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FGWMX vs. FNDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGWMX vs. FNDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor New Markets Income Fund Class M (FGWMX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). The values are adjusted to include any dividend payments, if applicable.

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FGWMX vs. FNDE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGWMX
Fidelity Advisor New Markets Income Fund Class M
-0.99%14.45%6.57%13.55%-16.26%-2.61%4.21%10.65%0.12%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
6.10%29.46%12.10%14.99%-15.58%14.41%-2.77%19.75%-3.61%

Returns By Period

In the year-to-date period, FGWMX achieves a -0.99% return, which is significantly lower than FNDE's 6.10% return.


FGWMX

1D
-0.07%
1M
-3.70%
YTD
-0.99%
6M
2.62%
1Y
10.33%
3Y*
10.57%
5Y*
3.25%
10Y*

FNDE

1D
2.71%
1M
-5.06%
YTD
6.10%
6M
9.65%
1Y
29.56%
3Y*
18.98%
5Y*
9.51%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGWMX vs. FNDE - Expense Ratio Comparison

FGWMX has a 1.13% expense ratio, which is higher than FNDE's 0.39% expense ratio.


Return for Risk

FGWMX vs. FNDE — Risk / Return Rank

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

FGWMX
FGWMX Risk / Return Rank: 8989
Overall Rank
FGWMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FGWMX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FGWMX Omega Ratio Rank: 9292
Omega Ratio Rank
FGWMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FGWMX Martin Ratio Rank: 8686
Martin Ratio Rank

FNDE
FNDE Risk / Return Rank: 8585
Overall Rank
FNDE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FNDE Sortino Ratio Rank: 8686
Sortino Ratio Rank
FNDE Omega Ratio Rank: 8787
Omega Ratio Rank
FNDE Calmar Ratio Rank: 8282
Calmar Ratio Rank
FNDE Martin Ratio Rank: 8686
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.

FGWMX vs. FNDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor New Markets Income Fund Class M (FGWMX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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.


FGWMXFNDEDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.67

+0.39

Sortino ratio

Return per unit of downside risk

2.87

2.25

+0.62

Omega ratio

Gain probability vs. loss probability

1.44

1.34

+0.10

Calmar ratio

Return relative to maximum drawdown

2.04

2.16

-0.12

Martin ratio

Return relative to average drawdown

9.06

9.71

-0.66

FGWMX vs. FNDE - Sharpe Ratio Comparison

The current FGWMX Sharpe Ratio is 2.06, which is comparable to the FNDE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FGWMX and FNDE, 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


FGWMXFNDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.67

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.57

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.34

+0.15

Correlation

The correlation between FGWMX and FNDE is 0.33, 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.


Dividends

FGWMX vs. FNDE - Dividend Comparison

FGWMX's dividend yield for the trailing twelve months is around 4.40%, more than FNDE's 3.94% yield.


TTM20252024202320222021202020192018201720162015
FGWMX
Fidelity Advisor New Markets Income Fund Class M
4.40%4.80%4.42%4.86%3.69%3.21%3.76%4.56%0.40%0.00%0.00%0.00%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
3.94%4.19%4.82%4.74%5.59%4.32%2.50%3.47%2.98%2.05%1.65%2.02%

Drawdowns

FGWMX vs. FNDE - Drawdown Comparison

The maximum FGWMX drawdown since its inception was -27.35%, smaller than the maximum FNDE drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for FGWMX and FNDE.


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Drawdown Indicators


FGWMXFNDEDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-43.55%

+16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-13.72%

+8.52%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-29.44%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

Current Drawdown

Current decline from peak

-3.80%

-6.41%

+2.61%

Average Drawdown

Average peak-to-trough decline

-6.47%

-11.84%

+5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.06%

-1.89%

Volatility

FGWMX vs. FNDE - Volatility Comparison

The current volatility for Fidelity Advisor New Markets Income Fund Class M (FGWMX) is 1.77%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 7.66%. This indicates that FGWMX experiences smaller price fluctuations and is considered to be less risky than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGWMXFNDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

7.66%

-5.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

11.93%

-8.97%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

17.79%

-12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.53%

16.87%

-10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.30%

19.41%

-12.11%