PortfoliosLab logoPortfoliosLab logo
FEMKX vs. FGOMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMKX vs. FGOMX - Performance Comparison

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

Loading graphics...

FEMKX vs. FGOMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FEMKX
Fidelity Emerging Markets
0.94%31.02%7.12%15.16%-27.48%1.25%32.56%33.67%-3.30%
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
5.03%34.20%7.88%12.23%-22.45%-0.19%22.10%22.25%-4.83%

Returns By Period

In the year-to-date period, FEMKX achieves a 0.94% return, which is significantly lower than FGOMX's 5.03% return.


FEMKX

1D
3.47%
1M
-7.65%
YTD
0.94%
6M
4.32%
1Y
32.96%
3Y*
14.61%
5Y*
2.97%
10Y*
9.95%

FGOMX

1D
3.27%
1M
-7.83%
YTD
5.03%
6M
9.51%
1Y
35.47%
3Y*
17.52%
5Y*
4.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEMKX vs. FGOMX - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is higher than FGOMX's 0.25% expense ratio.


Return for Risk

FEMKX vs. FGOMX — Risk / Return Rank

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

FEMKX
FEMKX Risk / Return Rank: 8686
Overall Rank
FEMKX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FEMKX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FEMKX Omega Ratio Rank: 8282
Omega Ratio Rank
FEMKX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FEMKX Martin Ratio Rank: 8787
Martin Ratio Rank

FGOMX
FGOMX Risk / Return Rank: 9292
Overall Rank
FGOMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FGOMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FGOMX Omega Ratio Rank: 9191
Omega Ratio Rank
FGOMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FGOMX Martin Ratio Rank: 9292
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. FGOMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Strategic Advisers Fidelity Emerging Markets Fund (FGOMX). 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.


FEMKXFGOMXDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.15

-0.41

Sortino ratio

Return per unit of downside risk

2.35

2.95

-0.60

Omega ratio

Gain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

2.53

2.80

-0.27

Martin ratio

Return relative to average drawdown

9.48

11.09

-1.61

FEMKX vs. FGOMX - Sharpe Ratio Comparison

The current FEMKX Sharpe Ratio is 1.74, which is comparable to the FGOMX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of FEMKX and FGOMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FEMKXFGOMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.15

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.28

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.48

-0.18

Correlation

The correlation between FEMKX and FGOMX is 0.93, 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. FGOMX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.05%, less than FGOMX's 2.06% 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%
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
2.06%2.17%2.40%2.83%2.42%4.63%0.73%2.13%0.00%0.00%0.00%0.00%

Drawdowns

FEMKX vs. FGOMX - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -71.14%, which is greater than FGOMX's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FEMKX and FGOMX.


Loading graphics...

Drawdown Indicators


FEMKXFGOMXDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-40.14%

-31.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-12.77%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-40.88%

-38.04%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

Current Drawdown

Current decline from peak

-9.98%

-9.91%

-0.07%

Average Drawdown

Average peak-to-trough decline

-26.06%

-13.59%

-12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.60%

-0.13%

Volatility

FEMKX vs. FGOMX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 10.00% compared to Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) at 8.85%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than FGOMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEMKXFGOMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

8.85%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

13.29%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

20.42%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

17.45%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

19.16%

-0.72%