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FGKPX vs. VMMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGKPX and VMMSX is 0.20, 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.


Performance

FGKPX vs. VMMSX - 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 Vanguard Emerging Markets Select Stock Fund (VMMSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FGKPX:

7.14%

VMMSX:

18.16%

Max Drawdown

FGKPX:

-1.21%

VMMSX:

-41.21%

Current Drawdown

FGKPX:

-1.21%

VMMSX:

-14.73%

Returns By Period


FGKPX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VMMSX

YTD

7.51%

1M

8.69%

6M

1.61%

1Y

5.86%

5Y*

7.84%

10Y*

3.54%

*Annualized

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FGKPX vs. VMMSX - Expense Ratio Comparison

FGKPX has a 0.23% expense ratio, which is lower than VMMSX's 0.84% expense ratio.


Risk-Adjusted Performance

FGKPX vs. VMMSX — Risk-Adjusted Performance Rank

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

FGKPX
The Risk-Adjusted Performance Rank of FGKPX is 6868
Overall Rank
The Sharpe Ratio Rank of FGKPX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FGKPX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FGKPX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FGKPX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FGKPX is 5555
Martin Ratio Rank

VMMSX
The Risk-Adjusted Performance Rank of VMMSX is 4545
Overall Rank
The Sharpe Ratio Rank of VMMSX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VMMSX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VMMSX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VMMSX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VMMSX is 4242
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.

FGKPX vs. VMMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) and Vanguard Emerging Markets Select Stock Fund (VMMSX). 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.



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Dividends

FGKPX vs. VMMSX - Dividend Comparison

FGKPX's dividend yield for the trailing twelve months is around 4.50%, more than VMMSX's 3.10% yield.


TTM20242023202220212020201920182017201620152014
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund
4.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMMSX
Vanguard Emerging Markets Select Stock Fund
3.10%3.33%3.04%3.71%1.99%1.04%2.04%2.53%1.54%1.44%1.87%1.39%

Drawdowns

FGKPX vs. VMMSX - Drawdown Comparison

The maximum FGKPX drawdown since its inception was -1.21%, smaller than the maximum VMMSX drawdown of -41.21%. Use the drawdown chart below to compare losses from any high point for FGKPX and VMMSX. For additional features, visit the drawdowns tool.


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Volatility

FGKPX vs. VMMSX - Volatility Comparison


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