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FEMKX vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMKX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets (FEMKX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEMKX achieves a 21.74% return, which is significantly higher than ACWI's 10.59% return. Over the past 10 years, FEMKX has underperformed ACWI with an annualized return of 11.98%, while ACWI has yielded a comparatively higher 13.02% annualized return.


FEMKX

1D
5.11%
1M
-0.90%
YTD
21.74%
6M
24.81%
1Y
47.25%
3Y*
20.93%
5Y*
6.21%
10Y*
11.98%

ACWI

1D
0.41%
1M
-0.11%
YTD
10.59%
6M
11.34%
1Y
26.86%
3Y*
19.78%
5Y*
10.88%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEMKX vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMKX
Fidelity Emerging Markets
21.74%31.02%7.12%15.16%-27.48%1.25%32.56%33.67%-18.03%46.92%
ACWI
iShares MSCI ACWI ETF
10.59%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between FEMKX and ACWI is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.80

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

0.80

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.81

The correlation between FEMKX and ACWI has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

FEMKX vs. ACWI — Risk / Return Rank

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

FEMKX
FEMKX Risk / Return Rank: 7979
Overall Rank
FEMKX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FEMKX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FEMKX Omega Ratio Rank: 7777
Omega Ratio Rank
FEMKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FEMKX Martin Ratio Rank: 8383
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6767
Overall Rank
ACWI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6666
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6161
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

FEMKX vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and iShares MSCI ACWI ETF (ACWI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FEMKXACWIDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

3.46

2.62

+0.83

Martin ratioReturn relative to average drawdown

12.40

11.46

+0.94

FEMKX vs. ACWI - Sharpe Ratio Comparison

The current FEMKX Sharpe Ratio is 2.12, which is comparable to the ACWI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FEMKX and ACWI, 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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Drawdowns

FEMKX vs. ACWI - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -71.14%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for FEMKX and ACWI.


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Drawdown Indicators


FEMKXACWIDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-56.00%

-15.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-9.73%

-3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.13%

-16.55%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.88%

-26.42%

-14.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

-33.53%

-9.71%

Current Drawdown

Current decline from peak

-5.05%

-2.19%

-2.86%

Average Drawdown

Average peak-to-trough decline

-25.93%

-8.60%

-17.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.22%

+1.40%

Volatility

FEMKX vs. ACWI - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 11.94% compared to iShares MSCI ACWI ETF (ACWI) at 5.17%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMKXACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

5.17%

+6.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.90%

11.09%

+7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

13.42%

+7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.38%

16.15%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

17.14%

+1.77%

FEMKX vs. ACWI - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Dividends

FEMKX vs. ACWI - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.04%, less than ACWI's 1.40% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.40%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
FEMKX
Fidelity Emerging Markets
0.04%0.05%0.65%1.11%0.77%6.00%1.39%1.71%0.83%0.08%0.67%0.51%

Frequently Asked Questions


FEMKX and ACWI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEMKX has higher volatility (11.94%) compared to ACWI (5.17%). In terms of maximum drawdown, FEMKX dropped -71.14% vs ACWI's -56.00%.

FEMKX currently has the higher Sharpe Ratio (2.12 vs 1.90), 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

Find the right allocation for FEMKX and ACWI

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