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FEDDX vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEDDX vs. VWO - Performance Comparison

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

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FEDDX vs. VWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEDDX
Fidelity Emerging Markets Discovery Fund
4.17%31.90%-3.68%20.76%-11.83%6.65%16.96%19.60%-18.90%36.59%
VWO
Vanguard FTSE Emerging Markets ETF
0.54%25.60%10.59%9.25%-17.98%1.26%15.17%20.75%-14.76%31.49%

Returns By Period

In the year-to-date period, FEDDX achieves a 4.17% return, which is significantly higher than VWO's 0.54% return. Over the past 10 years, FEDDX has outperformed VWO with an annualized return of 9.53%, while VWO has yielded a comparatively lower 7.63% annualized return.


FEDDX

1D
-0.74%
1M
-9.17%
YTD
4.17%
6M
10.32%
1Y
35.27%
3Y*
14.96%
5Y*
7.72%
10Y*
9.53%

VWO

1D
3.11%
1M
-6.97%
YTD
0.54%
6M
1.72%
1Y
22.75%
3Y*
13.73%
5Y*
3.84%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEDDX vs. VWO - Expense Ratio Comparison

FEDDX has a 1.19% expense ratio, which is higher than VWO's 0.08% expense ratio.


Return for Risk

FEDDX vs. VWO — Risk / Return Rank

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

FEDDX
FEDDX Risk / Return Rank: 9494
Overall Rank
FEDDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FEDDX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEDDX Omega Ratio Rank: 9393
Omega Ratio Rank
FEDDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FEDDX Martin Ratio Rank: 9494
Martin Ratio Rank

VWO
VWO Risk / Return Rank: 7474
Overall Rank
VWO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWO Omega Ratio Rank: 7474
Omega Ratio Rank
VWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
VWO Martin Ratio Rank: 7474
Martin Ratio Rank
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.

FEDDX vs. VWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Discovery Fund (FEDDX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


FEDDXVWODifference

Sharpe ratio

Return per unit of total volatility

2.39

1.28

+1.11

Sortino ratio

Return per unit of downside risk

2.99

1.81

+1.18

Omega ratio

Gain probability vs. loss probability

1.45

1.26

+0.19

Calmar ratio

Return relative to maximum drawdown

3.20

1.85

+1.35

Martin ratio

Return relative to average drawdown

12.68

7.12

+5.56

FEDDX vs. VWO - Sharpe Ratio Comparison

The current FEDDX Sharpe Ratio is 2.39, which is higher than the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FEDDX and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEDDXVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.28

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.22

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.40

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.25

+0.26

Correlation

The correlation between FEDDX and VWO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEDDX vs. VWO - Dividend Comparison

FEDDX's dividend yield for the trailing twelve months is around 4.47%, more than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
FEDDX
Fidelity Emerging Markets Discovery Fund
4.46%4.65%3.99%2.05%1.69%11.90%0.59%1.05%1.88%1.50%1.36%0.81%
VWO
Vanguard FTSE Emerging Markets ETF
2.68%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Drawdowns

FEDDX vs. VWO - Drawdown Comparison

The maximum FEDDX drawdown since its inception was -42.95%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FEDDX and VWO.


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Drawdown Indicators


FEDDXVWODifference

Max Drawdown

Largest peak-to-trough decline

-42.95%

-67.68%

+24.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-12.23%

+2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-27.45%

-32.80%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.95%

-36.39%

-6.56%

Current Drawdown

Current decline from peak

-9.54%

-8.41%

-1.13%

Average Drawdown

Average peak-to-trough decline

-8.86%

-15.93%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.18%

-0.67%

Volatility

FEDDX vs. VWO - Volatility Comparison

The current volatility for Fidelity Emerging Markets Discovery Fund (FEDDX) is 6.44%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 8.17%. This indicates that FEDDX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEDDXVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

8.17%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

12.26%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

17.83%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

17.21%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

19.18%

-3.53%