FEMVX vs. ESCIX
Compare and contrast key facts about Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX).
FEMVX is managed by Fidelity. It was launched on May 11, 2020. ESCIX is managed by Ashmore. It was launched on Oct 3, 2011.
Performance
FEMVX vs. ESCIX - Performance Comparison
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FEMVX vs. ESCIX - 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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 8.91% | 26.07% | 3.55% | 19.64% | -24.45% | 11.93% | 72.84% |
Returns By Period
In the year-to-date period, FEMVX achieves a 3.44% return, which is significantly lower than ESCIX's 8.91% return.
FEMVX
- 1D
- -0.74%
- 1M
- -11.53%
- YTD
- 3.44%
- 6M
- 11.46%
- 1Y
- 34.15%
- 3Y*
- 20.03%
- 5Y*
- 8.45%
- 10Y*
- —
ESCIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 8.91%
- 6M
- 13.79%
- 1Y
- 41.15%
- 3Y*
- 16.77%
- 5Y*
- 5.75%
- 10Y*
- 9.84%
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FEMVX vs. ESCIX - Expense Ratio Comparison
FEMVX has a 0.22% expense ratio, which is lower than ESCIX's 1.52% expense ratio.
Return for Risk
FEMVX vs. ESCIX — Risk / Return Rank
FEMVX
ESCIX
FEMVX vs. ESCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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 | ESCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 2.59 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.56 | 3.42 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.53 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.47 | +0.10 |
Martin ratioReturn relative to average drawdown | 9.89 | 14.33 | -4.44 |
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 | ESCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.59 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.37 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.39 | +0.51 |
Correlation
The correlation between FEMVX and ESCIX is 0.70, 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. ESCIX - Dividend Comparison
FEMVX's dividend yield for the trailing twelve months is around 3.83%, more than ESCIX's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 0.42% | 0.91% | 0.00% | 0.56% | 0.60% | 0.00% | 0.00% | 0.13% | 0.11% | 1.66% | 1.16% |
Drawdowns
FEMVX vs. ESCIX - Drawdown Comparison
The maximum FEMVX drawdown since its inception was -30.54%, smaller than the maximum ESCIX drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for FEMVX and ESCIX.
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Drawdown Indicators
| FEMVX | ESCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.54% | -48.76% | +18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.84% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -30.54% | -36.59% | +6.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.76% | — |
Current DrawdownCurrent decline from peak | -12.20% | -0.74% | -11.46% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -13.45% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.49% | +0.69% |
Volatility
FEMVX vs. ESCIX - Volatility Comparison
Fidelity SAI Emerging Markets Value Index Fund (FEMVX) has a higher volatility of 8.58% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that FEMVX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEMVX | ESCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 0.00% | +8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 8.91% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 15.75% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 15.86% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 17.64% | -1.92% |