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

Correlation

The correlation between FEMKX and SNXFX is 0.57, 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. SNXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets (FEMKX) and Schwab 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FEMKX:

0.29

SNXFX:

0.64

Sortino Ratio

FEMKX:

0.69

SNXFX:

1.15

Omega Ratio

FEMKX:

1.09

SNXFX:

1.17

Calmar Ratio

FEMKX:

0.24

SNXFX:

0.76

Martin Ratio

FEMKX:

1.19

SNXFX:

2.89

Ulcer Index

FEMKX:

6.43%

SNXFX:

5.05%

Daily Std Dev

FEMKX:

19.69%

SNXFX:

19.91%

Max Drawdown

FEMKX:

-71.06%

SNXFX:

-55.11%

Current Drawdown

FEMKX:

-17.67%

SNXFX:

-3.61%

Returns By Period

In the year-to-date period, FEMKX achieves a 7.33% return, which is significantly higher than SNXFX's 0.98% return. Over the past 10 years, FEMKX has underperformed SNXFX with an annualized return of 5.72%, while SNXFX has yielded a comparatively higher 10.60% annualized return.


FEMKX

YTD

7.33%

1M

11.88%

6M

4.72%

1Y

5.75%

5Y*

6.70%

10Y*

5.72%

SNXFX

YTD

0.98%

1M

10.11%

6M

-0.12%

1Y

12.62%

5Y*

16.66%

10Y*

10.60%

*Annualized

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FEMKX vs. SNXFX - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is higher than SNXFX's 0.05% expense ratio.


Risk-Adjusted Performance

FEMKX vs. SNXFX — 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 4040
Overall Rank
The Sharpe Ratio Rank of FEMKX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMKX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FEMKX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FEMKX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FEMKX is 4242
Martin Ratio Rank

SNXFX
The Risk-Adjusted Performance Rank of SNXFX is 7171
Overall Rank
The Sharpe Ratio Rank of SNXFX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SNXFX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SNXFX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SNXFX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SNXFX is 7272
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. SNXFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Schwab 1000 Index Fund (SNXFX). 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 0.29, which is lower than the SNXFX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FEMKX and SNXFX, 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. SNXFX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.60%, less than SNXFX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FEMKX
Fidelity Emerging Markets
0.60%0.65%1.11%0.77%1.06%0.20%1.71%0.81%0.49%0.67%0.51%1.24%
SNXFX
Schwab 1000 Index Fund
1.22%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%4.38%

Drawdowns

FEMKX vs. SNXFX - Drawdown Comparison

The maximum FEMKX drawdown since its inception was -71.06%, which is greater than SNXFX's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FEMKX and SNXFX. For additional features, visit the drawdowns tool.


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Volatility

FEMKX vs. SNXFX - Volatility Comparison

The current volatility for Fidelity Emerging Markets (FEMKX) is 4.80%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 6.11%. This indicates that FEMKX experiences smaller price fluctuations and is considered to be less risky than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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