FSEAX vs. FIVFX
Compare and contrast key facts about Fidelity Emerging Asia Fund (FSEAX) and Fidelity International Capital Appreciation Fund (FIVFX).
FSEAX is managed by Fidelity. It was launched on Apr 19, 1993. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSEAX or FIVFX.
Performance
FSEAX vs. FIVFX - Performance Comparison
Returns By Period
In the year-to-date period, FSEAX achieves a 22.65% return, which is significantly higher than FIVFX's 8.22% return. Over the past 10 years, FSEAX has underperformed FIVFX with an annualized return of 4.77%, while FIVFX has yielded a comparatively higher 6.30% annualized return.
FSEAX
22.65%
-2.68%
8.50%
27.14%
1.64%
4.77%
FIVFX
8.22%
-3.53%
0.35%
17.27%
5.05%
6.30%
Key characteristics
| FSEAX | FIVFX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.28 |
| Sortino Ratio | 2.20 | 1.85 |
| Omega Ratio | 1.26 | 1.22 |
| Calmar Ratio | 0.50 | 0.79 |
| Martin Ratio | 8.28 | 6.39 |
| Ulcer Index | 3.16% | 2.78% |
| Daily Std Dev | 17.59% | 13.91% |
| Max Drawdown | -65.12% | -66.32% |
| Current Drawdown | -38.75% | -9.18% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSEAX vs. FIVFX - Expense Ratio Comparison
FSEAX has a 1.02% expense ratio, which is higher than FIVFX's 1.00% expense ratio.
Correlation
The correlation between FSEAX and FIVFX is 0.64, 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. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and Fidelity International Capital Appreciation Fund (FIVFX). 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.
Dividends
FSEAX vs. FIVFX - Dividend Comparison
FSEAX's dividend yield for the trailing twelve months is around 0.06%, less than FIVFX's 0.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FIVFX Fidelity International Capital Appreciation Fund | 0.35% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
FSEAX vs. FIVFX - Drawdown Comparison
The maximum FSEAX drawdown since its inception was -65.12%, roughly equal to the maximum FIVFX drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for FSEAX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
FSEAX vs. FIVFX - Volatility Comparison
Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 5.10% compared to Fidelity International Capital Appreciation Fund (FIVFX) at 3.86%. This indicates that FSEAX's price experiences larger fluctuations and is considered to be riskier than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.