FEMKX vs. DEM
Compare and contrast key facts about Fidelity Emerging Markets (FEMKX) and WisdomTree Emerging Markets Equity Income Fund (DEM).
FEMKX is managed by Fidelity. It was launched on Nov 1, 1990. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEMKX or DEM.
Performance
FEMKX vs. DEM - Performance Comparison
Returns By Period
In the year-to-date period, FEMKX achieves a 9.70% return, which is significantly higher than DEM's 6.29% return. Over the past 10 years, FEMKX has outperformed DEM with an annualized return of 5.93%, while DEM has yielded a comparatively lower 3.99% annualized return.
FEMKX
9.70%
-3.94%
1.06%
14.16%
5.64%
5.93%
DEM
6.29%
-4.30%
-2.19%
11.77%
5.14%
3.99%
Key characteristics
| FEMKX | DEM | |
|---|---|---|
| Sharpe Ratio | 0.91 | 0.78 |
| Sortino Ratio | 1.39 | 1.16 |
| Omega Ratio | 1.17 | 1.15 |
| Calmar Ratio | 0.49 | 1.20 |
| Martin Ratio | 4.24 | 3.47 |
| Ulcer Index | 3.30% | 3.28% |
| Daily Std Dev | 15.39% | 14.56% |
| Max Drawdown | -71.06% | -51.85% |
| Current Drawdown | -17.58% | -8.24% |
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FEMKX vs. DEM - Expense Ratio Comparison
FEMKX has a 0.88% expense ratio, which is higher than DEM's 0.63% expense ratio.
Correlation
The correlation between FEMKX and DEM is 0.81, 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.
Risk-Adjusted Performance
FEMKX vs. DEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.
Dividends
FEMKX vs. DEM - Dividend Comparison
FEMKX's dividend yield for the trailing twelve months is around 1.01%, less than DEM's 5.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMKX Fidelity Emerging Markets | 1.01% | 1.11% | 0.77% | 1.06% | 0.20% | 1.71% | 0.81% | 0.49% | 0.67% | 0.51% | 1.24% | 0.08% |
DEM WisdomTree Emerging Markets Equity Income Fund | 5.40% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
Drawdowns
FEMKX vs. DEM - Drawdown Comparison
The maximum FEMKX drawdown since its inception was -71.06%, which is greater than DEM's maximum drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for FEMKX and DEM. For additional features, visit the drawdowns tool.
Volatility
FEMKX vs. DEM - Volatility Comparison
The current volatility for Fidelity Emerging Markets (FEMKX) is 4.09%, while WisdomTree Emerging Markets Equity Income Fund (DEM) has a volatility of 4.45%. This indicates that FEMKX experiences smaller price fluctuations and is considered to be less risky than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.