FEDDX
FITLX

Volatility

FEDDX vs. FITLX - Volatility Comparison

The current volatility for Fidelity Emerging Markets Discovery Fund (FEDDX) is 8.29%, while Fidelity US Sustainability Index Fund (FITLX) has a volatility of 13.71%. This indicates that FEDDX experiences smaller price fluctuations and is considered to be less risky than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.29%
13.71%
FEDDX
FITLX