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FERCX vs. FSEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FERCX vs. FSEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Asia Fund Class C (FERCX) and Fidelity Emerging Asia Fund (FSEAX). The values are adjusted to include any dividend payments, if applicable.

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FERCX vs. FSEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FERCX
Fidelity Advisor Emerging Asia Fund Class C
0.65%35.65%19.76%12.64%-31.29%-15.75%71.24%29.64%-15.72%45.46%
FSEAX
Fidelity Emerging Asia Fund
0.63%36.43%21.80%13.58%-31.26%-14.91%73.43%30.97%-15.08%45.13%

Returns By Period

The year-to-date returns for both stocks are quite close, with FERCX having a 0.65% return and FSEAX slightly lower at 0.63%. Over the past 10 years, FERCX has underperformed FSEAX with an annualized return of 11.57%, while FSEAX has yielded a comparatively higher 12.43% annualized return.


FERCX

1D
-1.12%
1M
-12.60%
YTD
0.65%
6M
1.94%
1Y
32.91%
3Y*
19.60%
5Y*
1.38%
10Y*
11.57%

FSEAX

1D
-1.14%
1M
-12.47%
YTD
0.63%
6M
2.04%
1Y
33.51%
3Y*
20.81%
5Y*
2.18%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FERCX vs. FSEAX - Expense Ratio Comparison

FERCX has a 1.96% expense ratio, which is higher than FSEAX's 1.02% expense ratio.


Return for Risk

FERCX vs. FSEAX — Risk / Return Rank

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

FERCX
FERCX Risk / Return Rank: 8181
Overall Rank
FERCX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FERCX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FERCX Omega Ratio Rank: 7878
Omega Ratio Rank
FERCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FERCX Martin Ratio Rank: 8080
Martin Ratio Rank

FSEAX
FSEAX Risk / Return Rank: 8383
Overall Rank
FSEAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FSEAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSEAX Omega Ratio Rank: 8181
Omega Ratio Rank
FSEAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSEAX 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.

FERCX vs. FSEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Asia Fund Class C (FERCX) and Fidelity Emerging Asia Fund (FSEAX). 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.


FERCXFSEAXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.62

-0.04

Sortino ratio

Return per unit of downside risk

2.10

2.15

-0.05

Omega ratio

Gain probability vs. loss probability

1.31

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.15

2.23

-0.07

Martin ratio

Return relative to average drawdown

7.79

8.05

-0.26

FERCX vs. FSEAX - Sharpe Ratio Comparison

The current FERCX Sharpe Ratio is 1.58, which is comparable to the FSEAX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FERCX and FSEAX, 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


FERCXFSEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.62

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.10

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.01

Correlation

The correlation between FERCX and FSEAX is 0.98, 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

FERCX vs. FSEAX - Dividend Comparison

FERCX has not paid dividends to shareholders, while FSEAX's dividend yield for the trailing twelve months is around 0.21%.


TTM20252024202320222021202020192018201720162015
FERCX
Fidelity Advisor Emerging Asia Fund Class C
0.00%0.00%0.00%0.00%0.00%14.89%7.03%5.13%6.53%0.03%0.56%0.92%
FSEAX
Fidelity Emerging Asia Fund
0.21%0.22%0.00%0.08%0.00%14.14%14.10%6.15%3.44%0.05%1.26%0.44%

Drawdowns

FERCX vs. FSEAX - Drawdown Comparison

The maximum FERCX drawdown since its inception was -61.15%, smaller than the maximum FSEAX drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for FERCX and FSEAX.


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Drawdown Indicators


FERCXFSEAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.15%

-65.59%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-13.42%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-53.94%

-53.64%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-58.44%

-58.07%

-0.37%

Current Drawdown

Current decline from peak

-13.62%

-13.42%

-0.20%

Average Drawdown

Average peak-to-trough decline

-21.34%

-24.80%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.71%

+0.05%

Volatility

FERCX vs. FSEAX - Volatility Comparison

Fidelity Advisor Emerging Asia Fund Class C (FERCX) and Fidelity Emerging Asia Fund (FSEAX) have volatilities of 9.62% and 9.42%, 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


FERCXFSEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

9.42%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

14.42%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

20.22%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

22.52%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

20.75%

-0.04%