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FTEJX vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTEJX and VWO is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FTEJX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total Emerging Markets Fund Class I (FTEJX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FTEJX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VWO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

FTEJX
The Risk-Adjusted Performance Rank of FTEJX is 5252
Overall Rank
The Sharpe Ratio Rank of FTEJX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEJX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FTEJX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FTEJX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FTEJX is 4545
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6262
Overall Rank
The Sharpe Ratio Rank of VWO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5757
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.

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.



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Dividends

FTEJX vs. VWO - Dividend Comparison

FTEJX has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 3.06%.


TTM20242023202220212020201920182017201620152014
FTEJX
Fidelity Advisor Total Emerging Markets Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTEJX vs. VWO - Drawdown Comparison


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Volatility

FTEJX vs. VWO - Volatility Comparison


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