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FSEAX vs. EEMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSEAX vs. EEMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Asia Fund (FSEAX) and iShares MSCI Emerging Markets Asia ETF (EEMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSEAX achieves a 38.36% return, which is significantly higher than EEMA's 26.70% return. Over the past 10 years, FSEAX has outperformed EEMA with an annualized return of 16.05%, while EEMA has yielded a comparatively lower 10.66% annualized return.


FSEAX

1D
-0.87%
1M
9.24%
YTD
38.36%
6M
43.07%
1Y
71.11%
3Y*
34.86%
5Y*
8.30%
10Y*
16.05%

EEMA

1D
-0.85%
1M
6.12%
YTD
26.70%
6M
30.29%
1Y
53.35%
3Y*
23.94%
5Y*
6.86%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSEAX vs. EEMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSEAX
Fidelity Emerging Asia Fund
38.36%36.43%21.80%13.58%-31.26%-14.91%73.43%30.97%-15.08%45.13%
EEMA
iShares MSCI Emerging Markets Asia ETF
26.70%33.27%10.23%6.57%-21.49%-4.22%25.17%18.60%-15.76%43.41%

Correlation

The correlation between FSEAX and EEMA is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2012

0.86

The correlation between FSEAX and EEMA has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

FSEAX vs. EEMA — Risk / Return Rank

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

FSEAX
FSEAX Risk / Return Rank: 9393
Overall Rank
FSEAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FSEAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSEAX Omega Ratio Rank: 9090
Omega Ratio Rank
FSEAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FSEAX Martin Ratio Rank: 9393
Martin Ratio Rank

EEMA
EEMA Risk / Return Rank: 7878
Overall Rank
EEMA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EEMA Sortino Ratio Rank: 7878
Sortino Ratio Rank
EEMA Omega Ratio Rank: 8181
Omega Ratio Rank
EEMA Calmar Ratio Rank: 7575
Calmar Ratio Rank
EEMA Martin Ratio Rank: 7575
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.

FSEAX vs. EEMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and iShares MSCI Emerging Markets Asia ETF (EEMA). 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.


FSEAXEEMADifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.67

1.48

+0.19

Calmar ratioReturn relative to maximum drawdown

5.49

3.75

+1.75

Martin ratioReturn relative to average drawdown

20.02

14.12

+5.91

FSEAX vs. EEMA - Sharpe Ratio Comparison

The current FSEAX Sharpe Ratio is 3.76, which is higher than the EEMA Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of FSEAX and EEMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSEAXEEMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

2.63

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.34

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.51

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.37

+0.06

Drawdowns

FSEAX vs. EEMA - Drawdown Comparison

The maximum FSEAX drawdown since its inception was -65.59%, which is greater than EEMA's maximum drawdown of -44.18%. Use the drawdown chart below to compare losses from any high point for FSEAX and EEMA.


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Drawdown Indicators


FSEAXEEMADifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-44.18%

-21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-14.30%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

-20.23%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-53.64%

-40.67%

-12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-58.07%

-44.18%

-13.89%

Current Drawdown

Current decline from peak

-0.87%

-2.01%

+1.14%

Average Drawdown

Average peak-to-trough decline

-24.68%

-13.97%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.79%

-0.12%

Volatility

FSEAX vs. EEMA - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) and iShares MSCI Emerging Markets Asia ETF (EEMA) have volatilities of 8.49% and 8.48%, 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.


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Volatility by Period


FSEAXEEMADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

8.48%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

17.43%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

20.42%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

20.41%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

20.87%

+0.15%

FSEAX vs. EEMA - Expense Ratio Comparison

FSEAX has a 1.02% expense ratio, which is higher than EEMA's 0.50% expense ratio.


Dividends

FSEAX vs. EEMA - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.16%, less than EEMA's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EEMA
iShares MSCI Emerging Markets Asia ETF
1.17%1.48%1.74%2.02%1.78%2.19%1.15%1.86%2.17%1.74%1.74%2.44%
FSEAX
Fidelity Emerging Asia Fund
0.16%0.22%0.00%0.08%0.00%14.14%14.10%6.15%3.44%0.05%1.26%0.44%

Frequently Asked Questions


FSEAX and EEMA have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSEAX has higher volatility (8.49%) compared to EEMA (8.48%). In terms of maximum drawdown, FSEAX dropped -65.59% vs EEMA's -44.18%.

FSEAX currently has the higher Sharpe Ratio (3.76 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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