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FGKPX vs. EMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGKPX vs. EMF - 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 Templeton Emerging Markets Fund (EMF). The values are adjusted to include any dividend payments, if applicable.

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FGKPX vs. EMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund
-1.04%12.56%5.96%15.28%-12.98%10.75%5.22%3.48%
EMF
Templeton Emerging Markets Fund
3.98%58.20%6.56%8.84%-21.53%-8.23%24.48%15.40%

Returns By Period

In the year-to-date period, FGKPX achieves a -1.04% return, which is significantly lower than EMF's 3.98% return.


FGKPX

1D
-0.52%
1M
-5.86%
YTD
-1.04%
6M
0.80%
1Y
11.99%
3Y*
9.63%
5Y*
4.79%
10Y*

EMF

1D
4.67%
1M
-14.87%
YTD
3.98%
6M
12.14%
1Y
50.40%
3Y*
23.03%
5Y*
5.86%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGKPX vs. EMF - Expense Ratio Comparison

FGKPX has a 0.23% expense ratio, which is lower than EMF's 1.43% expense ratio.


Return for Risk

FGKPX vs. EMF — Risk / Return Rank

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

FGKPX
FGKPX Risk / Return Rank: 6161
Overall Rank
FGKPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FGKPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FGKPX Omega Ratio Rank: 6262
Omega Ratio Rank
FGKPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FGKPX Martin Ratio Rank: 5050
Martin Ratio Rank

EMF
EMF Risk / Return Rank: 9292
Overall Rank
EMF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMF Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMF Omega Ratio Rank: 9292
Omega Ratio Rank
EMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMF Martin Ratio Rank: 9191
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. EMF - 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 Templeton Emerging Markets Fund (EMF). 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.


FGKPXEMFDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.29

-1.08

Sortino ratio

Return per unit of downside risk

1.67

2.78

-1.11

Omega ratio

Gain probability vs. loss probability

1.23

1.44

-0.21

Calmar ratio

Return relative to maximum drawdown

1.36

2.49

-1.14

Martin ratio

Return relative to average drawdown

4.89

10.41

-5.52

FGKPX vs. EMF - Sharpe Ratio Comparison

The current FGKPX Sharpe Ratio is 1.21, which is lower than the EMF Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FGKPX and EMF, 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


FGKPXEMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.29

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.30

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.20

+0.21

Correlation

The correlation between FGKPX and EMF is 0.73, 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

FGKPX vs. EMF - Dividend Comparison

FGKPX's dividend yield for the trailing twelve months is around 7.83%, less than EMF's 9.47% yield.


TTM20252024202320222021202020192018201720162015
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund
7.83%7.75%5.07%2.91%1.88%2.30%1.77%1.88%0.00%0.00%0.00%0.00%
EMF
Templeton Emerging Markets Fund
9.47%9.73%4.28%6.22%9.89%6.92%3.51%7.36%5.92%12.11%1.62%12.81%

Drawdowns

FGKPX vs. EMF - Drawdown Comparison

The maximum FGKPX drawdown since its inception was -32.05%, smaller than the maximum EMF drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for FGKPX and EMF.


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Drawdown Indicators


FGKPXEMFDifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-76.97%

+44.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-19.48%

+12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-45.87%

+25.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.65%

Current Drawdown

Current decline from peak

-6.93%

-15.72%

+8.79%

Average Drawdown

Average peak-to-trough decline

-5.41%

-29.12%

+23.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

4.66%

-2.47%

Volatility

FGKPX vs. EMF - Volatility Comparison

The current volatility for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) is 4.58%, while Templeton Emerging Markets Fund (EMF) has a volatility of 12.00%. This indicates that FGKPX experiences smaller price fluctuations and is considered to be less risky than EMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGKPXEMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

12.00%

-7.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

17.23%

-10.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.86%

22.15%

-12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.05%

19.85%

-9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.46%

20.28%

-7.82%