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FHKFX vs. FEDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHKFX vs. FEDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Emerging Markets Fund (FHKFX) and Fidelity Advisor Emerging Markets Discovery Fund Class I (FEDIX). The values are adjusted to include any dividend payments, if applicable.

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FHKFX vs. FEDIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHKFX
Fidelity Series Emerging Markets Fund
4.00%38.51%5.42%12.10%-24.50%-4.15%17.85%9.64%-8.52%
FEDIX
Fidelity Advisor Emerging Markets Discovery Fund Class I
4.11%31.82%-3.64%20.77%-11.82%6.67%16.93%19.64%-9.28%

Returns By Period

The year-to-date returns for both investments are quite close, with FHKFX having a 4.00% return and FEDIX slightly higher at 4.11%.


FHKFX

1D
-0.73%
1M
-11.59%
YTD
4.00%
6M
8.35%
1Y
36.95%
3Y*
17.32%
5Y*
3.63%
10Y*

FEDIX

1D
-0.79%
1M
-9.21%
YTD
4.11%
6M
10.25%
1Y
35.20%
3Y*
14.92%
5Y*
7.71%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHKFX vs. FEDIX - Expense Ratio Comparison

FHKFX has a 0.01% expense ratio, which is lower than FEDIX's 1.19% expense ratio.


Return for Risk

FHKFX vs. FEDIX — Risk / Return Rank

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

FHKFX
FHKFX Risk / Return Rank: 8989
Overall Rank
FHKFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FHKFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHKFX Omega Ratio Rank: 8787
Omega Ratio Rank
FHKFX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FHKFX Martin Ratio Rank: 9090
Martin Ratio Rank

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

FHKFX vs. FEDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Fund (FHKFX) and Fidelity Advisor Emerging Markets Discovery Fund Class I (FEDIX). 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.


FHKFXFEDIXDifference

Sharpe ratio

Return per unit of total volatility

1.88

2.39

-0.51

Sortino ratio

Return per unit of downside risk

2.44

3.00

-0.56

Omega ratio

Gain probability vs. loss probability

1.36

1.46

-0.09

Calmar ratio

Return relative to maximum drawdown

2.68

3.17

-0.49

Martin ratio

Return relative to average drawdown

10.08

12.58

-2.50

FHKFX vs. FEDIX - Sharpe Ratio Comparison

The current FHKFX Sharpe Ratio is 1.88, which is comparable to the FEDIX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FHKFX and FEDIX, 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


FHKFXFEDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.39

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.55

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.51

-0.25

Correlation

The correlation between FHKFX and FEDIX is 0.88, 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

FHKFX vs. FEDIX - Dividend Comparison

FHKFX's dividend yield for the trailing twelve months is around 2.29%, less than FEDIX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
FHKFX
Fidelity Series Emerging Markets Fund
2.29%2.38%2.86%2.43%2.56%3.46%1.38%2.28%0.42%0.00%0.00%0.00%
FEDIX
Fidelity Advisor Emerging Markets Discovery Fund Class I
4.51%4.70%4.01%2.11%1.79%11.83%0.55%1.05%1.84%1.49%1.44%0.83%

Drawdowns

FHKFX vs. FEDIX - Drawdown Comparison

The maximum FHKFX drawdown since its inception was -45.47%, which is greater than FEDIX's maximum drawdown of -42.98%. Use the drawdown chart below to compare losses from any high point for FHKFX and FEDIX.


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Drawdown Indicators


FHKFXFEDIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.47%

-42.98%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-9.98%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-27.42%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-42.98%

Current Drawdown

Current decline from peak

-12.54%

-9.58%

-2.96%

Average Drawdown

Average peak-to-trough decline

-17.58%

-8.86%

-8.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.51%

+0.82%

Volatility

FHKFX vs. FEDIX - Volatility Comparison

Fidelity Series Emerging Markets Fund (FHKFX) has a higher volatility of 9.56% compared to Fidelity Advisor Emerging Markets Discovery Fund Class I (FEDIX) at 6.44%. This indicates that FHKFX's price experiences larger fluctuations and is considered to be riskier than FEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHKFXFEDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

6.44%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

9.71%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

14.33%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

13.98%

+4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

15.65%

+3.89%