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FEMKX vs. FIMKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEMKX and FIMKX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

FEMKX:

0.38

FIMKX:

0.46

Sortino Ratio

FEMKX:

0.77

FIMKX:

0.85

Omega Ratio

FEMKX:

1.10

FIMKX:

1.11

Calmar Ratio

FEMKX:

0.28

FIMKX:

0.42

Martin Ratio

FEMKX:

1.37

FIMKX:

1.39

Ulcer Index

FEMKX:

6.43%

FIMKX:

7.42%

Daily Std Dev

FEMKX:

19.69%

FIMKX:

19.78%

Max Drawdown

FEMKX:

-71.06%

FIMKX:

-69.96%

Current Drawdown

FEMKX:

-17.22%

FIMKX:

-9.31%

Returns By Period

In the year-to-date period, FEMKX achieves a 7.90% return, which is significantly lower than FIMKX's 10.93% return. Over the past 10 years, FEMKX has underperformed FIMKX with an annualized return of 5.75%, while FIMKX has yielded a comparatively higher 6.37% annualized return.


FEMKX

YTD

7.90%

1M

13.16%

6M

4.94%

1Y

7.45%

5Y*

6.82%

10Y*

5.75%

FIMKX

YTD

10.93%

1M

11.62%

6M

8.99%

1Y

9.03%

5Y*

9.52%

10Y*

6.37%

*Annualized

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FEMKX vs. FIMKX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FEMKX vs. FIMKX — Risk-Adjusted Performance Rank

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

FEMKX
The Risk-Adjusted Performance Rank of FEMKX is 4444
Overall Rank
The Sharpe Ratio Rank of FEMKX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMKX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FEMKX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FEMKX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FEMKX is 4545
Martin Ratio Rank

FIMKX
The Risk-Adjusted Performance Rank of FIMKX is 4949
Overall Rank
The Sharpe Ratio Rank of FIMKX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FIMKX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FIMKX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FIMKX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FIMKX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FEMKX Sharpe Ratio is 0.38, which is comparable to the FIMKX Sharpe Ratio of 0.46. 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.


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Dividends

FEMKX vs. FIMKX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.60%, less than FIMKX's 1.08% yield.


TTM20242023202220212020201920182017201620152014
FEMKX
Fidelity Emerging Markets
0.60%0.65%1.11%0.77%6.00%1.39%1.71%0.83%0.58%0.67%0.51%1.24%
FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
1.08%1.20%1.60%1.14%1.88%0.40%10.86%0.59%0.40%0.45%0.19%1.09%

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.


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Volatility

FEMKX vs. FIMKX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 4.67% compared to Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX) at 3.74%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than FIMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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