PortfoliosLab logoPortfoliosLab logo
FSEDX vs. AGEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSEDX vs. AGEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Emerging Markets Debt Local Currency Fund (FSEDX) and American Beacon Developing World Income Fund Class Y (AGEYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSEDX vs. AGEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FSEDX
Fidelity Series Emerging Markets Debt Local Currency Fund
-2.63%19.49%-2.54%13.58%-7.94%-9.28%3.54%
AGEYX
American Beacon Developing World Income Fund Class Y
1.59%19.15%15.85%13.10%-12.62%6.91%2.83%

Returns By Period

In the year-to-date period, FSEDX achieves a -2.63% return, which is significantly lower than AGEYX's 1.59% return.


FSEDX

1D
-0.22%
1M
-6.00%
YTD
-2.63%
6M
0.78%
1Y
11.39%
3Y*
7.02%
5Y*
3.04%
10Y*

AGEYX

1D
-0.53%
1M
-3.02%
YTD
1.59%
6M
7.64%
1Y
18.64%
3Y*
16.31%
5Y*
8.13%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSEDX vs. AGEYX - Expense Ratio Comparison

FSEDX has a 0.00% expense ratio, which is lower than AGEYX's 1.14% expense ratio.


Return for Risk

FSEDX vs. AGEYX — Risk / Return Rank

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

FSEDX
FSEDX Risk / Return Rank: 8787
Overall Rank
FSEDX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSEDX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSEDX Omega Ratio Rank: 8888
Omega Ratio Rank
FSEDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FSEDX Martin Ratio Rank: 8484
Martin Ratio Rank

AGEYX
AGEYX Risk / Return Rank: 9898
Overall Rank
AGEYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEYX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEYX Martin Ratio Rank: 9898
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.

FSEDX vs. AGEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Debt Local Currency Fund (FSEDX) and American Beacon Developing World Income Fund Class Y (AGEYX). 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.


FSEDXAGEYXDifference

Sharpe ratio

Return per unit of total volatility

1.97

3.96

-1.99

Sortino ratio

Return per unit of downside risk

2.71

5.44

-2.73

Omega ratio

Gain probability vs. loss probability

1.38

2.04

-0.66

Calmar ratio

Return relative to maximum drawdown

1.89

4.15

-2.26

Martin ratio

Return relative to average drawdown

8.62

21.19

-12.57

FSEDX vs. AGEYX - Sharpe Ratio Comparison

The current FSEDX Sharpe Ratio is 1.97, which is lower than the AGEYX Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of FSEDX and AGEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSEDXAGEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

3.96

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.60

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.31

-1.04

Correlation

The correlation between FSEDX and AGEYX is 0.40, 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

FSEDX vs. AGEYX - Dividend Comparison

FSEDX's dividend yield for the trailing twelve months is around 7.76%, less than AGEYX's 9.85% yield.


TTM20252024202320222021202020192018201720162015
FSEDX
Fidelity Series Emerging Markets Debt Local Currency Fund
7.76%6.97%6.92%5.14%0.00%3.96%0.00%0.00%0.00%0.00%0.00%0.00%
AGEYX
American Beacon Developing World Income Fund Class Y
9.85%9.99%12.16%9.64%7.50%7.90%7.34%8.61%9.88%7.30%8.43%7.03%

Drawdowns

FSEDX vs. AGEYX - Drawdown Comparison

The maximum FSEDX drawdown since its inception was -24.77%, which is greater than AGEYX's maximum drawdown of -22.24%. Use the drawdown chart below to compare losses from any high point for FSEDX and AGEYX.


Loading graphics...

Drawdown Indicators


FSEDXAGEYXDifference

Max Drawdown

Largest peak-to-trough decline

-24.77%

-22.24%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-4.14%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-22.24%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-22.24%

Current Drawdown

Current decline from peak

-6.10%

-3.15%

-2.95%

Average Drawdown

Average peak-to-trough decline

-8.19%

-3.59%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

0.86%

+0.48%

Volatility

FSEDX vs. AGEYX - Volatility Comparison

Fidelity Series Emerging Markets Debt Local Currency Fund (FSEDX) has a higher volatility of 3.26% compared to American Beacon Developing World Income Fund Class Y (AGEYX) at 1.74%. This indicates that FSEDX's price experiences larger fluctuations and is considered to be riskier than AGEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSEDXAGEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

1.74%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

2.84%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

4.65%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

5.12%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

5.00%

+2.66%