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FEMVX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMVX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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FEMVX vs. FPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FEMVX
Fidelity SAI Emerging Markets Value Index Fund
3.44%33.95%11.68%17.43%-16.98%6.02%35.70%
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%44.57%

Returns By Period

In the year-to-date period, FEMVX achieves a 3.44% return, which is significantly higher than FPADX's 0.22% return.


FEMVX

1D
-0.74%
1M
-11.53%
YTD
3.44%
6M
11.46%
1Y
34.15%
3Y*
20.03%
5Y*
8.45%
10Y*

FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMVX vs. FPADX - Expense Ratio Comparison

FEMVX has a 0.22% expense ratio, which is higher than FPADX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FEMVX vs. FPADX — Risk / Return Rank

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

FEMVX
FEMVX Risk / Return Rank: 9090
Overall Rank
FEMVX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FEMVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FEMVX Omega Ratio Rank: 8989
Omega Ratio Rank
FEMVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FEMVX Martin Ratio Rank: 8989
Martin Ratio Rank

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
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.

FEMVX vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


FEMVXFPADXDifference

Sharpe ratio

Return per unit of total volatility

1.99

1.64

+0.35

Sortino ratio

Return per unit of downside risk

2.56

2.18

+0.39

Omega ratio

Gain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratio

Return relative to maximum drawdown

2.58

1.98

+0.59

Martin ratio

Return relative to average drawdown

9.89

8.08

+1.81

FEMVX vs. FPADX - Sharpe Ratio Comparison

The current FEMVX Sharpe Ratio is 1.99, which is comparable to the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FEMVX and FPADX, 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


FEMVXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.64

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.21

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.27

+0.63

Correlation

The correlation between FEMVX and FPADX is 0.96, 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. FPADX - Dividend Comparison

FEMVX's dividend yield for the trailing twelve months is around 3.83%, more than FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
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%
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Drawdowns

FEMVX vs. FPADX - Drawdown Comparison

The maximum FEMVX drawdown since its inception was -30.54%, smaller than the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FEMVX and FPADX.


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Drawdown Indicators


FEMVXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-30.54%

-39.16%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-13.28%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-30.54%

-37.04%

+6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-12.20%

-13.28%

+1.08%

Average Drawdown

Average peak-to-trough decline

-7.85%

-13.39%

+5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.26%

-0.08%

Volatility

FEMVX vs. FPADX - Volatility Comparison

Fidelity SAI Emerging Markets Value Index Fund (FEMVX) and Fidelity Emerging Markets Index Fund (FPADX) have volatilities of 8.58% and 8.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMVXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

8.84%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

13.29%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

17.59%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

16.64%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

17.60%

-1.88%