FEDDX vs. MSMLX

In the year-to-date period, FEDDX achieves a 11.94% return, which is significantly higher than MSMLX's 4.33% return. Over the past 10 years, FEDDX has outperformed MSMLX with an annualized return of 4.62%, while MSMLX has yielded a comparatively lower 0.97% annualized return.

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FEDDX has a 1.19% expense ratio, which is lower than MSMLX's 1.37% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Discovery Fund (FEDDX) and Matthews Emerging Markets Small Companies Fund (MSMLX). 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 FEDDX Sharpe Ratio is 0.27, which is higher than the MSMLX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FEDDX and MSMLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FEDDX's dividend yield for the trailing twelve months is around 3.56%, more than MSMLX's 3.17% yield.

The maximum FEDDX drawdown since its inception was -42.98%, smaller than the maximum MSMLX drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for FEDDX and MSMLX. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Emerging Markets Discovery Fund (FEDDX) is 3.04%, while Matthews Emerging Markets Small Companies Fund (MSMLX) has a volatility of 4.34%. This indicates that FEDDX experiences smaller price fluctuations and is considered to be less risky than MSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.