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

Correlation

The correlation between FSEAX and XOM is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FSEAX vs. XOM - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.10%
-4.60%
FSEAX
XOM

Key characteristics

Sharpe Ratio

FSEAX:

1.23

XOM:

0.80

Sortino Ratio

FSEAX:

1.84

XOM:

1.23

Omega Ratio

FSEAX:

1.21

XOM:

1.15

Calmar Ratio

FSEAX:

0.41

XOM:

0.82

Martin Ratio

FSEAX:

5.22

XOM:

2.68

Ulcer Index

FSEAX:

4.19%

XOM:

5.73%

Daily Std Dev

FSEAX:

17.86%

XOM:

19.22%

Max Drawdown

FSEAX:

-65.12%

XOM:

-62.40%

Current Drawdown

FSEAX:

-40.40%

XOM:

-10.32%

Returns By Period

In the year-to-date period, FSEAX achieves a -2.01% return, which is significantly lower than XOM's 3.66% return. Over the past 10 years, FSEAX has underperformed XOM with an annualized return of 4.13%, while XOM has yielded a comparatively higher 6.60% annualized return.


FSEAX

YTD

-2.01%

1M

-5.15%

6M

5.86%

1Y

23.30%

5Y*

-0.11%

10Y*

4.13%

XOM

YTD

3.66%

1M

2.80%

6M

-3.66%

1Y

18.04%

5Y*

15.77%

10Y*

6.60%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FSEAX vs. XOM — 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 6767
Overall Rank
The Sharpe Ratio Rank of FSEAX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FSEAX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FSEAX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FSEAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FSEAX is 6969
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 7171
Overall Rank
The Sharpe Ratio Rank of XOM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 7777
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 7272
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. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and Exxon Mobil Corporation (XOM). 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 1.23, compared to the broader market-1.000.001.002.003.004.001.230.80
The chart of Sortino ratio for FSEAX, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.001.841.23
The chart of Omega ratio for FSEAX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.15
The chart of Calmar ratio for FSEAX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.410.82
The chart of Martin ratio for FSEAX, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.005.222.68
FSEAX
XOM

The current FSEAX Sharpe Ratio is 1.23, which is higher than the XOM Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FSEAX and XOM, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.23
0.80
FSEAX
XOM

Dividends

FSEAX vs. XOM - Dividend Comparison

FSEAX has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 3.44%.


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%
XOM
Exxon Mobil Corporation
3.44%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

FSEAX vs. XOM - Drawdown Comparison

The maximum FSEAX drawdown since its inception was -65.12%, roughly equal to the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FSEAX and XOM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-40.40%
-10.32%
FSEAX
XOM

Volatility

FSEAX vs. XOM - Volatility Comparison

The current volatility for Fidelity Emerging Asia Fund (FSEAX) is 4.37%, while Exxon Mobil Corporation (XOM) has a volatility of 5.19%. This indicates that FSEAX experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.37%
5.19%
FSEAX
XOM
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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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