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FGKPX vs. EAD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGKPX vs. EAD - Performance Comparison

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

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FGKPX vs. EAD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FGKPX
FGKPX Risk / Return Rank: 6868
Overall Rank
FGKPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGKPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGKPX Omega Ratio Rank: 6969
Omega Ratio Rank
FGKPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGKPX Martin Ratio Rank: 5454
Martin Ratio Rank

EAD
EAD Risk / Return Rank: 1010
Overall Rank
EAD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EAD Sortino Ratio Rank: 88
Sortino Ratio Rank
EAD Omega Ratio Rank: 1010
Omega Ratio Rank
EAD Calmar Ratio Rank: 1010
Calmar Ratio Rank
EAD Martin Ratio Rank: 1414
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.

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.


FGKPXEADDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.32

+1.08

Sortino ratio

Return per unit of downside risk

1.93

0.51

+1.43

Omega ratio

Gain probability vs. loss probability

1.27

1.09

+0.18

Calmar ratio

Return relative to maximum drawdown

1.68

0.43

+1.25

Martin ratio

Return relative to average drawdown

5.61

1.99

+3.62

FGKPX vs. EAD - Sharpe Ratio Comparison

The current FGKPX Sharpe Ratio is 1.40, which is higher than the EAD Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FGKPX and EAD, 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


FGKPXEADDifference

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.


TTM20252024202320222021202020192018201720162015
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


FGKPXEADDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.38%

-4.04%

-1.34%

Average Drawdown

Average peak-to-trough decline

-5.41%

-7.19%

+1.78%

Ulcer Index

Depth 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


FGKPXEADDifference

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%