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FEMSX vs. FDIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEMSX and FDIVX is 0.79, 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.


-0.50.00.51.00.8

Performance

FEMSX vs. FDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Emerging Markets Opportunities Fund (FEMSX) and Fidelity Diversified International Fund (FDIVX). The values are adjusted to include any dividend payments, if applicable.

180.00%190.00%200.00%210.00%220.00%230.00%AugustSeptemberOctoberNovemberDecember2025
199.63%
204.58%
FEMSX
FDIVX

Key characteristics

Sharpe Ratio

FEMSX:

0.98

FDIVX:

0.89

Sortino Ratio

FEMSX:

1.46

FDIVX:

1.29

Omega Ratio

FEMSX:

1.18

FDIVX:

1.16

Calmar Ratio

FEMSX:

0.41

FDIVX:

0.52

Martin Ratio

FEMSX:

2.94

FDIVX:

2.92

Ulcer Index

FEMSX:

5.04%

FDIVX:

4.13%

Daily Std Dev

FEMSX:

15.17%

FDIVX:

13.59%

Max Drawdown

FEMSX:

-48.97%

FDIVX:

-59.31%

Current Drawdown

FEMSX:

-26.68%

FDIVX:

-14.47%

Returns By Period

In the year-to-date period, FEMSX achieves a 2.29% return, which is significantly lower than FDIVX's 5.86% return. Over the past 10 years, FEMSX has underperformed FDIVX with an annualized return of 3.14%, while FDIVX has yielded a comparatively higher 3.76% annualized return.


FEMSX

YTD

2.29%

1M

1.02%

6M

3.06%

1Y

13.32%

5Y*

0.79%

10Y*

3.14%

FDIVX

YTD

5.86%

1M

4.81%

6M

1.78%

1Y

10.46%

5Y*

3.05%

10Y*

3.76%

*Annualized

Compare stocks, funds, or ETFs

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


FEMSX vs. FDIVX - Expense Ratio Comparison

FEMSX has a 0.01% expense ratio, which is lower than FDIVX's 1.01% expense ratio.


FDIVX
Fidelity Diversified International Fund
Expense ratio chart for FDIVX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FEMSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

FEMSX vs. FDIVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEMSX
The Risk-Adjusted Performance Rank of FEMSX is 4141
Overall Rank
The Sharpe Ratio Rank of FEMSX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMSX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FEMSX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FEMSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FEMSX is 3838
Martin Ratio Rank

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 3838
Overall Rank
The Sharpe Ratio Rank of FDIVX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEMSX vs. FDIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Opportunities Fund (FEMSX) and Fidelity Diversified International Fund (FDIVX). 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 FEMSX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.980.89
The chart of Sortino ratio for FEMSX, currently valued at 1.46, compared to the broader market0.005.0010.001.461.29
The chart of Omega ratio for FEMSX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.16
The chart of Calmar ratio for FEMSX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.410.52
The chart of Martin ratio for FEMSX, currently valued at 2.94, compared to the broader market0.0020.0040.0060.0080.002.942.92
FEMSX
FDIVX

The current FEMSX Sharpe Ratio is 0.98, which is comparable to the FDIVX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FEMSX and FDIVX, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.98
0.89
FEMSX
FDIVX

Dividends

FEMSX vs. FDIVX - Dividend Comparison

FEMSX's dividend yield for the trailing twelve months is around 2.03%, more than FDIVX's 1.94% yield.


TTM20242023202220212020201920182017201620152014
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
2.03%2.08%2.82%2.39%3.26%1.33%2.41%2.47%1.81%1.24%2.53%1.67%
FDIVX
Fidelity Diversified International Fund
1.94%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%

Drawdowns

FEMSX vs. FDIVX - Drawdown Comparison

The maximum FEMSX drawdown since its inception was -48.97%, smaller than the maximum FDIVX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for FEMSX and FDIVX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-26.68%
-14.47%
FEMSX
FDIVX

Volatility

FEMSX vs. FDIVX - Volatility Comparison

Fidelity Series Emerging Markets Opportunities Fund (FEMSX) has a higher volatility of 3.66% compared to Fidelity Diversified International Fund (FDIVX) at 3.32%. This indicates that FEMSX's price experiences larger fluctuations and is considered to be riskier than FDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.66%
3.32%
FEMSX
FDIVX
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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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