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

Key characteristics


FEMKXSNXFX
YTD Return13.00%27.09%
1Y Return20.86%38.61%
3Y Return (Ann)-3.76%9.34%
5Y Return (Ann)6.41%15.64%
10Y Return (Ann)6.41%13.07%
Sharpe Ratio1.433.23
Sortino Ratio2.094.27
Omega Ratio1.261.60
Calmar Ratio0.744.77
Martin Ratio7.0821.16
Ulcer Index3.11%1.93%
Daily Std Dev15.47%12.59%
Max Drawdown-71.06%-55.08%
Current Drawdown-15.10%0.00%

Correlation

-0.50.00.51.00.6

The correlation between FEMKX and SNXFX is 0.58, 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

In the year-to-date period, FEMKX achieves a 13.00% return, which is significantly lower than SNXFX's 27.09% return. Over the past 10 years, FEMKX has underperformed SNXFX with an annualized return of 6.41%, while SNXFX has yielded a comparatively higher 13.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.04%
15.25%
FEMKX
SNXFX

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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.


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 SNXFX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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.


FEMKX
Sharpe ratio
The chart of Sharpe ratio for FEMKX, currently valued at 1.43, compared to the broader market0.002.004.001.43
Sortino ratio
The chart of Sortino ratio for FEMKX, currently valued at 2.09, compared to the broader market0.005.0010.002.09
Omega ratio
The chart of Omega ratio for FEMKX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for FEMKX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.0025.000.74
Martin ratio
The chart of Martin ratio for FEMKX, currently valued at 7.08, compared to the broader market0.0020.0040.0060.0080.00100.007.08
SNXFX
Sharpe ratio
The chart of Sharpe ratio for SNXFX, currently valued at 3.23, compared to the broader market0.002.004.003.23
Sortino ratio
The chart of Sortino ratio for SNXFX, currently valued at 4.27, compared to the broader market0.005.0010.004.27
Omega ratio
The chart of Omega ratio for SNXFX, currently valued at 1.60, compared to the broader market1.002.003.004.001.60
Calmar ratio
The chart of Calmar ratio for SNXFX, currently valued at 4.77, compared to the broader market0.005.0010.0015.0020.0025.004.77
Martin ratio
The chart of Martin ratio for SNXFX, currently valued at 21.16, compared to the broader market0.0020.0040.0060.0080.00100.0021.16

FEMKX vs. SNXFX - Sharpe Ratio Comparison

The current FEMKX Sharpe Ratio is 1.43, which is lower than the SNXFX Sharpe Ratio of 3.23. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.43
3.23
FEMKX
SNXFX

Dividends

FEMKX vs. SNXFX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.98%, less than SNXFX's 1.11% yield.


TTM20232022202120202019201820172016201520142013
FEMKX
Fidelity Emerging Markets
0.98%1.11%0.77%1.06%0.20%1.71%0.81%0.49%0.67%0.51%1.24%0.08%
SNXFX
Schwab 1000 Index Fund
1.11%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%1.54%

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 -55.08%. Use the drawdown chart below to compare losses from any high point for FEMKX and SNXFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.10%
0
FEMKX
SNXFX

Volatility

FEMKX vs. SNXFX - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 4.81% compared to Schwab 1000 Index Fund (SNXFX) at 3.97%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than SNXFX 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%JuneJulyAugustSeptemberOctoberNovember
4.81%
3.97%
FEMKX
SNXFX