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

Correlation

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.


-0.50.00.51.00.6

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.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
387.64%
2,174.25%
FEMKX
SNXFX

Key characteristics

Sharpe Ratio

FEMKX:

0.71

SNXFX:

2.03

Sortino Ratio

FEMKX:

1.11

SNXFX:

2.71

Omega Ratio

FEMKX:

1.13

SNXFX:

1.38

Calmar Ratio

FEMKX:

0.39

SNXFX:

3.04

Martin Ratio

FEMKX:

2.95

SNXFX:

12.90

Ulcer Index

FEMKX:

3.74%

SNXFX:

2.02%

Daily Std Dev

FEMKX:

15.51%

SNXFX:

12.82%

Max Drawdown

FEMKX:

-71.06%

SNXFX:

-55.08%

Current Drawdown

FEMKX:

-18.82%

SNXFX:

-4.09%

Returns By Period

In the year-to-date period, FEMKX achieves a 8.05% return, which is significantly lower than SNXFX's 24.07% return. Over the past 10 years, FEMKX has underperformed SNXFX with an annualized return of 6.25%, while SNXFX has yielded a comparatively higher 12.55% annualized return.


FEMKX

YTD

8.05%

1M

-1.85%

6M

-2.35%

1Y

9.52%

5Y*

4.01%

10Y*

6.25%

SNXFX

YTD

24.07%

1M

-1.68%

6M

8.47%

1Y

24.46%

5Y*

14.08%

10Y*

12.55%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for FEMKX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.000.712.03
The chart of Sortino ratio for FEMKX, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.112.71
The chart of Omega ratio for FEMKX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.38
The chart of Calmar ratio for FEMKX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.0014.000.393.04
The chart of Martin ratio for FEMKX, currently valued at 2.95, compared to the broader market0.0020.0040.0060.002.9512.90
FEMKX
SNXFX

The current FEMKX Sharpe Ratio is 0.71, which is lower than the SNXFX Sharpe Ratio of 2.03. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.71
2.03
FEMKX
SNXFX

Dividends

FEMKX vs. SNXFX - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 0.05%, while SNXFX has not paid dividends to shareholders.


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%
SNXFX
Schwab 1000 Index Fund
0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-18.82%
-4.09%
FEMKX
SNXFX

Volatility

FEMKX vs. SNXFX - Volatility Comparison

The current volatility for Fidelity Emerging Markets (FEMKX) is 3.40%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 4.18%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
4.18%
FEMKX
SNXFX
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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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