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

Key characteristics


FSEAXFIENX

Correlation

-0.50.00.51.00.7

The correlation between FSEAX and FIENX is 0.67, 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. FIENX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%100.00%December2024FebruaryMarchAprilMay
97.16%
61.49%
FSEAX
FIENX

Compare stocks, funds, or ETFs

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Fidelity Emerging Asia Fund

Fidelity International Enhanced Index Fund

FSEAX vs. FIENX - Expense Ratio Comparison

FSEAX has a 1.02% expense ratio, which is higher than FIENX's 0.55% 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 FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FSEAX vs. FIENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and Fidelity International Enhanced Index Fund (FIENX). 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
FIENX
Sharpe ratio
The chart of Sharpe ratio for FIENX, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.000.01
Sortino ratio
The chart of Sortino ratio for FIENX, currently valued at 0.08, compared to the broader market-2.000.002.004.006.008.0010.0012.000.08
Omega ratio
The chart of Omega ratio for FIENX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.01
Calmar ratio
The chart of Calmar ratio for FIENX, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.000.00
Martin ratio
The chart of Martin ratio for FIENX, currently valued at 0.02, compared to the broader market0.0020.0040.0060.000.02

FSEAX vs. FIENX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
1.20
0.01
FSEAX
FIENX

Dividends

FSEAX vs. FIENX - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.07%, while FIENX has not paid dividends to shareholders.


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%
FIENX
Fidelity International Enhanced Index Fund
7.66%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%2.63%

Drawdowns

FSEAX vs. FIENX - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-38.46%
-6.43%
FSEAX
FIENX

Volatility

FSEAX vs. FIENX - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 6.42% compared to Fidelity International Enhanced Index Fund (FIENX) at 0.00%. This indicates that FSEAX's price experiences larger fluctuations and is considered to be riskier than FIENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
6.42%
0
FSEAX
FIENX