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FEDTX vs. EMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEDTX vs. EMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Templeton Emerging Markets Fund (EMF). The values are adjusted to include any dividend payments, if applicable.

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FEDTX vs. EMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
3.99%31.19%-4.16%20.12%-12.35%6.05%16.31%18.91%-19.40%36.42%
EMF
Templeton Emerging Markets Fund
3.98%58.20%6.56%8.84%-21.53%-8.23%24.48%27.20%-14.78%53.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with FEDTX having a 3.99% return and EMF slightly lower at 3.98%. Over the past 10 years, FEDTX has underperformed EMF with an annualized return of 8.96%, while EMF has yielded a comparatively higher 12.50% annualized return.


FEDTX

1D
-0.75%
1M
-9.25%
YTD
3.99%
6M
10.01%
1Y
34.47%
3Y*
14.34%
5Y*
7.13%
10Y*
8.96%

EMF

1D
4.67%
1M
-14.87%
YTD
3.98%
6M
12.14%
1Y
50.40%
3Y*
23.03%
5Y*
5.86%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEDTX vs. EMF - Expense Ratio Comparison

FEDTX has a 1.76% expense ratio, which is higher than EMF's 1.43% expense ratio.


Return for Risk

FEDTX vs. EMF — Risk / Return Rank

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

FEDTX
FEDTX Risk / Return Rank: 9494
Overall Rank
FEDTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FEDTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FEDTX Omega Ratio Rank: 9292
Omega Ratio Rank
FEDTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEDTX Martin Ratio Rank: 9494
Martin Ratio Rank

EMF
EMF Risk / Return Rank: 9292
Overall Rank
EMF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMF Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMF Omega Ratio Rank: 9292
Omega Ratio Rank
EMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMF Martin Ratio Rank: 9191
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.

FEDTX vs. EMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Templeton Emerging Markets Fund (EMF). 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.


FEDTXEMFDifference

Sharpe ratio

Return per unit of total volatility

2.35

2.29

+0.06

Sortino ratio

Return per unit of downside risk

2.95

2.78

+0.17

Omega ratio

Gain probability vs. loss probability

1.45

1.44

0.00

Calmar ratio

Return relative to maximum drawdown

3.12

2.49

+0.62

Martin ratio

Return relative to average drawdown

12.26

10.41

+1.85

FEDTX vs. EMF - Sharpe Ratio Comparison

The current FEDTX Sharpe Ratio is 2.35, which is comparable to the EMF Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FEDTX and EMF, 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


FEDTXEMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.29

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.30

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.62

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.20

+0.28

Correlation

The correlation between FEDTX and EMF is 0.76, 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

FEDTX vs. EMF - Dividend Comparison

FEDTX's dividend yield for the trailing twelve months is around 4.14%, less than EMF's 9.47% yield.


TTM20252024202320222021202020192018201720162015
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
4.14%4.31%3.30%1.63%1.10%11.36%0.05%0.48%0.87%1.51%0.95%0.22%
EMF
Templeton Emerging Markets Fund
9.47%9.73%4.28%6.22%9.89%6.92%3.51%7.36%5.92%12.11%1.62%12.81%

Drawdowns

FEDTX vs. EMF - Drawdown Comparison

The maximum FEDTX drawdown since its inception was -43.70%, smaller than the maximum EMF drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for FEDTX and EMF.


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Drawdown Indicators


FEDTXEMFDifference

Max Drawdown

Largest peak-to-trough decline

-43.70%

-76.97%

+33.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-19.48%

+9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

-45.87%

+17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-43.70%

-47.65%

+3.95%

Current Drawdown

Current decline from peak

-9.62%

-15.72%

+6.10%

Average Drawdown

Average peak-to-trough decline

-9.26%

-29.12%

+19.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.66%

-2.13%

Volatility

FEDTX vs. EMF - Volatility Comparison

The current volatility for Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) is 6.43%, while Templeton Emerging Markets Fund (EMF) has a volatility of 12.00%. This indicates that FEDTX experiences smaller price fluctuations and is considered to be less risky than EMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEDTXEMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

12.00%

-5.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

17.23%

-7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

22.15%

-7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

19.85%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

20.28%

-4.65%