FGKPX vs. EAD
Compare and contrast key facts about Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) and Emerging Markets Dividend Fund (EAD).
FGKPX is managed by Fidelity. It was launched on Jan 30, 2019. EAD is managed by Emerging Markets Fund Manager. It was launched on Jan 1, 2013.
Performance
FGKPX vs. EAD - Performance Comparison
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FGKPX vs. EAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FGKPX Fidelity SAI Emerging Markets Low Volatility Index Fund | 0.61% | 12.56% | 5.96% | 15.28% | -12.98% | 10.75% | 5.22% | 3.48% |
EAD Emerging Markets Dividend Fund | -1.38% | 8.05% | 15.86% | 11.94% | -23.08% | 21.62% | 6.35% | 18.36% |
Returns By Period
In the year-to-date period, FGKPX achieves a 0.61% return, which is significantly higher than EAD's -1.38% return.
FGKPX
- 1D
- 1.67%
- 1M
- -2.77%
- YTD
- 0.61%
- 6M
- 2.22%
- 1Y
- 13.45%
- 3Y*
- 10.23%
- 5Y*
- 5.04%
- 10Y*
- —
EAD
- 1D
- 0.77%
- 1M
- -3.48%
- YTD
- -1.38%
- 6M
- -2.22%
- 1Y
- 4.28%
- 3Y*
- 10.88%
- 5Y*
- 4.07%
- 10Y*
- 7.89%
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FGKPX vs. EAD - Expense Ratio Comparison
FGKPX has a 0.23% expense ratio, which is higher than EAD's 0.04% 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
FGKPX vs. EAD — Risk / Return Rank
FGKPX
EAD
FGKPX vs. EAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) and Emerging Markets Dividend Fund (EAD). 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.
| FGKPX | EAD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.32 | +1.08 |
Sortino ratioReturn per unit of downside risk | 1.93 | 0.51 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.09 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.43 | +1.25 |
Martin ratioReturn relative to average drawdown | 5.61 | 1.99 | +3.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGKPX | EAD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 0.32 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.30 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.35 | +0.09 |
Correlation
The correlation between FGKPX and EAD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FGKPX vs. EAD - Dividend Comparison
FGKPX's dividend yield for the trailing twelve months is around 7.70%, less than EAD's 9.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGKPX Fidelity SAI Emerging Markets Low Volatility Index Fund | 7.70% | 7.75% | 5.07% | 2.91% | 1.88% | 2.30% | 1.77% | 1.88% | 0.00% | 0.00% | 0.00% | 0.00% |
EAD Emerging Markets Dividend Fund | 9.84% | 9.47% | 9.08% | 9.07% | 10.97% | 7.59% | 8.51% | 8.44% | 9.11% | 8.58% | 9.62% | 10.95% |
Drawdowns
FGKPX vs. EAD - Drawdown Comparison
The maximum FGKPX drawdown since its inception was -32.05%, smaller than the maximum EAD drawdown of -67.37%. Use the drawdown chart below to compare losses from any high point for FGKPX and EAD.
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Drawdown Indicators
| FGKPX | EAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.05% | -67.37% | +35.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -11.32% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.69% | -29.44% | +8.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.54% | — |
Current DrawdownCurrent decline from peak | -5.38% | -4.04% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -7.19% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.45% | -0.31% |
Volatility
FGKPX vs. EAD - Volatility Comparison
The current volatility for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) is 4.76%, while Emerging Markets Dividend Fund (EAD) has a volatility of 5.42%. This indicates that FGKPX experiences smaller price fluctuations and is considered to be less risky than EAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGKPX | EAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 5.42% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 7.03% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.98% | 13.40% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 13.56% | -3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.47% | 16.12% | -3.65% |