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HYEM vs. FEDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM vs. FEDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and Fidelity Series Emerging Markets Debt Fund (FEDCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYEM achieves a 4.28% return, which is significantly higher than FEDCX's 4.03% return. Over the past 10 years, HYEM has outperformed FEDCX with an annualized return of 4.64%, while FEDCX has yielded a comparatively lower 4.31% annualized return.


HYEM

1D
-0.15%
1M
1.26%
YTD
4.28%
6M
4.29%
1Y
9.50%
3Y*
10.35%
5Y*
2.95%
10Y*
4.64%

FEDCX

1D
-0.34%
1M
1.78%
YTD
4.03%
6M
4.63%
1Y
15.07%
3Y*
11.60%
5Y*
3.77%
10Y*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM vs. FEDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
4.28%9.24%12.14%8.35%-13.39%-1.31%6.87%12.85%-3.38%7.94%
FEDCX
Fidelity Series Emerging Markets Debt Fund
4.03%14.91%7.39%11.92%-16.08%-1.28%4.78%10.50%-4.55%10.59%

Correlation

The correlation between HYEM and FEDCX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.40

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 14, 2012

0.46

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Return for Risk

HYEM vs. FEDCX — Risk / Return Rank

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

HYEM
HYEM Risk / Return Rank: 7474
Overall Rank
HYEM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7676
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7373
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7777
Martin Ratio Rank

FEDCX
FEDCX Risk / Return Rank: 9393
Overall Rank
FEDCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FEDCX Sortino Ratio Rank: 9797
Sortino Ratio Rank
FEDCX Omega Ratio Rank: 9494
Omega Ratio Rank
FEDCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FEDCX Martin Ratio Rank: 9191
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.

HYEM vs. FEDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and Fidelity Series Emerging Markets Debt Fund (FEDCX). 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.


HYEMFEDCXDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.42

1.69

-0.27

Calmar ratioReturn relative to maximum drawdown

3.50

3.79

-0.29

Martin ratioReturn relative to average drawdown

14.23

16.97

-2.74

HYEM vs. FEDCX - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 2.17, which is lower than the FEDCX Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of HYEM and FEDCX, 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

HYEM vs. FEDCX - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than FEDCX's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for HYEM and FEDCX.


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Drawdown Indicators


HYEMFEDCXDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-26.00%

-4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-4.07%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

-6.42%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-26.00%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-26.00%

-4.96%

Current Drawdown

Current decline from peak

-0.20%

-0.46%

+0.26%

Average Drawdown

Average peak-to-trough decline

-4.38%

-4.35%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.91%

-0.24%

Volatility

HYEM vs. FEDCX - Volatility Comparison

The current volatility for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) is 1.14%, while Fidelity Series Emerging Markets Debt Fund (FEDCX) has a volatility of 1.34%. This indicates that HYEM experiences smaller price fluctuations and is considered to be less risky than FEDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEMFEDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.34%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

3.82%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.69%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

6.36%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

6.62%

+2.65%

HYEM vs. FEDCX - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is higher than FEDCX's 0.00% expense ratio.


Dividends

HYEM vs. FEDCX - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.50%, more than FEDCX's 5.82% yield.


PositionTTM20252024202320222021202020192018201720162015
FEDCX
Fidelity Series Emerging Markets Debt Fund
5.82%5.97%5.18%5.55%3.84%3.81%4.99%5.89%6.08%7.33%7.03%5.61%
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.50%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%

Frequently Asked Questions


HYEM and FEDCX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEDCX has higher volatility (1.34%) compared to HYEM (1.14%). In terms of maximum drawdown, HYEM dropped -30.96% vs FEDCX's -26.00%.

FEDCX currently has the higher Sharpe Ratio (3.29 vs 2.17), 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.

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