FEMKX vs. VEMAX
Compare and contrast key facts about Fidelity Emerging Markets (FEMKX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
FEMKX is managed by Fidelity. It was launched on Nov 1, 1990. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEMKX or VEMAX.
Key characteristics
| FEMKX | VEMAX | |
|---|---|---|
| YTD Return | 11.29% | 12.64% |
| 1Y Return | 19.11% | 19.81% |
| 3Y Return (Ann) | -4.24% | -1.01% |
| 5Y Return (Ann) | 6.04% | 4.73% |
| 10Y Return (Ann) | 6.25% | 3.71% |
| Sharpe Ratio | 1.23 | 1.56 |
| Sortino Ratio | 1.82 | 2.22 |
| Omega Ratio | 1.22 | 1.28 |
| Calmar Ratio | 0.64 | 0.82 |
| Martin Ratio | 6.08 | 8.31 |
| Ulcer Index | 3.13% | 2.40% |
| Daily Std Dev | 15.52% | 12.81% |
| Max Drawdown | -71.06% | -66.45% |
| Current Drawdown | -16.38% | -9.16% |
Correlation
The correlation between FEMKX and VEMAX is 0.95, 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.
Performance
FEMKX vs. VEMAX - Performance Comparison
In the year-to-date period, FEMKX achieves a 11.29% return, which is significantly lower than VEMAX's 12.64% return. Over the past 10 years, FEMKX has outperformed VEMAX with an annualized return of 6.25%, while VEMAX has yielded a comparatively lower 3.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FEMKX vs. VEMAX - Expense Ratio Comparison
FEMKX has a 0.88% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
FEMKX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
Dividends
FEMKX vs. VEMAX - Dividend Comparison
FEMKX's dividend yield for the trailing twelve months is around 0.99%, less than VEMAX's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMKX Fidelity Emerging Markets | 0.99% | 1.11% | 0.77% | 1.06% | 0.20% | 1.71% | 0.81% | 0.49% | 0.67% | 0.51% | 1.24% | 0.08% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.57% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% | 2.76% |
Drawdowns
FEMKX vs. VEMAX - Drawdown Comparison
The maximum FEMKX drawdown since its inception was -71.06%, which is greater than VEMAX's maximum drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for FEMKX and VEMAX. For additional features, visit the drawdowns tool.
Volatility
FEMKX vs. VEMAX - Volatility Comparison
Fidelity Emerging Markets (FEMKX) has a higher volatility of 5.00% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 4.46%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.