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FSDIX vs. FSEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDIX vs. FSEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Dividend & Income Fund (FSDIX) and Fidelity Emerging Asia Fund (FSEAX). The values are adjusted to include any dividend payments, if applicable.

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FSDIX vs. FSEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDIX
Fidelity Strategic Dividend & Income Fund
3.35%6.52%11.52%9.45%-9.84%19.03%11.23%22.50%-4.33%11.23%
FSEAX
Fidelity Emerging Asia Fund
0.63%36.43%21.80%13.58%-31.26%-14.91%73.43%30.97%-15.08%45.13%

Returns By Period

In the year-to-date period, FSDIX achieves a 3.35% return, which is significantly higher than FSEAX's 0.63% return. Over the past 10 years, FSDIX has underperformed FSEAX with an annualized return of 8.58%, while FSEAX has yielded a comparatively higher 12.43% annualized return.


FSDIX

1D
-0.27%
1M
-5.65%
YTD
3.35%
6M
-0.38%
1Y
8.54%
3Y*
9.57%
5Y*
6.48%
10Y*
8.58%

FSEAX

1D
-1.14%
1M
-12.47%
YTD
0.63%
6M
2.04%
1Y
33.51%
3Y*
20.81%
5Y*
2.18%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSDIX vs. FSEAX - Expense Ratio Comparison

FSDIX has a 0.68% expense ratio, which is lower than FSEAX's 1.02% expense ratio.


Return for Risk

FSDIX vs. FSEAX — Risk / Return Rank

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

FSDIX
FSDIX Risk / Return Rank: 3131
Overall Rank
FSDIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FSDIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSDIX Omega Ratio Rank: 3535
Omega Ratio Rank
FSDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSDIX Martin Ratio Rank: 3232
Martin Ratio Rank

FSEAX
FSEAX Risk / Return Rank: 8383
Overall Rank
FSEAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FSEAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSEAX Omega Ratio Rank: 8181
Omega Ratio Rank
FSEAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSEAX 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.

FSDIX vs. FSEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Dividend & Income Fund (FSDIX) and Fidelity Emerging Asia Fund (FSEAX). 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.


FSDIXFSEAXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.62

-0.92

Sortino ratio

Return per unit of downside risk

0.96

2.15

-1.19

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratio

Return relative to maximum drawdown

0.85

2.23

-1.38

Martin ratio

Return relative to average drawdown

3.41

8.05

-4.64

FSDIX vs. FSEAX - Sharpe Ratio Comparison

The current FSDIX Sharpe Ratio is 0.70, which is lower than the FSEAX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FSDIX and FSEAX, 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


FSDIXFSEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.62

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.10

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.60

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.39

+0.12

Correlation

The correlation between FSDIX and FSEAX is 0.55, 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.


Dividends

FSDIX vs. FSEAX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 1.74%, more than FSEAX's 0.21% yield.


TTM20252024202320222021202020192018201720162015
FSDIX
Fidelity Strategic Dividend & Income Fund
1.74%1.80%5.27%5.71%4.23%8.43%5.67%6.68%8.19%6.57%4.92%6.38%
FSEAX
Fidelity Emerging Asia Fund
0.21%0.22%0.00%0.08%0.00%14.14%14.10%6.15%3.44%0.05%1.26%0.44%

Drawdowns

FSDIX vs. FSEAX - Drawdown Comparison

The maximum FSDIX drawdown since its inception was -58.92%, smaller than the maximum FSEAX drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for FSDIX and FSEAX.


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Drawdown Indicators


FSDIXFSEAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.92%

-65.59%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-13.42%

+3.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-53.64%

+36.56%

Max Drawdown (10Y)

Largest decline over 10 years

-29.99%

-58.07%

+28.08%

Current Drawdown

Current decline from peak

-5.75%

-13.42%

+7.67%

Average Drawdown

Average peak-to-trough decline

-6.40%

-24.80%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

3.71%

-1.36%

Volatility

FSDIX vs. FSEAX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 3.31%, while Fidelity Emerging Asia Fund (FSEAX) has a volatility of 9.42%. This indicates that FSDIX experiences smaller price fluctuations and is considered to be less risky than FSEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDIXFSEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

9.42%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

14.42%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

20.22%

-7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.23%

22.52%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

20.75%

-8.20%