FEMSX vs. SPEM

In the year-to-date period, FEMSX achieves a 6.77% return, which is significantly higher than SPEM's 5.21% return. Over the past 10 years, FEMSX has underperformed SPEM with an annualized return of 3.07%, while SPEM has yielded a comparatively higher 4.19% annualized return.

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FEMSX has a 0.01% expense ratio, which is lower than SPEM's 0.11% 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%.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Opportunities Fund (FEMSX) and SPDR Portfolio Emerging Markets ETF (SPEM). 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.

The current FEMSX Sharpe Ratio is 0.44, which is comparable to the SPEM Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FEMSX and SPEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FEMSX's dividend yield for the trailing twelve months is around 1.95%, less than SPEM's 2.64% yield.

The maximum FEMSX drawdown since its inception was -48.97%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for FEMSX and SPEM. For additional features, visit the drawdowns tool.