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FGOMX vs. DRESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGOMX vs. DRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX). The values are adjusted to include any dividend payments, if applicable.

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FGOMX vs. DRESX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
5.03%34.20%7.88%12.23%-22.45%-0.19%22.10%22.25%-4.83%
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
6.35%24.08%14.86%10.30%-21.17%15.93%33.56%33.70%-4.34%

Returns By Period

In the year-to-date period, FGOMX achieves a 5.03% return, which is significantly lower than DRESX's 6.35% return.


FGOMX

1D
3.27%
1M
-7.83%
YTD
5.03%
6M
9.51%
1Y
35.47%
3Y*
17.52%
5Y*
4.67%
10Y*

DRESX

1D
1.41%
1M
-8.20%
YTD
6.35%
6M
9.70%
1Y
37.67%
3Y*
17.18%
5Y*
8.06%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGOMX vs. DRESX - Expense Ratio Comparison

FGOMX has a 0.25% expense ratio, which is lower than DRESX's 1.24% expense ratio.


Return for Risk

FGOMX vs. DRESX — Risk / Return Rank

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

FGOMX
FGOMX Risk / Return Rank: 9292
Overall Rank
FGOMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FGOMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FGOMX Omega Ratio Rank: 9191
Omega Ratio Rank
FGOMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FGOMX Martin Ratio Rank: 9292
Martin Ratio Rank

DRESX
DRESX Risk / Return Rank: 9595
Overall Rank
DRESX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DRESX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DRESX Omega Ratio Rank: 9393
Omega Ratio Rank
DRESX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DRESX Martin Ratio Rank: 9494
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.

FGOMX vs. DRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX). 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.


FGOMXDRESXDifference

Sharpe ratio

Return per unit of total volatility

2.15

2.55

-0.40

Sortino ratio

Return per unit of downside risk

2.95

3.34

-0.39

Omega ratio

Gain probability vs. loss probability

1.42

1.47

-0.05

Calmar ratio

Return relative to maximum drawdown

2.80

3.56

-0.76

Martin ratio

Return relative to average drawdown

11.09

12.73

-1.64

FGOMX vs. DRESX - Sharpe Ratio Comparison

The current FGOMX Sharpe Ratio is 2.15, which is comparable to the DRESX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of FGOMX and DRESX, 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


FGOMXDRESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.55

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.56

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Correlation

The correlation between FGOMX and DRESX is 0.76, 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

FGOMX vs. DRESX - Dividend Comparison

FGOMX's dividend yield for the trailing twelve months is around 2.06%, less than DRESX's 2.11% yield.


TTM2025202420232022202120202019
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
2.06%2.17%2.40%2.83%2.42%4.63%0.73%2.13%
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
2.11%2.25%0.68%1.09%0.00%0.04%0.65%0.41%

Drawdowns

FGOMX vs. DRESX - Drawdown Comparison

The maximum FGOMX drawdown since its inception was -40.14%, which is greater than DRESX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for FGOMX and DRESX.


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Drawdown Indicators


FGOMXDRESXDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-33.38%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-10.16%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-38.04%

-25.88%

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.38%

Current Drawdown

Current decline from peak

-9.91%

-8.89%

-1.02%

Average Drawdown

Average peak-to-trough decline

-13.59%

-9.99%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.84%

+0.76%

Volatility

FGOMX vs. DRESX - Volatility Comparison

Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) has a higher volatility of 8.85% compared to Driehaus Emerging Markets Small Cap Growth Fund (DRESX) at 6.89%. This indicates that FGOMX's price experiences larger fluctuations and is considered to be riskier than DRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGOMXDRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

6.89%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

11.15%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

15.29%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

14.43%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

15.68%

+3.48%