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FGKPX vs. FIMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGKPX vs. FIMKX - 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 Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX). The values are adjusted to include any dividend payments, if applicable.

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FGKPX vs. FIMKX - 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%
FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
0.92%40.06%9.31%8.44%-19.82%-2.63%30.43%18.91%

Returns By Period

In the year-to-date period, FGKPX achieves a -1.04% return, which is significantly lower than FIMKX's 0.92% return.


FGKPX

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

FIMKX

1D
-0.97%
1M
-13.14%
YTD
0.92%
6M
6.57%
1Y
33.30%
3Y*
17.41%
5Y*
4.77%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGKPX vs. FIMKX - Expense Ratio Comparison

FGKPX has a 0.23% expense ratio, which is lower than FIMKX's 1.03% expense ratio.


Return for Risk

FGKPX vs. FIMKX — 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

FIMKX
FIMKX Risk / Return Rank: 8585
Overall Rank
FIMKX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FIMKX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIMKX Omega Ratio Rank: 8484
Omega Ratio Rank
FIMKX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FIMKX Martin Ratio Rank: 8383
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. FIMKX - 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 Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX). 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.


FGKPXFIMKXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.76

-0.55

Sortino ratio

Return per unit of downside risk

1.67

2.23

-0.57

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.36

2.16

-0.80

Martin ratio

Return relative to average drawdown

4.89

8.35

-3.46

FGKPX vs. FIMKX - Sharpe Ratio Comparison

The current FGKPX Sharpe Ratio is 1.21, which is lower than the FIMKX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FGKPX and FIMKX, 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


FGKPXFIMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.76

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.26

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between FGKPX and FIMKX is 0.83, 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. FIMKX - Dividend Comparison

FGKPX's dividend yield for the trailing twelve months is around 7.83%, more than FIMKX's 1.56% 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%
FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
1.56%1.57%1.20%1.60%1.14%5.19%2.09%10.86%0.61%0.10%0.45%0.19%

Drawdowns

FGKPX vs. FIMKX - Drawdown Comparison

The maximum FGKPX drawdown since its inception was -32.05%, smaller than the maximum FIMKX drawdown of -69.98%. Use the drawdown chart below to compare losses from any high point for FGKPX and FIMKX.


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Drawdown Indicators


FGKPXFIMKXDifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-69.98%

+37.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-13.72%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-40.49%

+19.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

Current Drawdown

Current decline from peak

-6.93%

-13.72%

+6.79%

Average Drawdown

Average peak-to-trough decline

-5.41%

-20.00%

+14.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.54%

-1.35%

Volatility

FGKPX vs. FIMKX - Volatility Comparison

The current volatility for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) is 4.58%, while Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX) has a volatility of 8.53%. This indicates that FGKPX experiences smaller price fluctuations and is considered to be less risky than FIMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGKPXFIMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

8.53%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

13.10%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

9.86%

18.40%

-8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.05%

18.46%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.46%

18.55%

-6.09%