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FSAMX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAMX vs. FPADX - Performance Comparison

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

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FSAMX vs. FPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAMX
Strategic Advisers Emerging Markets Fund
1.25%34.09%8.34%11.94%-22.32%-2.15%20.39%21.87%-17.13%38.40%
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%

Returns By Period

In the year-to-date period, FSAMX achieves a 1.25% return, which is significantly higher than FPADX's 0.22% return. Over the past 10 years, FSAMX has outperformed FPADX with an annualized return of 8.37%, while FPADX has yielded a comparatively lower 7.51% annualized return.


FSAMX

1D
-1.22%
1M
-12.42%
YTD
1.25%
6M
6.24%
1Y
31.93%
3Y*
15.98%
5Y*
3.91%
10Y*
8.37%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAMX vs. FPADX - Expense Ratio Comparison

FSAMX has a 0.33% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Return for Risk

FSAMX vs. FPADX — Risk / Return Rank

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

FSAMX
FSAMX Risk / Return Rank: 8787
Overall Rank
FSAMX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FSAMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FSAMX Omega Ratio Rank: 8585
Omega Ratio Rank
FSAMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSAMX Martin Ratio Rank: 8989
Martin Ratio Rank

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
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.

FSAMX vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Emerging Markets Fund (FSAMX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


FSAMXFPADXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.64

+0.09

Sortino ratio

Return per unit of downside risk

2.35

2.18

+0.17

Omega ratio

Gain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratio

Return relative to maximum drawdown

2.45

1.98

+0.46

Martin ratio

Return relative to average drawdown

9.86

8.08

+1.78

FSAMX vs. FPADX - Sharpe Ratio Comparison

The current FSAMX Sharpe Ratio is 1.73, which is comparable to the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FSAMX and FPADX, 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


FSAMXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.64

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.21

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.43

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.27

-0.01

Correlation

The correlation between FSAMX and FPADX is 0.95, 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

FSAMX vs. FPADX - Dividend Comparison

FSAMX's dividend yield for the trailing twelve months is around 2.35%, which matches FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
FSAMX
Strategic Advisers Emerging Markets Fund
2.35%2.38%2.53%2.57%2.64%3.04%0.99%2.09%1.67%1.30%1.22%1.35%
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%

Drawdowns

FSAMX vs. FPADX - Drawdown Comparison

The maximum FSAMX drawdown since its inception was -40.87%, roughly equal to the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FSAMX and FPADX.


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Drawdown Indicators


FSAMXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-40.87%

-39.16%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-13.28%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-38.64%

-37.04%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-40.87%

-39.16%

-1.71%

Current Drawdown

Current decline from peak

-13.04%

-13.28%

+0.24%

Average Drawdown

Average peak-to-trough decline

-14.04%

-13.39%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.26%

+0.27%

Volatility

FSAMX vs. FPADX - Volatility Comparison

The current volatility for Strategic Advisers Emerging Markets Fund (FSAMX) is 8.20%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 8.84%. This indicates that FSAMX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAMXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

8.84%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

13.29%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

17.59%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

16.64%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

17.60%

+0.12%