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FEMSX vs. SIVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMSX vs. SIVLX - Performance Comparison

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

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FEMSX vs. SIVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
5.44%37.92%7.84%14.23%-23.95%-5.14%24.72%28.87%-16.20%48.22%
SIVLX
Seafarer Overseas Value Fund Institutional Class
3.00%37.79%-3.34%13.38%-0.74%10.05%4.05%21.98%-13.91%23.02%

Returns By Period

In the year-to-date period, FEMSX achieves a 5.44% return, which is significantly higher than SIVLX's 3.00% return.


FEMSX

1D
3.55%
1M
-8.32%
YTD
5.44%
6M
10.54%
1Y
38.82%
3Y*
19.32%
5Y*
4.35%
10Y*
10.88%

SIVLX

1D
1.63%
1M
-9.66%
YTD
3.00%
6M
7.86%
1Y
33.96%
3Y*
14.01%
5Y*
9.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMSX vs. SIVLX - Expense Ratio Comparison

FEMSX has a 0.01% expense ratio, which is lower than SIVLX's 1.05% expense ratio.


Return for Risk

FEMSX vs. SIVLX — Risk / Return Rank

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

FEMSX
FEMSX Risk / Return Rank: 9292
Overall Rank
FEMSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEMSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FEMSX Omega Ratio Rank: 8989
Omega Ratio Rank
FEMSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FEMSX Martin Ratio Rank: 9292
Martin Ratio Rank

SIVLX
SIVLX Risk / Return Rank: 9393
Overall Rank
SIVLX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SIVLX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SIVLX Omega Ratio Rank: 9696
Omega Ratio Rank
SIVLX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SIVLX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEMSX vs. SIVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Opportunities Fund (FEMSX) and Seafarer Overseas Value Fund Institutional Class (SIVLX). 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.


FEMSXSIVLXDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.82

-0.74

Sortino ratio

Return per unit of downside risk

2.68

3.40

-0.72

Omega ratio

Gain probability vs. loss probability

1.40

1.56

-0.16

Calmar ratio

Return relative to maximum drawdown

2.89

2.68

+0.21

Martin ratio

Return relative to average drawdown

11.41

10.66

+0.76

FEMSX vs. SIVLX - Sharpe Ratio Comparison

The current FEMSX Sharpe Ratio is 2.08, which is comparable to the SIVLX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of FEMSX and SIVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEMSXSIVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.82

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.84

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.75

-0.25

Correlation

The correlation between FEMSX and SIVLX is 0.73, 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.


Dividends

FEMSX vs. SIVLX - Dividend Comparison

FEMSX's dividend yield for the trailing twelve months is around 2.32%, less than SIVLX's 4.90% yield.


TTM20252024202320222021202020192018201720162015
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
2.32%2.45%2.08%2.82%2.39%12.83%2.99%2.48%9.42%8.98%1.46%1.27%
SIVLX
Seafarer Overseas Value Fund Institutional Class
4.90%5.05%4.23%2.93%1.70%3.56%1.38%3.06%3.30%3.41%0.00%0.00%

Drawdowns

FEMSX vs. SIVLX - Drawdown Comparison

The maximum FEMSX drawdown since its inception was -44.16%, which is greater than SIVLX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for FEMSX and SIVLX.


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Drawdown Indicators


FEMSXSIVLXDifference

Max Drawdown

Largest peak-to-trough decline

-44.16%

-33.09%

-11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-12.51%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-41.64%

-16.39%

-25.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

Current Drawdown

Current decline from peak

-10.35%

-11.08%

+0.73%

Average Drawdown

Average peak-to-trough decline

-13.52%

-5.60%

-7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.15%

+0.25%

Volatility

FEMSX vs. SIVLX - Volatility Comparison

Fidelity Series Emerging Markets Opportunities Fund (FEMSX) has a higher volatility of 10.41% compared to Seafarer Overseas Value Fund Institutional Class (SIVLX) at 6.54%. This indicates that FEMSX's price experiences larger fluctuations and is considered to be riskier than SIVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMSXSIVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

6.54%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

9.18%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

12.64%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

11.51%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

12.56%

+6.57%