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FEDTX vs. FEDGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEDTX vs. FEDGX - 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 Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FEDTX having a 19.78% return and FEDGX slightly lower at 19.51%. Over the past 10 years, FEDTX has outperformed FEDGX with an annualized return of 10.39%, while FEDGX has yielded a comparatively lower 9.86% annualized return.


FEDTX

1D
0.66%
1M
1.47%
YTD
19.78%
6M
21.73%
1Y
39.97%
3Y*
18.36%
5Y*
8.18%
10Y*
10.39%

FEDGX

1D
0.64%
1M
1.42%
YTD
19.51%
6M
21.42%
1Y
39.27%
3Y*
17.77%
5Y*
7.64%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEDTX vs. FEDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
19.78%31.19%-4.16%20.12%-12.35%6.05%16.31%18.91%-19.40%36.42%
FEDGX
Fidelity Advisor Emerging Markets Discovery Fund Class C
19.51%30.50%-4.59%19.45%-12.76%5.51%15.73%18.27%-19.70%35.93%

Correlation

The correlation between FEDTX and FEDGX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2011

1.00

The correlation between FEDTX and FEDGX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FEDTX vs. FEDGX — Risk / Return Rank

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

FEDTX
FEDTX Risk / Return Rank: 8686
Overall Rank
FEDTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FEDTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FEDTX Omega Ratio Rank: 8484
Omega Ratio Rank
FEDTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FEDTX Martin Ratio Rank: 8585
Martin Ratio Rank

FEDGX
FEDGX Risk / Return Rank: 8585
Overall Rank
FEDGX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FEDGX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FEDGX Omega Ratio Rank: 8383
Omega Ratio Rank
FEDGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FEDGX Martin Ratio Rank: 8383
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. FEDGX - 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 Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX). 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.


FEDTXFEDGXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.56

1.55

+0.01

Calmar ratioReturn relative to maximum drawdown

4.22

4.13

+0.09

Martin ratioReturn relative to average drawdown

16.15

15.78

+0.38

FEDTX vs. FEDGX - Sharpe Ratio Comparison

The current FEDTX Sharpe Ratio is 3.08, which is comparable to the FEDGX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of FEDTX and FEDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FEDTXFEDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

3.02

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.54

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.63

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.51

+0.03

Drawdowns

FEDTX vs. FEDGX - Drawdown Comparison

The maximum FEDTX drawdown since its inception was -43.70%, roughly equal to the maximum FEDGX drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for FEDTX and FEDGX.


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Drawdown Indicators


FEDTXFEDGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.70%

-44.26%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-9.66%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.51%

-17.77%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

-28.29%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-43.70%

-44.26%

+0.56%

Current Drawdown

Current decline from peak

-1.13%

-1.16%

+0.03%

Average Drawdown

Average peak-to-trough decline

-9.17%

-9.53%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.52%

-0.01%

Volatility

FEDTX vs. FEDGX - Volatility Comparison

Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX) have volatilities of 4.36% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEDTXFEDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.38%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

10.64%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

13.20%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.11%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

15.73%

-0.01%

FEDTX vs. FEDGX - Expense Ratio Comparison

FEDTX has a 1.76% expense ratio, which is lower than FEDGX's 2.25% expense ratio.


Dividends

FEDTX vs. FEDGX - Dividend Comparison

FEDTX's dividend yield for the trailing twelve months is around 3.60%, more than FEDGX's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
FEDGX
Fidelity Advisor Emerging Markets Discovery Fund Class C
3.18%3.81%3.01%1.09%0.57%10.88%0.00%0.00%0.49%1.54%0.58%0.00%
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
3.60%4.31%3.30%1.63%1.10%11.36%0.05%0.48%0.87%1.51%0.95%0.22%

Frequently Asked Questions


With a correlation of 1.00, FEDTX and FEDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FEDGX has higher volatility (4.38%) compared to FEDTX (4.36%). In terms of maximum drawdown, FEDTX dropped -43.70% vs FEDGX's -44.26%.

FEDTX currently has the higher Sharpe Ratio (3.08 vs 3.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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