PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FEMKX vs. FIMKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEMKX and FIMKX is 0.98, 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.


-0.50.00.51.01.0

Performance

FEMKX vs. FIMKX - Performance Comparison

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

260.00%280.00%300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
349.17%
277.45%
FEMKX
FIMKX

Key characteristics

Sharpe Ratio

FEMKX:

0.71

FIMKX:

0.79

Sortino Ratio

FEMKX:

1.11

FIMKX:

1.22

Omega Ratio

FEMKX:

1.13

FIMKX:

1.15

Calmar Ratio

FEMKX:

0.39

FIMKX:

0.39

Martin Ratio

FEMKX:

2.95

FIMKX:

2.62

Ulcer Index

FEMKX:

3.74%

FIMKX:

4.93%

Daily Std Dev

FEMKX:

15.51%

FIMKX:

16.41%

Max Drawdown

FEMKX:

-71.06%

FIMKX:

-69.96%

Current Drawdown

FEMKX:

-18.82%

FIMKX:

-20.67%

Returns By Period

In the year-to-date period, FEMKX achieves a 8.05% return, which is significantly lower than FIMKX's 9.57% return. Over the past 10 years, FEMKX has outperformed FIMKX with an annualized return of 6.25%, while FIMKX has yielded a comparatively lower 4.17% annualized return.


FEMKX

YTD

8.05%

1M

-1.85%

6M

-2.35%

1Y

9.52%

5Y*

4.01%

10Y*

6.25%

FIMKX

YTD

9.57%

1M

-2.07%

6M

0.32%

1Y

11.41%

5Y*

3.07%

10Y*

4.17%

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. FIMKX - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is lower than FIMKX's 1.03% expense ratio.


FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
Expense ratio chart for FIMKX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for FEMKX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%

Risk-Adjusted Performance

FEMKX vs. FIMKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX). 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.


Sharpe ratio
The chart of Sharpe ratio for FEMKX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.000.710.79
The chart of Sortino ratio for FEMKX, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.111.22
The chart of Omega ratio for FEMKX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.15
The chart of Calmar ratio for FEMKX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.0014.000.390.39
The chart of Martin ratio for FEMKX, currently valued at 2.95, compared to the broader market0.0020.0040.0060.002.952.62
FEMKX
FIMKX

The current FEMKX Sharpe Ratio is 0.71, which is comparable to the FIMKX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FEMKX and FIMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.71
0.79
FEMKX
FIMKX

Dividends

FEMKX vs. FIMKX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.05%, more than FIMKX's 0.04% yield.


TTM20232022202120202019201820172016201520142013
FEMKX
Fidelity Emerging Markets
0.05%1.11%0.77%1.06%0.20%1.71%0.81%0.49%0.67%0.51%1.24%0.08%
FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
0.04%1.60%1.14%1.88%0.40%0.53%0.59%0.40%0.45%0.19%1.09%1.13%

Drawdowns

FEMKX vs. FIMKX - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -71.06%, roughly equal to the maximum FIMKX drawdown of -69.96%. Use the drawdown chart below to compare losses from any high point for FEMKX and FIMKX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.82%
-20.67%
FEMKX
FIMKX

Volatility

FEMKX vs. FIMKX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) and Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX) have volatilities of 3.40% and 3.40%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
3.40%
FEMKX
FIMKX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab