FTEJX vs. VWO
Compare and contrast key facts about Fidelity Advisor Total Emerging Markets Fund Class I (FTEJX) and Vanguard FTSE Emerging Markets ETF (VWO).
FTEJX is managed by Fidelity. It was launched on Nov 1, 2011. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTEJX or VWO.
Key characteristics
| FTEJX | VWO | |
|---|---|---|
| YTD Return | 7.62% | 8.13% |
| 1Y Return | 18.92% | 15.00% |
| 3Y Return (Ann) | -3.60% | -1.77% |
| 5Y Return (Ann) | 3.95% | 5.32% |
| 10Y Return (Ann) | 3.78% | 3.35% |
| Sharpe Ratio | 1.61 | 1.03 |
| Daily Std Dev | 11.37% | 13.81% |
| Max Drawdown | -40.46% | -67.68% |
| Current Drawdown | -17.49% | -12.96% |
Correlation
The correlation between FTEJX and VWO is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FTEJX vs. VWO - Performance Comparison
In the year-to-date period, FTEJX achieves a 7.62% return, which is significantly lower than VWO's 8.13% return. Over the past 10 years, FTEJX has outperformed VWO with an annualized return of 3.78%, while VWO has yielded a comparatively lower 3.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTEJX vs. VWO - Expense Ratio Comparison
FTEJX has a 1.09% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
FTEJX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total Emerging Markets Fund Class I (FTEJX) and Vanguard FTSE Emerging Markets ETF (VWO). 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
FTEJX vs. VWO - Dividend Comparison
FTEJX's dividend yield for the trailing twelve months is around 2.90%, less than VWO's 3.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTEJX Fidelity Advisor Total Emerging Markets Fund Class I | 2.90% | 3.12% | 2.93% | 2.07% | 1.23% | 2.76% | 2.50% | 2.73% | 1.36% | 3.02% | 3.90% | 1.79% |
VWO Vanguard FTSE Emerging Markets ETF | 3.28% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
FTEJX vs. VWO - Drawdown Comparison
The maximum FTEJX drawdown since its inception was -40.46%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FTEJX and VWO. For additional features, visit the drawdowns tool.
Volatility
FTEJX vs. VWO - Volatility Comparison
The current volatility for Fidelity Advisor Total Emerging Markets Fund Class I (FTEJX) is 3.01%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 3.47%. This indicates that FTEJX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.