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FERGX vs. GLLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FERGX vs. GLLSX

Last updated Apr 3, 2026

Compare and contrast key facts about Fidelity SAI Emerging Markets Index Fund (FERGX) and abrdn Emerging Markets ex-China Fund (GLLSX).

FERGX is managed by Fidelity. It was launched on Jan 4, 2016. GLLSX is managed by Aberdeen. It was launched on Aug 29, 2000.

Performance

FERGX vs. GLLSX - Performance Comparison

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

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FERGX vs. GLLSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FERGX
Fidelity SAI Emerging Markets Index Fund		4.37%33.86%6.59%9.41%-20.19%-3.05%17.46%18.22%-14.52%33.62%
GLLSX
abrdn Emerging Markets ex-China Fund		11.26%34.81%0.73%21.35%-23.04%36.50%15.93%23.64%-11.50%22.17%

Returns By Period

In the year-to-date period, FERGX achieves a 4.37% return, which is significantly lower than GLLSX's 11.26% return.

FERGX

1D
0.99%
1M
-2.85%
YTD
4.37%
6M
7.44%
1Y
33.58%
3Y*
16.07%
5Y*
3.88%
10Y*
—

GLLSX

1D
2.23%
1M
-2.24%
YTD
11.26%
6M
20.31%
1Y
54.57%
3Y*
19.80%
5Y*
13.09%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Fidelity SAI Emerging Markets Index Fund

abrdn Emerging Markets ex-China Fund

Often compared with FERGX:
FERGX vs. FGOMXFERGX vs. EEMFERGX vs. FPADXFERGX vs. VWOFERGX vs. FSISXFERGX vs. IEMGFERGX vs. VFINX
Often compared with GLLSX:
GLLSX vs. ^GSPCGLLSX vs. EMXCGLLSX vs. DESIXGLLSX vs. DEMIXGLLSX vs. FSSGXGLLSX vs. EITEXGLLSX vs. MADCX

FERGX vs. GLLSX - Expense Ratio Comparison

FERGX has a 0.08% expense ratio, which is lower than GLLSX's 1.23% expense ratio.

GLLSX
abrdn Emerging Markets ex-China Fund
FERGX
Fidelity SAI Emerging Markets Index Fund

Return for Risk

FERGX vs. GLLSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FERGX
FERGX Risk / Return Rank: 8686
Overall Rank
FERGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FERGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FERGX Omega Ratio Rank: 8484
Omega Ratio Rank
FERGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FERGX Martin Ratio Rank: 8585
Martin Ratio Rank
GLLSX
GLLSX Risk / Return Rank: 9696
Overall Rank
GLLSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLLSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLLSX Omega Ratio Rank: 9595
Omega Ratio Rank
GLLSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLLSX Martin Ratio Rank: 9696
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.

FERGX vs. GLLSX - Risk-Adjusted Trends Comparison

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

FERGXGLLSXDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.82

-0.92

Sortino ratio

Return per unit of downside risk

2.49

3.41

-0.92

Omega ratio

Gain probability vs. loss probability

1.37

1.52

-0.15

Calmar ratio

Return relative to maximum drawdown

2.54

3.92

-1.38

Martin ratio

Return relative to average drawdown

9.95

16.14

-6.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FERGX vs. GLLSX - Sharpe Ratio Comparison

The current FERGX Sharpe Ratio is 1.89, which is lower than the GLLSX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of FERGX and GLLSX, 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

FERGXGLLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.82

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.76

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.70

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.58

-0.14

Correlation

The correlation between FERGX and GLLSX is 0.81, 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

FERGX vs. GLLSX - Dividend Comparison

FERGX's dividend yield for the trailing twelve months is around 2.56%, more than GLLSX's 1.69% yield.

TTM20252024202320222021202020192018201720162015
FERGX
Fidelity SAI Emerging Markets Index Fund		2.56%2.67%2.40%2.67%2.51%2.90%1.49%2.49%2.58%0.58%0.00%0.00%
GLLSX
abrdn Emerging Markets ex-China Fund		1.69%1.88%0.74%0.77%29.32%22.85%0.00%3.38%9.47%8.40%1.09%0.94%

Drawdowns

FERGX vs. GLLSX - Drawdown Comparison

The maximum FERGX drawdown since its inception was -39.27%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for FERGX and GLLSX.

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Drawdown Indicators

FERGXGLLSXDifference

Max Drawdown

Largest peak-to-trough decline

-39.27%

-32.59%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-14.39%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-30.02%

-7.16%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.59%

—

Current Drawdown

Current decline from peak

-9.63%

-9.69%

+0.06%

Average Drawdown

Average peak-to-trough decline

-14.56%

-7.99%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.50%

-0.10%

Volatility

FERGX vs. GLLSX - Volatility Comparison

The current volatility for Fidelity SAI Emerging Markets Index Fund (FERGX) is 8.61%, while abrdn Emerging Markets ex-China Fund (GLLSX) has a volatility of 9.95%. This indicates that FERGX experiences smaller price fluctuations and is considered to be less risky than GLLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FERGXGLLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

9.95%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

16.00%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

19.80%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

17.28%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

17.38%

+0.47%