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FERIX vs. FSEAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FERIX and FSEAX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FERIX vs. FSEAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FERIX:

0.88

FSEAX:

0.88

Sortino Ratio

FERIX:

1.27

FSEAX:

1.28

Omega Ratio

FERIX:

1.16

FSEAX:

1.16

Calmar Ratio

FERIX:

0.37

FSEAX:

0.37

Martin Ratio

FERIX:

3.00

FSEAX:

3.01

Ulcer Index

FERIX:

5.69%

FSEAX:

5.76%

Daily Std Dev

FERIX:

21.27%

FSEAX:

21.42%

Max Drawdown

FERIX:

-62.17%

FSEAX:

-65.12%

Current Drawdown

FERIX:

-32.37%

FSEAX:

-33.75%

Returns By Period

The year-to-date returns for both stocks are quite close, with FERIX having a 9.14% return and FSEAX slightly lower at 8.92%. Over the past 10 years, FERIX has outperformed FSEAX with an annualized return of 4.96%, while FSEAX has yielded a comparatively lower 4.05% annualized return.


FERIX

YTD

9.14%

1M

9.18%

6M

6.58%

1Y

18.52%

3Y*

14.58%

5Y*

5.21%

10Y*

4.96%

FSEAX

YTD

8.92%

1M

9.30%

6M

6.32%

1Y

18.75%

3Y*

14.39%

5Y*

3.31%

10Y*

4.05%

*Annualized

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Fidelity Emerging Asia Fund

FERIX vs. FSEAX - Expense Ratio Comparison

FERIX has a 0.94% expense ratio, which is lower than FSEAX's 1.02% expense ratio.


Risk-Adjusted Performance

FERIX vs. FSEAX — Risk-Adjusted Performance Rank

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

FERIX
The Risk-Adjusted Performance Rank of FERIX is 7373
Overall Rank
The Sharpe Ratio Rank of FERIX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FERIX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FERIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FERIX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FERIX is 7777
Martin Ratio Rank

FSEAX
The Risk-Adjusted Performance Rank of FSEAX is 7373
Overall Rank
The Sharpe Ratio Rank of FSEAX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FSEAX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FSEAX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FSEAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FSEAX is 7676
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.

FERIX vs. FSEAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Asia Fund Class I (FERIX) 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.


The current FERIX Sharpe Ratio is 0.88, which is comparable to the FSEAX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FERIX 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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Dividends

FERIX vs. FSEAX - Dividend Comparison

Neither FERIX nor FSEAX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FERIX
Fidelity Advisor Emerging Asia Fund Class I
0.00%0.00%0.00%0.01%0.13%0.00%0.63%0.98%0.81%1.06%3.07%7.41%
FSEAX
Fidelity Emerging Asia Fund
0.00%0.00%0.08%0.00%0.17%0.00%0.72%1.06%0.82%1.09%0.44%0.90%

Drawdowns

FERIX vs. FSEAX - Drawdown Comparison

The maximum FERIX drawdown since its inception was -62.17%, roughly equal to the maximum FSEAX drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for FERIX and FSEAX. For additional features, visit the drawdowns tool.


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Volatility

FERIX vs. FSEAX - Volatility Comparison

Fidelity Advisor Emerging Asia Fund Class I (FERIX) and Fidelity Emerging Asia Fund (FSEAX) have volatilities of 5.04% and 4.97%, 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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