PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSEAX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FSEAX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Asia Fund (FSEAX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JuneJulyAugustSeptemberOctoberNovember
531.85%
754.70%
FSEAX
FELAX

Returns By Period

In the year-to-date period, FSEAX achieves a 22.65% return, which is significantly lower than FELAX's 36.21% return. Over the past 10 years, FSEAX has underperformed FELAX with an annualized return of 4.77%, while FELAX has yielded a comparatively higher 20.66% annualized return.


FSEAX

YTD

22.65%

1M

-2.68%

6M

8.50%

1Y

27.14%

5Y (annualized)

1.64%

10Y (annualized)

4.77%

FELAX

YTD

36.21%

1M

-5.04%

6M

4.00%

1Y

43.56%

5Y (annualized)

26.26%

10Y (annualized)

20.66%

Key characteristics


FSEAXFELAX
Sharpe Ratio1.491.23
Sortino Ratio2.201.75
Omega Ratio1.261.22
Calmar Ratio0.501.81
Martin Ratio8.285.11
Ulcer Index3.16%8.58%
Daily Std Dev17.59%35.55%
Max Drawdown-65.12%-71.33%
Current Drawdown-38.75%-12.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSEAX vs. FELAX - Expense Ratio Comparison

FSEAX has a 1.02% expense ratio, which is higher than FELAX's 1.01% expense ratio.


FSEAX
Fidelity Emerging Asia Fund
Expense ratio chart for FSEAX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for FELAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Correlation

-0.50.00.51.00.5

The correlation between FSEAX and FELAX is 0.53, 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.

Risk-Adjusted Performance

FSEAX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSEAX, currently valued at 1.49, compared to the broader market0.002.004.001.491.23
The chart of Sortino ratio for FSEAX, currently valued at 2.20, compared to the broader market0.005.0010.002.201.75
The chart of Omega ratio for FSEAX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.22
The chart of Calmar ratio for FSEAX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.0025.000.501.81
The chart of Martin ratio for FSEAX, currently valued at 8.28, compared to the broader market0.0020.0040.0060.0080.00100.008.285.11
FSEAX
FELAX

The current FSEAX Sharpe Ratio is 1.49, which is comparable to the FELAX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FSEAX and FELAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.49
1.23
FSEAX
FELAX

Dividends

FSEAX vs. FELAX - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.06%, while FELAX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSEAX
Fidelity Emerging Asia Fund
0.06%0.08%0.00%0.17%0.00%0.72%1.06%0.82%1.09%0.44%0.90%1.26%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%0.00%

Drawdowns

FSEAX vs. FELAX - Drawdown Comparison

The maximum FSEAX drawdown since its inception was -65.12%, smaller than the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for FSEAX and FELAX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.75%
-12.71%
FSEAX
FELAX

Volatility

FSEAX vs. FELAX - Volatility Comparison

The current volatility for Fidelity Emerging Asia Fund (FSEAX) is 5.10%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 9.14%. This indicates that FSEAX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.10%
9.14%
FSEAX
FELAX