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FSEAX vs. XOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FSEAX vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSEAX
Fidelity Emerging Asia Fund
0.63%36.43%21.80%13.58%-31.26%-14.91%73.43%30.97%-15.08%45.13%
XOM
Exxon Mobil Corporation
41.92%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%

Returns By Period

In the year-to-date period, FSEAX achieves a 0.63% return, which is significantly lower than XOM's 41.92% return. Both investments have delivered pretty close results over the past 10 years, with FSEAX having a 12.43% annualized return and XOM not far behind at 12.20%.


FSEAX

1D
-1.14%
1M
-12.47%
YTD
0.63%
6M
2.04%
1Y
33.51%
3Y*
20.81%
5Y*
2.18%
10Y*
12.43%

XOM

1D
-1.06%
1M
11.25%
YTD
41.92%
6M
52.80%
1Y
47.56%
3Y*
19.66%
5Y*
29.06%
10Y*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FSEAX vs. XOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSEAX
FSEAX Risk / Return Rank: 8383
Overall Rank
FSEAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FSEAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSEAX Omega Ratio Rank: 8181
Omega Ratio Rank
FSEAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSEAX Martin Ratio Rank: 8181
Martin Ratio Rank

XOM
XOM Risk / Return Rank: 8787
Overall Rank
XOM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8686
Sortino Ratio Rank
XOM Omega Ratio Rank: 8585
Omega Ratio Rank
XOM Calmar Ratio Rank: 8787
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSEAX vs. XOM - Risk-Adjusted Trends 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.


FSEAXXOMDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.92

-0.31

Sortino ratio

Return per unit of downside risk

2.15

2.44

-0.29

Omega ratio

Gain probability vs. loss probability

1.31

1.33

-0.01

Calmar ratio

Return relative to maximum drawdown

2.23

3.06

-0.83

Martin ratio

Return relative to average drawdown

8.05

7.95

+0.10

FSEAX vs. XOM - Sharpe Ratio Comparison

The current FSEAX Sharpe Ratio is 1.62, which is comparable to the XOM Sharpe Ratio of 1.92. 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.


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Sharpe Ratios by Period


FSEAXXOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.92

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.10

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.44

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.49

-0.10

Correlation

The correlation between FSEAX and XOM is 0.23, 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.


Dividends

FSEAX vs. XOM - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.21%, less than XOM's 2.38% yield.


TTM20252024202320222021202020192018201720162015
FSEAX
Fidelity Emerging Asia Fund
0.21%0.22%0.00%0.08%0.00%14.14%14.10%6.15%3.44%0.05%1.26%0.44%
XOM
Exxon Mobil Corporation
2.38%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Drawdowns

FSEAX vs. XOM - Drawdown Comparison

The maximum FSEAX drawdown since its inception was -65.59%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FSEAX and XOM.


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Drawdown Indicators


FSEAXXOMDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-62.40%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-16.05%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-53.64%

-20.51%

-33.13%

Max Drawdown (10Y)

Largest decline over 10 years

-58.07%

-61.34%

+3.27%

Current Drawdown

Current decline from peak

-13.42%

-1.06%

-12.36%

Average Drawdown

Average peak-to-trough decline

-24.80%

-10.20%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

6.17%

-2.46%

Volatility

FSEAX vs. XOM - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 9.42% compared to Exxon Mobil Corporation (XOM) at 6.40%. This indicates that FSEAX's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSEAXXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

6.40%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

16.13%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

24.86%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

26.49%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

27.88%

-7.13%