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FIMKX vs. FEMKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIMKX and FEMKX is 0.66, 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

FIMKX vs. FEMKX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FIMKX:

0.44

FEMKX:

0.24

Sortino Ratio

FIMKX:

0.72

FEMKX:

0.55

Omega Ratio

FIMKX:

1.09

FEMKX:

1.07

Calmar Ratio

FIMKX:

0.34

FEMKX:

0.20

Martin Ratio

FIMKX:

1.13

FEMKX:

0.88

Ulcer Index

FIMKX:

7.38%

FEMKX:

6.44%

Daily Std Dev

FIMKX:

19.78%

FEMKX:

19.69%

Max Drawdown

FIMKX:

-69.11%

FEMKX:

-71.08%

Current Drawdown

FIMKX:

-9.98%

FEMKX:

-14.21%

Returns By Period

In the year-to-date period, FIMKX achieves a 10.12% return, which is significantly higher than FEMKX's 6.59% return. Both investments have delivered pretty close results over the past 10 years, with FIMKX having a 6.55% annualized return and FEMKX not far behind at 6.53%.


FIMKX

YTD

10.12%

1M

6.43%

6M

8.85%

1Y

8.61%

3Y*

8.21%

5Y*

8.68%

10Y*

6.55%

FEMKX

YTD

6.59%

1M

7.35%

6M

4.49%

1Y

4.59%

3Y*

6.70%

5Y*

7.07%

10Y*

6.53%

*Annualized

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FIMKX vs. FEMKX - Expense Ratio Comparison

FIMKX has a 1.03% expense ratio, which is higher than FEMKX's 0.88% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIMKX vs. FEMKX — Risk-Adjusted Performance Rank

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

FIMKX
The Risk-Adjusted Performance Rank of FIMKX is 3737
Overall Rank
The Sharpe Ratio Rank of FIMKX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FIMKX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FIMKX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FIMKX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FIMKX is 3434
Martin Ratio Rank

FEMKX
The Risk-Adjusted Performance Rank of FEMKX is 2929
Overall Rank
The Sharpe Ratio Rank of FEMKX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMKX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FEMKX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FEMKX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FEMKX is 3131
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.

FIMKX vs. FEMKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX) and Fidelity Emerging Markets (FEMKX). 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 FIMKX Sharpe Ratio is 0.44, which is higher than the FEMKX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FIMKX and FEMKX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIMKX vs. FEMKX - Dividend Comparison

FIMKX's dividend yield for the trailing twelve months is around 1.09%, more than FEMKX's 0.61% yield.


TTM20242023202220212020201920182017201620152014
FIMKX
Fidelity Advisor Focused Emerging Markets Fund Class I
1.09%1.20%1.60%1.14%5.19%2.09%10.86%0.61%0.50%0.45%0.19%0.62%
FEMKX
Fidelity Emerging Markets
0.61%0.65%1.11%0.77%6.00%1.39%1.71%0.83%0.58%0.67%0.51%0.69%

Drawdowns

FIMKX vs. FEMKX - Drawdown Comparison

The maximum FIMKX drawdown since its inception was -69.11%, roughly equal to the maximum FEMKX drawdown of -71.08%. Use the drawdown chart below to compare losses from any high point for FIMKX and FEMKX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIMKX vs. FEMKX - Volatility Comparison

The current volatility for Fidelity Advisor Focused Emerging Markets Fund Class I (FIMKX) is 3.36%, while Fidelity Emerging Markets (FEMKX) has a volatility of 4.03%. This indicates that FIMKX experiences smaller price fluctuations and is considered to be less risky than FEMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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