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FPADX vs. VEMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPADX vs. VEMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Index Fund (FPADX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). The values are adjusted to include any dividend payments, if applicable.

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FPADX vs. VEMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%17.84%18.28%-14.65%35.16%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
-2.51%24.76%11.34%8.82%-17.79%0.85%15.24%20.29%-14.59%31.37%

Returns By Period

In the year-to-date period, FPADX achieves a 0.22% return, which is significantly higher than VEMAX's -2.51% return. Both investments have delivered pretty close results over the past 10 years, with FPADX having a 7.51% annualized return and VEMAX not far behind at 7.28%.


FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%

VEMAX

1D
-0.82%
1M
-9.73%
YTD
-2.51%
6M
-1.16%
1Y
19.13%
3Y*
12.46%
5Y*
3.36%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPADX vs. VEMAX - Expense Ratio Comparison

FPADX has a 0.08% expense ratio, which is lower than VEMAX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FPADX vs. VEMAX — Risk / Return Rank

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

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
Martin Ratio Rank

VEMAX
VEMAX Risk / Return Rank: 6666
Overall Rank
VEMAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VEMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VEMAX Omega Ratio Rank: 6464
Omega Ratio Rank
VEMAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEMAX Martin Ratio Rank: 5959
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.

FPADX vs. VEMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Index Fund (FPADX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.


FPADXVEMAXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.23

+0.41

Sortino ratio

Return per unit of downside risk

2.18

1.70

+0.48

Omega ratio

Gain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratio

Return relative to maximum drawdown

1.98

1.53

+0.45

Martin ratio

Return relative to average drawdown

8.08

5.69

+2.39

FPADX vs. VEMAX - Sharpe Ratio Comparison

The current FPADX Sharpe Ratio is 1.64, which is higher than the VEMAX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FPADX and VEMAX, 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


FPADXVEMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.23

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.22

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.26

+0.01

Correlation

The correlation between FPADX and VEMAX is 0.97, 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

FPADX vs. VEMAX - Dividend Comparison

FPADX's dividend yield for the trailing twelve months is around 2.35%, less than VEMAX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
2.73%2.74%3.13%3.47%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%

Drawdowns

FPADX vs. VEMAX - Drawdown Comparison

The maximum FPADX drawdown since its inception was -39.16%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for FPADX and VEMAX.


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Drawdown Indicators


FPADXVEMAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-66.45%

+27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-11.08%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.04%

-32.60%

-4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-36.11%

-3.05%

Current Drawdown

Current decline from peak

-13.28%

-11.05%

-2.23%

Average Drawdown

Average peak-to-trough decline

-13.39%

-16.25%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.99%

+0.27%

Volatility

FPADX vs. VEMAX - Volatility Comparison

Fidelity Emerging Markets Index Fund (FPADX) has a higher volatility of 8.84% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 6.36%. This indicates that FPADX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPADXVEMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.84%

6.36%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

10.70%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.59%

15.26%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

15.18%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

16.37%

+1.23%