FEMVX vs. EDIV
Compare and contrast key facts about Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and SPDR S&P Emerging Markets Dividend ETF (EDIV).
FEMVX is managed by Fidelity. It was launched on May 11, 2020. EDIV is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Dividend Opportunities Index. It was launched on Feb 23, 2011.
Performance
FEMVX vs. EDIV - Performance Comparison
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FEMVX vs. EDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEMVX Fidelity SAI Emerging Markets Value Index Fund | 3.44% | 33.95% | 11.68% | 17.43% | -16.98% | 6.02% | 35.70% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 1.66% | 16.45% | 12.75% | 41.91% | -15.31% | 11.21% | 20.12% |
Returns By Period
In the year-to-date period, FEMVX achieves a 3.44% return, which is significantly higher than EDIV's 1.66% return.
FEMVX
- 1D
- -0.74%
- 1M
- -11.53%
- YTD
- 3.44%
- 6M
- 11.46%
- 1Y
- 34.15%
- 3Y*
- 20.03%
- 5Y*
- 8.45%
- 10Y*
- —
EDIV
- 1D
- 2.23%
- 1M
- -7.27%
- YTD
- 1.66%
- 6M
- 3.11%
- 1Y
- 16.06%
- 3Y*
- 20.08%
- 5Y*
- 10.60%
- 10Y*
- 8.38%
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FEMVX vs. EDIV - Expense Ratio Comparison
FEMVX has a 0.22% expense ratio, which is lower than EDIV's 0.49% expense ratio.
Return for Risk
FEMVX vs. EDIV — Risk / Return Rank
FEMVX
EDIV
FEMVX vs. EDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.
| FEMVX | EDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.17 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.65 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.24 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 1.50 | +1.07 |
Martin ratioReturn relative to average drawdown | 9.89 | 5.52 | +4.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEMVX | EDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.17 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.77 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.15 | +0.75 |
Correlation
The correlation between FEMVX and EDIV 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.
Dividends
FEMVX vs. EDIV - Dividend Comparison
FEMVX's dividend yield for the trailing twelve months is around 3.83%, less than EDIV's 4.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMVX Fidelity SAI Emerging Markets Value Index Fund | 3.83% | 3.97% | 3.65% | 4.73% | 4.87% | 5.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.71% | 4.69% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% |
Drawdowns
FEMVX vs. EDIV - Drawdown Comparison
The maximum FEMVX drawdown since its inception was -30.54%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for FEMVX and EDIV.
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Drawdown Indicators
| FEMVX | EDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.54% | -53.36% | +22.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -10.36% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.54% | -28.32% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.76% | — |
Current DrawdownCurrent decline from peak | -12.20% | -8.36% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -19.53% | +11.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.82% | +0.36% |
Volatility
FEMVX vs. EDIV - Volatility Comparison
Fidelity SAI Emerging Markets Value Index Fund (FEMVX) has a higher volatility of 8.58% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 6.31%. This indicates that FEMVX's price experiences larger fluctuations and is considered to be riskier than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEMVX | EDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 6.31% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 9.12% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 13.77% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 13.81% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 17.58% | -1.86% |