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

Correlation

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.


-0.50.00.51.00.7

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%80.00%AugustSeptemberOctoberNovemberDecember2025
63.85%
61.49%
FSEAX
FIENX

Key characteristics

Returns By Period


FSEAX

YTD

-0.49%

1M

-2.08%

6M

8.96%

1Y

24.22%

5Y*

0.20%

10Y*

4.29%

FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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%

Risk-Adjusted Performance

FSEAX vs. FIENX — 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 6565
Overall Rank
The Sharpe Ratio Rank of FSEAX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FSEAX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FSEAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FSEAX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FSEAX is 6767
Martin Ratio Rank

FIENX
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. 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 1.57, compared to the broader market-1.000.001.002.003.004.001.57
The chart of Sortino ratio for FSEAX, currently valued at 2.30, compared to the broader market0.005.0010.002.30
The chart of Omega ratio for FSEAX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
The chart of Calmar ratio for FSEAX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.53
The chart of Martin ratio for FSEAX, currently valued at 6.51, compared to the broader market0.0020.0040.0060.0080.006.51
FSEAX
FIENX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.57
1.00
FSEAX
FIENX

Dividends

FSEAX vs. FIENX - Dividend Comparison

Neither FSEAX nor FIENX 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%0.88%1.80%
FIENX
Fidelity International Enhanced Index Fund
0.00%0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%

Drawdowns

FSEAX vs. FIENX - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-39.48%
-6.43%
FSEAX
FIENX

Volatility

FSEAX vs. FIENX - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 4.61% 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%AugustSeptemberOctoberNovemberDecember2025
4.61%
0
FSEAX
FIENX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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