FEDGX vs. MAGS

In the year-to-date period, FEDGX achieves a 6.98% return, which is significantly higher than MAGS's -12.00% return.

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FEDGX has a 2.25% expense ratio, which is higher than MAGS's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX) and Roundhill Magnificent Seven ETF (MAGS). 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 FEDGX Sharpe Ratio is 0.02, which is lower than the MAGS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FEDGX and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FEDGX's dividend yield for the trailing twelve months is around 2.82%, more than MAGS's 0.92% yield.

The maximum FEDGX drawdown since its inception was -44.29%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for FEDGX and MAGS. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX) is 4.00%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 11.07%. This indicates that FEDGX experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.