FGOMX vs. FERGX

In the year-to-date period, FGOMX achieves a 9.32% return, which is significantly lower than FERGX's 9.91% return.

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FGOMX has a 0.25% expense ratio, which is higher than FERGX's 0.08% 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%.

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) and Fidelity SAI Emerging Markets Index Fund (FERGX). 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.

The current FGOMX Sharpe Ratio is 0.54, which is comparable to the FERGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FGOMX and FERGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FGOMX's dividend yield for the trailing twelve months is around 2.20%, which matches FERGX's 2.19% yield.

The maximum FGOMX drawdown since its inception was -40.14%, roughly equal to the maximum FERGX drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for FGOMX and FERGX.

Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) and Fidelity SAI Emerging Markets Index Fund (FERGX) have volatilities of 3.50% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.