PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FEMSX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEMSX and FTIHX is 0.87, 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.


-0.50.00.51.00.9

Performance

FEMSX vs. FTIHX - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2025FebruaryMarch
60.77%
87.17%
FEMSX
FTIHX

Key characteristics

Sharpe Ratio

FEMSX:

0.76

FTIHX:

0.85

Sortino Ratio

FEMSX:

1.18

FTIHX:

1.26

Omega Ratio

FEMSX:

1.14

FTIHX:

1.15

Calmar Ratio

FEMSX:

0.36

FTIHX:

1.06

Martin Ratio

FEMSX:

2.18

FTIHX:

2.64

Ulcer Index

FEMSX:

5.53%

FTIHX:

3.98%

Daily Std Dev

FEMSX:

15.90%

FTIHX:

12.38%

Max Drawdown

FEMSX:

-48.97%

FTIHX:

-35.75%

Current Drawdown

FEMSX:

-24.29%

FTIHX:

-1.57%

Returns By Period

In the year-to-date period, FEMSX achieves a 5.62% return, which is significantly lower than FTIHX's 7.45% return.


FEMSX

YTD

5.62%

1M

2.54%

6M

7.10%

1Y

11.71%

5Y*

2.96%

10Y*

3.59%

FTIHX

YTD

7.45%

1M

3.59%

6M

3.65%

1Y

9.79%

5Y*

8.02%

10Y*

N/A

*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. FTIHX - Expense Ratio Comparison

FEMSX has a 0.01% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FTIHX
Fidelity Total International Index Fund
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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. FTIHX — 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 5050
Overall Rank
The Sharpe Ratio Rank of FEMSX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMSX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FEMSX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FEMSX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FEMSX is 4747
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 5959
Overall Rank
The Sharpe Ratio Rank of FTIHX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 5252
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. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Opportunities Fund (FEMSX) and Fidelity Total International Index Fund (FTIHX). 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 0.86, compared to the broader market-1.000.001.002.003.004.000.860.97
The chart of Sortino ratio for FEMSX, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.001.311.41
The chart of Omega ratio for FEMSX, currently valued at 1.16, compared to the broader market1.002.003.001.161.17
The chart of Calmar ratio for FEMSX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.411.20
The chart of Martin ratio for FEMSX, currently valued at 2.46, compared to the broader market0.0020.0040.0060.0080.002.463.00
FEMSX
FTIHX

The current FEMSX Sharpe Ratio is 0.76, which is comparable to the FTIHX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FEMSX and FTIHX, 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 Ratio0.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
0.86
0.97
FEMSX
FTIHX

Dividends

FEMSX vs. FTIHX - Dividend Comparison

FEMSX's dividend yield for the trailing twelve months is around 1.97%, less than FTIHX's 2.68% yield.


TTM20242023202220212020201920182017201620152014
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
1.96%2.08%2.82%2.39%3.26%1.33%2.41%2.47%1.81%1.24%1.27%0.83%
FTIHX
Fidelity Total International Index Fund
2.66%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

FEMSX vs. FTIHX - Drawdown Comparison

The maximum FEMSX drawdown since its inception was -48.97%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FEMSX and FTIHX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-23.98%
-0.76%
FEMSX
FTIHX

Volatility

FEMSX vs. FTIHX - Volatility Comparison

Fidelity Series Emerging Markets Opportunities Fund (FEMSX) has a higher volatility of 5.25% compared to Fidelity Total International Index Fund (FTIHX) at 3.67%. This indicates that FEMSX's price experiences larger fluctuations and is considered to be riskier than FTIHX 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%OctoberNovemberDecember2025FebruaryMarch
5.25%
3.67%
FEMSX
FTIHX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab