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

Performance

FSEAX vs. FIENX - Performance Comparison

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

40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
56.69%
61.49%
FSEAX
FIENX

Returns By Period


FSEAX

YTD

22.65%

1M

-2.68%

6M

8.50%

1Y

27.14%

5Y (annualized)

1.64%

10Y (annualized)

4.77%

FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FSEAXFIENX

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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%

Correlation

-0.50.00.51.00.7

The correlation between FSEAX and FIENX is 0.66, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for FSEAX, currently valued at 1.49, compared to the broader market0.002.004.001.491.00
The chart of Sortino ratio for FSEAX, currently valued at 2.20, compared to the broader market0.005.0010.002.20
The chart of Omega ratio for FSEAX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
The chart of Calmar ratio for FSEAX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.0025.000.500.17
The chart of Martin ratio for FSEAX, currently valued at 8.28, compared to the broader market0.0020.0040.0060.0080.00100.008.28
FSEAX
FIENX

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.49
1.00
FSEAX
FIENX

Dividends

FSEAX vs. FIENX - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.06%, while FIENX 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%
FIENX
Fidelity International Enhanced Index Fund
0.00%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%JuneJulyAugustSeptemberOctoberNovember
-38.75%
-6.43%
FSEAX
FIENX

Volatility

FSEAX vs. FIENX - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 5.10% 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%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.10%
0
FSEAX
FIENX