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FEMKX vs. FEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMKX vs. FEDAX - Performance Comparison

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

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FEMKX vs. FEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMKX
Fidelity Emerging Markets
-2.45%31.02%7.12%15.16%-27.48%1.25%32.56%33.67%-18.03%46.92%
FEDAX
Fidelity Advisor Emerging Markets Discovery Fund Class A
4.10%31.49%-3.90%20.38%-12.13%6.39%16.62%19.32%-19.19%36.46%

Returns By Period

In the year-to-date period, FEMKX achieves a -2.45% return, which is significantly lower than FEDAX's 4.10% return. Both investments have delivered pretty close results over the past 10 years, with FEMKX having a 9.57% annualized return and FEDAX not far behind at 9.23%.


FEMKX

1D
-0.90%
1M
-11.42%
YTD
-2.45%
6M
1.51%
1Y
29.35%
3Y*
13.32%
5Y*
2.59%
10Y*
9.57%

FEDAX

1D
-0.75%
1M
-9.21%
YTD
4.10%
6M
10.12%
1Y
34.84%
3Y*
14.63%
5Y*
7.41%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMKX vs. FEDAX - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is lower than FEDAX's 1.49% expense ratio.


Return for Risk

FEMKX vs. FEDAX — Risk / Return Rank

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

FEMKX
FEMKX Risk / Return Rank: 8080
Overall Rank
FEMKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FEMKX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FEMKX Omega Ratio Rank: 7777
Omega Ratio Rank
FEMKX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FEMKX Martin Ratio Rank: 7979
Martin Ratio Rank

FEDAX
FEDAX Risk / Return Rank: 9494
Overall Rank
FEDAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FEDAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEDAX Omega Ratio Rank: 9292
Omega Ratio Rank
FEDAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEDAX Martin Ratio Rank: 9494
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. FEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Fidelity Advisor Emerging Markets Discovery Fund Class A (FEDAX). 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.


FEMKXFEDAXDifference

Sharpe ratio

Return per unit of total volatility

1.48

2.36

-0.88

Sortino ratio

Return per unit of downside risk

2.03

2.95

-0.92

Omega ratio

Gain probability vs. loss probability

1.29

1.45

-0.16

Calmar ratio

Return relative to maximum drawdown

2.01

3.15

-1.14

Martin ratio

Return relative to average drawdown

7.64

12.43

-4.79

FEMKX vs. FEDAX - Sharpe Ratio Comparison

The current FEMKX Sharpe Ratio is 1.48, which is lower than the FEDAX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of FEMKX and FEDAX, 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


FEMKXFEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.36

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.53

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.59

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.49

-0.20

Correlation

The correlation between FEMKX and FEDAX is 0.87, 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

FEMKX vs. FEDAX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.05%, less than FEDAX's 4.39% yield.


TTM20252024202320222021202020192018201720162015
FEMKX
Fidelity Emerging Markets
0.05%0.05%0.65%1.11%0.77%6.00%1.39%1.71%0.83%0.08%0.67%0.51%
FEDAX
Fidelity Advisor Emerging Markets Discovery Fund Class A
4.39%4.57%3.79%1.85%1.41%11.64%0.31%0.74%1.54%1.50%1.13%0.52%

Drawdowns

FEMKX vs. FEDAX - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -71.14%, which is greater than FEDAX's maximum drawdown of -43.35%. Use the drawdown chart below to compare losses from any high point for FEMKX and FEDAX.


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Drawdown Indicators


FEMKXFEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-43.35%

-27.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-9.95%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-40.88%

-27.68%

-13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

-43.35%

+0.11%

Current Drawdown

Current decline from peak

-13.00%

-9.58%

-3.42%

Average Drawdown

Average peak-to-trough decline

-26.06%

-9.06%

-17.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.52%

+0.90%

Volatility

FEMKX vs. FEDAX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 9.18% compared to Fidelity Advisor Emerging Markets Discovery Fund Class A (FEDAX) at 6.48%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than FEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMKXFEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

6.48%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.16%

9.76%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

14.38%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

13.98%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

15.67%

+2.74%