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FHKCX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHKCX and FSKAX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FHKCX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity China Region Fund (FHKCX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHKCX:

0.51

FSKAX:

0.67

Sortino Ratio

FHKCX:

0.96

FSKAX:

1.05

Omega Ratio

FHKCX:

1.12

FSKAX:

1.15

Calmar Ratio

FHKCX:

0.30

FSKAX:

0.68

Martin Ratio

FHKCX:

1.65

FSKAX:

2.56

Ulcer Index

FHKCX:

8.55%

FSKAX:

5.14%

Daily Std Dev

FHKCX:

25.63%

FSKAX:

20.05%

Max Drawdown

FHKCX:

-62.36%

FSKAX:

-35.01%

Current Drawdown

FHKCX:

-34.05%

FSKAX:

-3.04%

Returns By Period

In the year-to-date period, FHKCX achieves a 9.10% return, which is significantly higher than FSKAX's 1.47% return. Over the past 10 years, FHKCX has underperformed FSKAX with an annualized return of 3.49%, while FSKAX has yielded a comparatively higher 11.88% annualized return.


FHKCX

YTD

9.10%

1M

14.37%

6M

8.69%

1Y

12.88%

3Y*

9.67%

5Y*

1.97%

10Y*

3.49%

FSKAX

YTD

1.47%

1M

13.27%

6M

1.21%

1Y

13.31%

3Y*

16.25%

5Y*

16.10%

10Y*

11.88%

*Annualized

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Fidelity China Region Fund

Fidelity Total Market Index Fund

FHKCX vs. FSKAX - Expense Ratio Comparison

FHKCX has a 0.91% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Risk-Adjusted Performance

FHKCX vs. FSKAX — Risk-Adjusted Performance Rank

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

FHKCX
The Risk-Adjusted Performance Rank of FHKCX is 5050
Overall Rank
The Sharpe Ratio Rank of FHKCX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKCX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FHKCX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FHKCX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FHKCX is 4848
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 6565
Overall Rank
The Sharpe Ratio Rank of FSKAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 6464
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.

FHKCX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and Fidelity Total Market Index Fund (FSKAX). 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 FHKCX Sharpe Ratio is 0.51, which is comparable to the FSKAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FHKCX and FSKAX, 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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Dividends

FHKCX vs. FSKAX - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.28%, more than FSKAX's 1.08% yield.


TTM20242023202220212020201920182017201620152014
FHKCX
Fidelity China Region Fund
1.28%1.39%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%
FSKAX
Fidelity Total Market Index Fund
1.08%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

FHKCX vs. FSKAX - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -62.36%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FHKCX and FSKAX. For additional features, visit the drawdowns tool.


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Volatility

FHKCX vs. FSKAX - Volatility Comparison

Fidelity China Region Fund (FHKCX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 5.53% and 5.58%, 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.


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