PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTEMX vs. FIVFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTEMX and FIVFX is 0.76, 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.


-0.50.00.51.00.8

Performance

FTEMX vs. FIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Emerging Markets Fund (FTEMX) and Fidelity International Capital Appreciation Fund (FIVFX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February0
2.07%
FTEMX
FIVFX

Key characteristics

Returns By Period


FTEMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FIVFX

YTD

7.84%

1M

8.83%

6M

2.07%

1Y

9.30%

5Y*

4.92%

10Y*

6.36%

*Annualized

Compare stocks, funds, or ETFs

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


FTEMX vs. FIVFX - Expense Ratio Comparison

FTEMX has a 1.11% expense ratio, which is higher than FIVFX's 1.00% expense ratio.


FTEMX
Fidelity Total Emerging Markets Fund
Expense ratio chart for FTEMX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for FIVFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Risk-Adjusted Performance

FTEMX vs. FIVFX — Risk-Adjusted Performance Rank

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

FTEMX
The Risk-Adjusted Performance Rank of FTEMX is 5252
Overall Rank
The Sharpe Ratio Rank of FTEMX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEMX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FTEMX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FTEMX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FTEMX is 4444
Martin Ratio Rank

FIVFX
The Risk-Adjusted Performance Rank of FIVFX is 3737
Overall Rank
The Sharpe Ratio Rank of FIVFX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVFX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FIVFX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FIVFX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FIVFX is 3535
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.

FTEMX vs. FIVFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Emerging Markets Fund (FTEMX) and Fidelity International Capital Appreciation Fund (FIVFX). 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.


Sharpe ratio
The chart of Sharpe ratio for FTEMX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.300.63
The chart of Sortino ratio for FTEMX, currently valued at 1.93, compared to the broader market0.002.004.006.008.0010.0012.001.930.96
The chart of Omega ratio for FTEMX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.12
The chart of Calmar ratio for FTEMX, currently valued at 0.36, compared to the broader market0.005.0010.0015.0020.000.360.63
The chart of Martin ratio for FTEMX, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.003.562.09
FTEMX
FIVFX


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.30
0.63
FTEMX
FIVFX

Dividends

FTEMX vs. FIVFX - Dividend Comparison

FTEMX has not paid dividends to shareholders, while FIVFX's dividend yield for the trailing twelve months is around 0.72%.


TTM20242023202220212020201920182017201620152014
FTEMX
Fidelity Total Emerging Markets Fund
100.99%100.99%3.09%2.85%2.08%1.21%2.72%2.46%1.28%1.26%2.99%3.90%
FIVFX
Fidelity International Capital Appreciation Fund
0.72%0.78%0.38%0.05%0.00%0.17%0.58%0.47%0.33%0.68%1.98%6.09%

Drawdowns

FTEMX vs. FIVFX - Drawdown Comparison


-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-16.91%
-5.33%
FTEMX
FIVFX

Volatility

FTEMX vs. FIVFX - Volatility Comparison

The current volatility for Fidelity Total Emerging Markets Fund (FTEMX) is 0.00%, while Fidelity International Capital Appreciation Fund (FIVFX) has a volatility of 4.15%. This indicates that FTEMX experiences smaller price fluctuations and is considered to be less risky than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
4.15%
FTEMX
FIVFX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab