FEMKX vs. VWO
Compare and contrast key facts about Fidelity Emerging Markets (FEMKX) and Vanguard FTSE Emerging Markets ETF (VWO).
FEMKX is managed by Fidelity. It was launched on Nov 1, 1990. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEMKX or VWO.
Key characteristics
| FEMKX | VWO | |
|---|---|---|
| YTD Return | 11.29% | 12.13% |
| 1Y Return | 19.11% | 19.33% |
| 3Y Return (Ann) | -4.24% | -1.23% |
| 5Y Return (Ann) | 6.04% | 4.69% |
| 10Y Return (Ann) | 6.25% | 3.64% |
| Sharpe Ratio | 1.23 | 1.31 |
| Sortino Ratio | 1.82 | 1.90 |
| Omega Ratio | 1.22 | 1.24 |
| Calmar Ratio | 0.64 | 0.80 |
| Martin Ratio | 6.08 | 7.26 |
| Ulcer Index | 3.13% | 2.69% |
| Daily Std Dev | 15.52% | 14.95% |
| Max Drawdown | -71.06% | -67.68% |
| Current Drawdown | -16.38% | -9.74% |
Correlation
The correlation between FEMKX and VWO is 0.88, 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. VWO - Performance Comparison
In the year-to-date period, FEMKX achieves a 11.29% return, which is significantly lower than VWO's 12.13% return. Over the past 10 years, FEMKX has outperformed VWO with an annualized return of 6.25%, while VWO has yielded a comparatively lower 3.64% 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. VWO - Expense Ratio Comparison
FEMKX has a 0.88% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
FEMKX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets (FEMKX) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
FEMKX's dividend yield for the trailing twelve months is around 0.99%, less than VWO's 2.64% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.64% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
FEMKX vs. VWO - Drawdown Comparison
The maximum FEMKX drawdown since its inception was -71.06%, roughly equal to the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FEMKX and VWO. For additional features, visit the drawdowns tool.
Volatility
FEMKX vs. VWO - Volatility Comparison
Fidelity Emerging Markets (FEMKX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 5.00% and 5.08%, 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.