PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FERGX vs. FPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FERGX and FPADX is 1.00, 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.


-0.50.00.51.01.0

Performance

FERGX vs. FPADX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
3.99%
4.01%
FERGX
FPADX

Key characteristics

Sharpe Ratio

FERGX:

1.01

FPADX:

1.03

Sortino Ratio

FERGX:

1.49

FPADX:

1.51

Omega Ratio

FERGX:

1.18

FPADX:

1.19

Calmar Ratio

FERGX:

0.56

FPADX:

0.57

Martin Ratio

FERGX:

2.94

FPADX:

2.99

Ulcer Index

FERGX:

4.83%

FPADX:

4.78%

Daily Std Dev

FERGX:

14.02%

FPADX:

13.95%

Max Drawdown

FERGX:

-39.27%

FPADX:

-39.16%

Current Drawdown

FERGX:

-13.98%

FPADX:

-13.68%

Returns By Period

The year-to-date returns for both stocks are quite close, with FERGX having a 6.80% return and FPADX slightly lower at 6.69%.


FERGX

YTD

6.80%

1M

5.17%

6M

3.99%

1Y

12.88%

5Y*

3.11%

10Y*

N/A

FPADX

YTD

6.69%

1M

5.08%

6M

4.01%

1Y

12.93%

5Y*

3.26%

10Y*

3.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FERGX vs. FPADX - Expense Ratio Comparison

Both FERGX and FPADX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FERGX
Fidelity SAI Emerging Markets Index Fund
Expense ratio chart for FERGX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FPADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FERGX vs. FPADX — Risk-Adjusted Performance Rank

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

FERGX
The Risk-Adjusted Performance Rank of FERGX is 4949
Overall Rank
The Sharpe Ratio Rank of FERGX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FERGX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FERGX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FERGX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FERGX is 4545
Martin Ratio Rank

FPADX
The Risk-Adjusted Performance Rank of FPADX is 5050
Overall Rank
The Sharpe Ratio Rank of FPADX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FPADX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FPADX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FPADX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FPADX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FERGX vs. FPADX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FERGX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.011.03
The chart of Sortino ratio for FERGX, currently valued at 1.49, compared to the broader market0.002.004.006.008.0010.0012.001.491.51
The chart of Omega ratio for FERGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.19
The chart of Calmar ratio for FERGX, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.560.57
The chart of Martin ratio for FERGX, currently valued at 2.94, compared to the broader market0.0020.0040.0060.0080.002.942.99
FERGX
FPADX

The current FERGX Sharpe Ratio is 1.01, which is comparable to the FPADX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FERGX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.01
1.03
FERGX
FPADX

Dividends

FERGX vs. FPADX - Dividend Comparison

FERGX's dividend yield for the trailing twelve months is around 2.25%, less than FPADX's 2.53% yield.


TTM20242023202220212020201920182017201620152014
FERGX
Fidelity SAI Emerging Markets Index Fund
2.25%2.40%2.67%2.51%2.90%1.49%2.49%2.58%1.82%1.12%0.00%0.00%
FPADX
Fidelity Emerging Markets Index Fund
2.53%2.70%2.68%2.47%2.14%1.50%2.59%2.20%1.76%1.69%2.47%2.03%

Drawdowns

FERGX vs. FPADX - Drawdown Comparison

The maximum FERGX drawdown since its inception was -39.27%, roughly equal to the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FERGX and FPADX. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%SeptemberOctoberNovemberDecember2025February
-13.98%
-13.68%
FERGX
FPADX

Volatility

FERGX vs. FPADX - Volatility Comparison

Fidelity SAI Emerging Markets Index Fund (FERGX) and Fidelity Emerging Markets Index Fund (FPADX) have volatilities of 3.90% and 3.85%, 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.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.90%
3.85%
FERGX
FPADX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab