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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.82%
-0.23%
FEMKX
FIMKX

Key characteristics

Sharpe Ratio

FEMKX:

0.87

FIMKX:

1.14

Sortino Ratio

FEMKX:

1.33

FIMKX:

1.72

Omega Ratio

FEMKX:

1.16

FIMKX:

1.21

Calmar Ratio

FEMKX:

0.44

FIMKX:

0.57

Martin Ratio

FEMKX:

3.20

FIMKX:

3.27

Ulcer Index

FEMKX:

4.22%

FIMKX:

5.59%

Daily Std Dev

FEMKX:

15.51%

FIMKX:

16.01%

Max Drawdown

FEMKX:

-70.93%

FIMKX:

-69.87%

Current Drawdown

FEMKX:

-22.16%

FIMKX:

-20.50%

Returns By Period

In the year-to-date period, FEMKX achieves a 1.47% return, which is significantly higher than FIMKX's 0.45% return. Over the past 10 years, FEMKX has outperformed FIMKX with an annualized return of 5.34%, while FIMKX has yielded a comparatively lower 3.85% annualized return.


FEMKX

YTD

1.47%

1M

-0.03%

6M

-2.58%

1Y

11.28%

5Y*

2.28%

10Y*

5.34%

FIMKX

YTD

0.45%

1M

-0.93%

6M

-1.08%

1Y

15.77%

5Y*

2.36%

10Y*

3.85%

*Annualized

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 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 3939
Overall Rank
The Sharpe Ratio Rank of FEMKX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMKX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FEMKX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FEMKX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FEMKX is 4141
Martin Ratio Rank

FIMKX
The Risk-Adjusted Performance Rank of FIMKX is 5050
Overall Rank
The Sharpe Ratio Rank of FIMKX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FIMKX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FIMKX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FIMKX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FIMKX is 4242
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.


Sharpe ratio
The chart of Sharpe ratio for FEMKX, currently valued at 0.87, compared to the broader market-1.000.001.002.003.004.000.871.14
The chart of Sortino ratio for FEMKX, currently valued at 1.33, compared to the broader market0.005.0010.001.331.72
The chart of Omega ratio for FEMKX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.21
The chart of Calmar ratio for FEMKX, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.440.57
The chart of Martin ratio for FEMKX, currently valued at 3.20, compared to the broader market0.0020.0040.0060.0080.003.203.27
FEMKX
FIMKX

The current FEMKX Sharpe Ratio is 0.87, which is comparable to the FIMKX Sharpe Ratio of 1.14. 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.87
1.14
FEMKX
FIMKX

Dividends

FEMKX vs. FIMKX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.64%, less than FIMKX's 1.19% yield.


TTM20242023202220212020201920182017201620152014
FEMKX
Fidelity Emerging Markets
0.64%0.65%1.11%0.77%1.06%0.20%1.71%0.81%0.49%0.67%1.01%1.28%
FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
1.19%1.20%1.60%1.14%1.88%0.40%0.53%0.59%0.40%0.45%0.38%1.09%

Drawdowns

FEMKX vs. FIMKX - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -70.93%, roughly equal to the maximum FIMKX drawdown of -69.87%. 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%AugustSeptemberOctoberNovemberDecember2025
-22.16%
-20.50%
FEMKX
FIMKX

Volatility

FEMKX vs. FIMKX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 4.49% compared to Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX) at 3.46%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.49%
3.46%
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 © 2025 PortfoliosLab