FPADX vs. VWO
Compare and contrast key facts about Fidelity Emerging Markets Index Fund (FPADX) and Vanguard FTSE Emerging Markets ETF (VWO).
FPADX is managed by Fidelity. It was launched on Sep 8, 2011. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPADX or VWO.
Performance
FPADX vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, FPADX achieves a 7.46% return, which is significantly lower than VWO's 10.63% return. Over the past 10 years, FPADX has underperformed VWO with an annualized return of 3.07%, while VWO has yielded a comparatively higher 3.58% annualized return.
FPADX
7.46%
-5.68%
-0.92%
12.20%
2.73%
3.07%
VWO
10.63%
-4.81%
1.20%
15.46%
4.26%
3.58%
Key characteristics
| FPADX | VWO | |
|---|---|---|
| Sharpe Ratio | 0.82 | 0.96 |
| Sortino Ratio | 1.23 | 1.44 |
| Omega Ratio | 1.15 | 1.18 |
| Calmar Ratio | 0.40 | 0.61 |
| Martin Ratio | 3.93 | 5.01 |
| Ulcer Index | 2.93% | 2.85% |
| Daily Std Dev | 14.03% | 14.79% |
| Max Drawdown | -39.16% | -67.68% |
| Current Drawdown | -18.59% | -10.94% |
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FPADX vs. VWO - Expense Ratio Comparison
FPADX has a 0.08% expense ratio, which is lower than VWO's 0.08% 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%.
Correlation
The correlation between FPADX and VWO is 0.92, 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.
Risk-Adjusted Performance
FPADX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Index Fund (FPADX) 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.
Dividends
FPADX vs. VWO - Dividend Comparison
FPADX's dividend yield for the trailing twelve months is around 2.49%, less than VWO's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPADX Fidelity Emerging Markets Index Fund | 2.49% | 2.68% | 2.47% | 2.14% | 1.50% | 2.59% | 2.20% | 1.76% | 1.69% | 2.47% | 2.03% | 2.15% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
FPADX vs. VWO - Drawdown Comparison
The maximum FPADX drawdown since its inception was -39.16%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FPADX and VWO. For additional features, visit the drawdowns tool.
Volatility
FPADX vs. VWO - Volatility Comparison
Fidelity Emerging Markets Index Fund (FPADX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.42% and 4.61%, 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.