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

Correlation

The correlation between FSEAX and FERIX 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FSEAX vs. FERIX - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%NovemberDecember2025FebruaryMarchApril
576.47%
773.06%
FSEAX
FERIX

Key characteristics

Sharpe Ratio

FSEAX:

0.95

FERIX:

0.94

Sortino Ratio

FSEAX:

1.45

FERIX:

1.44

Omega Ratio

FSEAX:

1.18

FERIX:

1.18

Calmar Ratio

FSEAX:

0.42

FERIX:

0.42

Martin Ratio

FSEAX:

3.54

FERIX:

3.51

Ulcer Index

FSEAX:

5.71%

FERIX:

5.64%

Daily Std Dev

FSEAX:

21.38%

FERIX:

21.21%

Max Drawdown

FSEAX:

-65.12%

FERIX:

-62.17%

Current Drawdown

FSEAX:

-38.00%

FERIX:

-36.67%

Returns By Period

In the year-to-date period, FSEAX achieves a 1.93% return, which is significantly lower than FERIX's 2.20% return. Over the past 10 years, FSEAX has underperformed FERIX with an annualized return of 3.21%, while FERIX has yielded a comparatively higher 4.12% annualized return.


FSEAX

YTD

1.93%

1M

-2.50%

6M

-2.03%

1Y

18.77%

5Y*

2.75%

10Y*

3.21%

FERIX

YTD

2.20%

1M

-2.37%

6M

-1.68%

1Y

18.39%

5Y*

4.65%

10Y*

4.12%

*Annualized

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FSEAX vs. FERIX - Expense Ratio Comparison

FSEAX has a 1.02% expense ratio, which is higher than FERIX's 0.94% expense ratio.


Expense ratio chart for FSEAX: current value is 1.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSEAX: 1.02%
Expense ratio chart for FERIX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FERIX: 0.94%

Risk-Adjusted Performance

FSEAX vs. FERIX — Risk-Adjusted Performance Rank

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

FSEAX
The Risk-Adjusted Performance Rank of FSEAX is 7272
Overall Rank
The Sharpe Ratio Rank of FSEAX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FSEAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FSEAX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FSEAX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSEAX is 7777
Martin Ratio Rank

FERIX
The Risk-Adjusted Performance Rank of FERIX is 7272
Overall Rank
The Sharpe Ratio Rank of FERIX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FERIX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FERIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FERIX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FERIX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSEAX vs. FERIX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for FSEAX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.00
FSEAX: 0.95
FERIX: 0.94
The chart of Sortino ratio for FSEAX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.00
FSEAX: 1.45
FERIX: 1.44
The chart of Omega ratio for FSEAX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
FSEAX: 1.18
FERIX: 1.18
The chart of Calmar ratio for FSEAX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.00
FSEAX: 0.42
FERIX: 0.42
The chart of Martin ratio for FSEAX, currently valued at 3.54, compared to the broader market0.0010.0020.0030.0040.0050.00
FSEAX: 3.54
FERIX: 3.51

The current FSEAX Sharpe Ratio is 0.95, which is comparable to the FERIX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FSEAX and FERIX, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.95
0.94
FSEAX
FERIX

Dividends

FSEAX vs. FERIX - Dividend Comparison

Neither FSEAX nor FERIX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FSEAX
Fidelity Emerging Asia Fund
0.00%0.00%0.08%0.00%0.17%0.00%0.72%1.06%0.82%1.09%0.44%0.90%
FERIX
Fidelity Advisor Emerging Asia Fund Class I
0.00%0.00%0.00%0.01%0.13%0.00%0.63%0.98%0.81%1.06%3.07%7.41%

Drawdowns

FSEAX vs. FERIX - Drawdown Comparison

The maximum FSEAX drawdown since its inception was -65.12%, roughly equal to the maximum FERIX drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for FSEAX and FERIX. For additional features, visit the drawdowns tool.


-44.00%-42.00%-40.00%-38.00%-36.00%-34.00%-32.00%NovemberDecember2025FebruaryMarchApril
-38.00%
-36.67%
FSEAX
FERIX

Volatility

FSEAX vs. FERIX - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) and Fidelity Advisor Emerging Asia Fund Class I (FERIX) have volatilities of 11.52% and 11.34%, 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.52%
11.34%
FSEAX
FERIX