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

Correlation

The correlation between FSEAX and XOM is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
723.02%
1,382.85%
FSEAX
XOM

Key characteristics

Sharpe Ratio

FSEAX:

0.95

XOM:

-0.31

Sortino Ratio

FSEAX:

1.45

XOM:

-0.26

Omega Ratio

FSEAX:

1.18

XOM:

0.97

Calmar Ratio

FSEAX:

0.42

XOM:

-0.38

Martin Ratio

FSEAX:

3.54

XOM:

-0.89

Ulcer Index

FSEAX:

5.71%

XOM:

8.15%

Daily Std Dev

FSEAX:

21.38%

XOM:

23.86%

Max Drawdown

FSEAX:

-65.12%

XOM:

-62.40%

Current Drawdown

FSEAX:

-38.00%

XOM:

-11.91%

Returns By Period

In the year-to-date period, FSEAX achieves a 1.93% return, which is significantly higher than XOM's 1.83% return. Over the past 10 years, FSEAX has underperformed XOM with an annualized return of 3.29%, while XOM has yielded a comparatively higher 6.72% annualized return.


FSEAX

YTD

1.93%

1M

-3.56%

6M

-2.03%

1Y

17.67%

5Y*

2.44%

10Y*

3.29%

XOM

YTD

1.83%

1M

-7.91%

6M

-7.57%

1Y

-4.85%

5Y*

25.75%

10Y*

6.72%

*Annualized

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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 7272
Overall Rank
The Sharpe Ratio Rank of FSEAX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FSEAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FSEAX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FSEAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FSEAX is 7777
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 3131
Overall Rank
The Sharpe Ratio Rank of XOM is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 3232
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.


The chart of Sharpe ratio for FSEAX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.00
FSEAX: 0.95
XOM: -0.31
The chart of Sortino ratio for FSEAX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.00
FSEAX: 1.45
XOM: -0.26
The chart of Omega ratio for FSEAX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
FSEAX: 1.18
XOM: 0.97
The chart of Calmar ratio for FSEAX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.00
FSEAX: 0.42
XOM: -0.38
The chart of Martin ratio for FSEAX, currently valued at 3.54, compared to the broader market0.0010.0020.0030.0040.0050.00
FSEAX: 3.54
XOM: -0.89

The current FSEAX Sharpe Ratio is 0.95, which is higher than the XOM Sharpe Ratio of -0.31. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.95
-0.31
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 3.57%.


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
3.57%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.00%
-11.91%
FSEAX
XOM

Volatility

FSEAX vs. XOM - Volatility Comparison

The current volatility for Fidelity Emerging Asia Fund (FSEAX) is 11.52%, while Exxon Mobil Corporation (XOM) has a volatility of 13.56%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.52%
13.56%
FSEAX
XOM