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FTKFX vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTKFX vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond K6 Fund (FTKFX) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTKFX achieves a 0.69% return, which is significantly lower than EMXC's 37.25% return.


FTKFX

1D
0.57%
1M
1.30%
YTD
0.69%
6M
1.27%
1Y
5.52%
3Y*
4.74%
5Y*
0.63%
10Y*

EMXC

1D
0.55%
1M
6.57%
YTD
37.25%
6M
42.23%
1Y
67.80%
3Y*
26.47%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTKFX vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTKFX
Fidelity Total Bond K6 Fund
0.69%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%-0.75%1.24%
EMXC
iShares MSCI Emerging Markets ex China ETF
37.25%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.16%

Correlation

The correlation between FTKFX and EMXC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2017

0.11

The correlation between FTKFX and EMXC shifts across timeframes, from 0.11 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FTKFX vs. EMXC — Risk / Return Rank

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

FTKFX
FTKFX Risk / Return Rank: 3737
Overall Rank
FTKFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 3535
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 3030
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 8989
Overall Rank
EMXC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9090
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8989
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.

FTKFX vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTKFXEMXCDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.25

1.50

-0.25

Calmar ratioReturn relative to maximum drawdown

1.98

4.55

-2.58

Martin ratioReturn relative to average drawdown

5.65

17.51

-11.86

FTKFX vs. EMXC - Sharpe Ratio Comparison

The current FTKFX Sharpe Ratio is 1.40, which is lower than the EMXC Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of FTKFX and EMXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTKFX vs. EMXC - Drawdown Comparison

The maximum FTKFX drawdown since its inception was -17.81%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FTKFX and EMXC.


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Drawdown Indicators


FTKFXEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-42.81%

+25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-14.41%

+11.59%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-19.12%

+13.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-28.91%

+11.10%

Current Drawdown

Current decline from peak

-1.22%

-4.12%

+2.90%

Average Drawdown

Average peak-to-trough decline

-4.18%

-10.17%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

3.74%

-2.76%

Volatility

FTKFX vs. EMXC - Volatility Comparison

The current volatility for Fidelity Total Bond K6 Fund (FTKFX) is 1.38%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.83%. This indicates that FTKFX experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTKFXEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

12.83%

-11.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

21.90%

-18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

23.90%

-19.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

18.00%

-12.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

20.07%

-15.15%

FTKFX vs. EMXC - Expense Ratio Comparison

FTKFX has a 0.30% expense ratio, which is lower than EMXC's 0.49% expense ratio.


Dividends

FTKFX vs. EMXC - Dividend Comparison

FTKFX's dividend yield for the trailing twelve months is around 4.61%, more than EMXC's 2.05% yield.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
2.05%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
FTKFX
Fidelity Total Bond K6 Fund
4.61%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%

Frequently Asked Questions


FTKFX and EMXC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.83%) compared to FTKFX (1.38%). In terms of maximum drawdown, FTKFX dropped -17.81% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (2.74 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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