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FSEAX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FSEAXFELAX
YTD Return8.74%26.91%
1Y Return19.17%70.05%
3Y Return (Ann)-10.12%27.45%
5Y Return (Ann)7.61%33.02%
10Y Return (Ann)7.89%26.88%
Sharpe Ratio1.202.30
Daily Std Dev16.10%30.93%
Max Drawdown-65.12%-71.33%
Current Drawdown-38.46%-4.23%

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.

Performance

FSEAX vs. FELAX - Performance Comparison

In the year-to-date period, FSEAX achieves a 8.74% return, which is significantly lower than FELAX's 26.91% return. Over the past 10 years, FSEAX has underperformed FELAX with an annualized return of 7.89%, while FELAX has yielded a comparatively higher 26.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2024FebruaryMarchAprilMay
695.05%
1,116.90%
FSEAX
FELAX

Compare stocks, funds, or ETFs

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


Fidelity Emerging Asia Fund

Fidelity Advisor Semiconductors Fund Class A

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%

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.


FSEAX
Sharpe ratio
The chart of Sharpe ratio for FSEAX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for FSEAX, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.80
Omega ratio
The chart of Omega ratio for FSEAX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for FSEAX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.000.39
Martin ratio
The chart of Martin ratio for FSEAX, currently valued at 4.72, compared to the broader market0.0020.0040.0060.004.72
FELAX
Sharpe ratio
The chart of Sharpe ratio for FELAX, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for FELAX, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.0012.003.13
Omega ratio
The chart of Omega ratio for FELAX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.37
Calmar ratio
The chart of Calmar ratio for FELAX, currently valued at 3.37, compared to the broader market0.002.004.006.008.0010.0012.003.37
Martin ratio
The chart of Martin ratio for FELAX, currently valued at 9.15, compared to the broader market0.0020.0040.0060.009.15

FSEAX vs. FELAX - Sharpe Ratio Comparison

The current FSEAX Sharpe Ratio is 1.20, which is lower than the FELAX Sharpe Ratio of 2.30. The chart below compares the 12-month rolling Sharpe Ratio of FSEAX and FELAX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.20
2.30
FSEAX
FELAX

Dividends

FSEAX vs. FELAX - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.07%, less than FELAX's 2.68% yield.


TTM20232022202120202019201820172016201520142013
FSEAX
Fidelity Emerging Asia Fund
0.07%0.08%0.00%14.14%14.10%6.15%3.44%0.87%1.26%0.44%0.90%1.26%
FELAX
Fidelity Advisor Semiconductors Fund Class A
2.68%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.72%0.48%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%December2024FebruaryMarchAprilMay
-38.46%
-4.23%
FSEAX
FELAX

Volatility

FSEAX vs. FELAX - Volatility Comparison

The current volatility for Fidelity Emerging Asia Fund (FSEAX) is 6.42%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 11.49%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.42%
11.49%
FSEAX
FELAX