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HYEM vs. FEDCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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HYEM vs. FEDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
0.36%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
-1.01%14.91%7.39%11.92%-16.08%-1.28%4.78%10.50%-4.55%10.59%

Returns By Period

In the year-to-date period, HYEM achieves a 0.36% return, which is significantly higher than FEDCX's -1.01% return. Over the past 10 years, HYEM has outperformed FEDCX with an annualized return of 4.66%, while FEDCX has yielded a comparatively lower 4.29% annualized return.


HYEM

1D
0.10%
1M
-1.79%
YTD
0.36%
6M
1.52%
1Y
7.53%
3Y*
9.25%
5Y*
2.64%
10Y*
4.66%

FEDCX

1D
0.36%
1M
-3.24%
YTD
-1.01%
6M
2.49%
1Y
10.61%
3Y*
10.40%
5Y*
3.39%
10Y*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYEM vs. FEDCX - Expense Ratio Comparison

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


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: 6363
Overall Rank
HYEM Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYEM Omega Ratio Rank: 6767
Omega Ratio Rank
HYEM Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7070
Martin Ratio Rank

FEDCX
FEDCX Risk / Return Rank: 9191
Overall Rank
FEDCX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEDCX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEDCX Omega Ratio Rank: 9292
Omega Ratio Rank
FEDCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FEDCX 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.

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.


HYEMFEDCXDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.13

-0.99

Sortino ratio

Return per unit of downside risk

1.61

3.01

-1.40

Omega ratio

Gain probability vs. loss probability

1.26

1.45

-0.19

Calmar ratio

Return relative to maximum drawdown

1.54

2.35

-0.81

Martin ratio

Return relative to average drawdown

7.62

10.10

-2.48

HYEM vs. FEDCX - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 1.14, which is lower than the FEDCX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of HYEM and FEDCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYEMFEDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.13

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.54

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.65

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.71

-0.20

Correlation

The correlation between HYEM and FEDCX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYEM vs. FEDCX - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.77%, more than FEDCX's 5.51% yield.


TTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.77%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
FEDCX
Fidelity Series Emerging Markets Debt Fund
5.51%5.97%5.18%5.55%3.84%3.81%4.99%5.89%6.08%7.33%7.03%5.61%

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

-4.85%

-4.76%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-26.00%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-26.00%

-4.96%

Current Drawdown

Current decline from peak

-2.13%

-3.73%

+1.60%

Average Drawdown

Average peak-to-trough decline

-4.45%

-4.40%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.14%

-0.16%

Volatility

HYEM vs. FEDCX - Volatility Comparison

VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) has a higher volatility of 2.06% compared to Fidelity Series Emerging Markets Debt Fund (FEDCX) at 1.92%. This indicates that HYEM's price experiences larger fluctuations and is considered to be riskier 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

2.06%

1.92%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.07%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

6.64%

5.22%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

6.27%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

6.59%

+2.68%