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

Key characteristics


FEMKXVWO
YTD Return6.77%6.67%
1Y Return17.06%14.62%
3Y Return (Ann)-3.75%-2.22%
5Y Return (Ann)6.98%4.58%
10Y Return (Ann)5.85%3.21%
Sharpe Ratio1.170.96
Daily Std Dev13.72%13.91%
Max Drawdown-71.08%-67.68%
Current Drawdown-19.79%-14.14%

Correlation

-0.50.00.51.00.9

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

The year-to-date returns for both stocks are quite close, with FEMKX having a 6.77% return and VWO slightly lower at 6.67%. Over the past 10 years, FEMKX has outperformed VWO with an annualized return of 5.85%, while VWO has yielded a comparatively lower 3.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


160.00%180.00%200.00%220.00%240.00%260.00%December2024FebruaryMarchAprilMay
257.05%
188.10%
FEMKX
VWO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Emerging Markets

Vanguard FTSE Emerging Markets ETF

FEMKX vs. VWO - Expense Ratio Comparison

FEMKX has a 0.88% expense ratio, which is higher than VWO's 0.08% 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 VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


FEMKX
Sharpe ratio
The chart of Sharpe ratio for FEMKX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.001.17
Sortino ratio
The chart of Sortino ratio for FEMKX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.0012.001.78
Omega ratio
The chart of Omega ratio for FEMKX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.20
Calmar ratio
The chart of Calmar ratio for FEMKX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.000.48
Martin ratio
The chart of Martin ratio for FEMKX, currently valued at 3.32, compared to the broader market0.0020.0040.0060.003.32
VWO
Sharpe ratio
The chart of Sharpe ratio for VWO, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.000.96
Sortino ratio
The chart of Sortino ratio for VWO, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.45
Omega ratio
The chart of Omega ratio for VWO, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for VWO, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.000.48
Martin ratio
The chart of Martin ratio for VWO, currently valued at 2.74, compared to the broader market0.0020.0040.0060.002.74

FEMKX vs. VWO - Sharpe Ratio Comparison

The current FEMKX Sharpe Ratio is 1.17, which roughly equals the VWO Sharpe Ratio of 0.96. The chart below compares the 12-month rolling Sharpe Ratio of FEMKX and VWO.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
1.17
0.96
FEMKX
VWO

Dividends

FEMKX vs. VWO - Dividend Comparison

FEMKX's dividend yield for the trailing twelve months is around 1.04%, less than VWO's 3.33% yield.


TTM20232022202120202019201820172016201520142013
FEMKX
Fidelity Emerging Markets
1.04%1.11%0.77%6.00%1.39%1.71%0.83%0.58%0.67%0.51%0.69%0.08%
VWO
Vanguard FTSE Emerging Markets ETF
3.33%3.52%4.11%2.63%1.91%3.23%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 -71.08%, which is greater than VWO's maximum 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.


-30.00%-25.00%-20.00%-15.00%December2024FebruaryMarchAprilMay
-19.79%
-14.14%
FEMKX
VWO

Volatility

FEMKX vs. VWO - Volatility Comparison

Fidelity Emerging Markets (FEMKX) has a higher volatility of 4.37% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.90%. This indicates that FEMKX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
4.37%
3.90%
FEMKX
VWO