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

Correlation

The correlation between FEMKX and FKEMX is 1.00, 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. FKEMX - Performance Comparison

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

40.00%45.00%50.00%55.00%60.00%65.00%JulyAugustSeptemberOctoberNovemberDecember
47.98%
53.45%
FEMKX
FKEMX

Key characteristics

Sharpe Ratio

FEMKX:

0.71

FKEMX:

0.71

Sortino Ratio

FEMKX:

1.11

FKEMX:

1.11

Omega Ratio

FEMKX:

1.13

FKEMX:

1.13

Calmar Ratio

FEMKX:

0.39

FKEMX:

0.40

Martin Ratio

FEMKX:

2.95

FKEMX:

2.95

Ulcer Index

FEMKX:

3.74%

FKEMX:

3.74%

Daily Std Dev

FEMKX:

15.51%

FKEMX:

15.54%

Max Drawdown

FEMKX:

-71.06%

FKEMX:

-69.07%

Current Drawdown

FEMKX:

-18.82%

FKEMX:

-18.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with FEMKX having a 8.05% return and FKEMX slightly lower at 8.02%. Both investments have delivered pretty close results over the past 10 years, with FEMKX having a 6.25% annualized return and FKEMX not far ahead at 6.38%.


FEMKX

YTD

8.05%

1M

-1.85%

6M

-2.35%

1Y

9.52%

5Y*

4.01%

10Y*

6.25%

FKEMX

YTD

8.02%

1M

-1.98%

6M

-2.42%

1Y

9.52%

5Y*

4.11%

10Y*

6.38%

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. FKEMX - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is higher than FKEMX's 0.77% expense ratio.


FEMKX
Fidelity Emerging Markets
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%
Expense ratio chart for FKEMX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

FEMKX vs. FKEMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Fidelity Emerging Markets K (FKEMX). 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-1.000.001.002.003.004.000.710.71
The chart of Sortino ratio for FEMKX, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.111.11
The chart of Omega ratio for FEMKX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.13
The chart of Calmar ratio for FEMKX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.0014.000.390.40
The chart of Martin ratio for FEMKX, currently valued at 2.95, compared to the broader market0.0020.0040.0060.002.952.95
FEMKX
FKEMX

The current FEMKX Sharpe Ratio is 0.71, which is comparable to the FKEMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FEMKX and FKEMX, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.71
0.71
FEMKX
FKEMX

Dividends

FEMKX vs. FKEMX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.05%, which matches FKEMX's 0.05% 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%
FKEMX
Fidelity Emerging Markets K
0.05%1.24%0.89%1.23%0.27%1.85%0.99%0.61%0.84%0.70%1.67%0.16%

Drawdowns

FEMKX vs. FKEMX - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -71.06%, roughly equal to the maximum FKEMX drawdown of -69.07%. Use the drawdown chart below to compare losses from any high point for FEMKX and FKEMX. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%JulyAugustSeptemberOctoberNovemberDecember
-18.82%
-18.54%
FEMKX
FKEMX

Volatility

FEMKX vs. FKEMX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) and Fidelity Emerging Markets K (FKEMX) have volatilities of 3.40% and 3.45%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.40%
3.45%
FEMKX
FKEMX
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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.

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