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FOSKX vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOSKX and VWO is 0.74, 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.


Performance

FOSKX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Overseas Fund Class K (FOSKX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FOSKX:

0.66

VWO:

0.55

Sortino Ratio

FOSKX:

1.06

VWO:

0.92

Omega Ratio

FOSKX:

1.14

VWO:

1.12

Calmar Ratio

FOSKX:

0.88

VWO:

0.54

Martin Ratio

FOSKX:

2.60

VWO:

1.77

Ulcer Index

FOSKX:

4.70%

VWO:

5.88%

Daily Std Dev

FOSKX:

17.85%

VWO:

18.47%

Max Drawdown

FOSKX:

-59.28%

VWO:

-67.68%

Current Drawdown

FOSKX:

-0.30%

VWO:

-6.41%

Returns By Period

In the year-to-date period, FOSKX achieves a 13.34% return, which is significantly higher than VWO's 5.13% return. Over the past 10 years, FOSKX has outperformed VWO with an annualized return of 6.26%, while VWO has yielded a comparatively lower 3.62% annualized return.


FOSKX

YTD

13.34%

1M

11.21%

6M

8.70%

1Y

11.47%

5Y*

10.32%

10Y*

6.26%

VWO

YTD

5.13%

1M

10.28%

6M

1.34%

1Y

9.84%

5Y*

8.26%

10Y*

3.62%

*Annualized

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FOSKX vs. VWO - Expense Ratio Comparison

FOSKX has a 0.89% expense ratio, which is higher than VWO's 0.08% expense ratio.


Risk-Adjusted Performance

FOSKX vs. VWO — Risk-Adjusted Performance Rank

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

FOSKX
The Risk-Adjusted Performance Rank of FOSKX is 7272
Overall Rank
The Sharpe Ratio Rank of FOSKX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FOSKX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FOSKX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FOSKX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FOSKX is 7171
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6262
Overall Rank
The Sharpe Ratio Rank of VWO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5757
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.

FOSKX vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Overseas Fund Class K (FOSKX) and Vanguard FTSE Emerging Markets ETF (VWO). 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 FOSKX Sharpe Ratio is 0.66, which is comparable to the VWO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FOSKX and VWO, 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

FOSKX vs. VWO - Dividend Comparison

FOSKX's dividend yield for the trailing twelve months is around 1.62%, less than VWO's 3.06% yield.


TTM20242023202220212020201920182017201620152014
FOSKX
Fidelity Overseas Fund Class K
1.62%1.84%1.13%0.88%4.64%0.62%1.44%6.08%1.19%2.09%1.17%1.90%
VWO
Vanguard FTSE Emerging Markets ETF
3.06%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

FOSKX vs. VWO - Drawdown Comparison

The maximum FOSKX drawdown since its inception was -59.28%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FOSKX and VWO. For additional features, visit the drawdowns tool.


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Volatility

FOSKX vs. VWO - Volatility Comparison

The current volatility for Fidelity Overseas Fund Class K (FOSKX) is 4.13%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 5.03%. This indicates that FOSKX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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