MUFG vs. FFEM
MUFG (Mitsubishi UFJ Financial Group, Inc.) is a stock, while FFEM (Fidelity Fundamental Emerging Markets ETF) is Emerging Markets Equities fund actively managed by Fidelity. Over the past year, MUFG returned 65.87% vs 48.26% for FFEM. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
MUFG vs. FFEM - Performance Comparison
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Returns By Period
In the year-to-date period, MUFG achieves a 44.14% return, which is significantly higher than FFEM's 25.95% return.
MUFG
- 1D
- 2.70%
- 1M
- 5.90%
- 6M
- 23.24%
- YTD
- 44.14%
- 1Y
- 65.87%
- 3Y*
- 46.04%
- 5Y*
- 37.63%
- 10Y*
- 19.02%
- ALL TIME*
- 6.70%
FFEM
- 1D
- -0.46%
- 1M
- -3.44%
- 6M
- 15.36%
- YTD
- 25.95%
- 1Y
- 48.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.50M | $980.67K | $825.22K | |
| $85.21M | $79.32M | $69.99M |
MUFG vs. FFEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 44.14% | 39.96% | 0.43% |
FFEM Fidelity Fundamental Emerging Markets ETF | 25.95% | 40.03% | -10.18% |
Correlation
The correlation between MUFG and FFEM is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024 | 0.35 |
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Return for Risk
MUFG vs. FFEM — Risk / Return Rank
MUFG
FFEM
MUFG vs. FFEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Fidelity Fundamental Emerging Markets ETF (FFEM). 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.
| MUFG | FFEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.34 | +0.49 |
| Martin ratioReturn relative to average drawdown | 11.38 | 10.30 | +1.08 |
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Drawdowns
MUFG vs. FFEM - Drawdown Comparison
The maximum MUFG drawdown since its inception was -76.75%, which is greater than FFEM's maximum drawdown of -18.17%. Use the drawdown chart below to compare losses from any high point for MUFG and FFEM.
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Drawdown Indicators
| MUFG | FFEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -18.17% | -58.58% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -14.53% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -26.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.62% | — | — |
Current DrawdownCurrent decline from peak | -2.94% | -7.94% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -43.29% | -3.94% | -39.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 4.70% | +1.10% |
Volatility
MUFG vs. FFEM - Volatility Comparison
Mitsubishi UFJ Financial Group, Inc. (MUFG) has a higher volatility of 9.56% compared to Fidelity Fundamental Emerging Markets ETF (FFEM) at 9.07%. This indicates that MUFG's price experiences larger fluctuations and is considered to be riskier than FFEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUFG | FFEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 9.07% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 20.34% | 23.78% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.64% | 26.33% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.34% | 25.04% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.60% | 25.04% | +2.56% |
Dividends
MUFG vs. FFEM - Dividend Comparison
MUFG's dividend yield for the trailing twelve months is around 2.40%, more than FFEM's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFEM Fidelity Fundamental Emerging Markets ETF | 1.30% | 1.59% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 2.40% | 3.12% | 2.50% | 2.90% | 3.36% | 2.18% | 2.62% | 0.00% | 0.00% | 2.20% | 2.70% | 2.34% |
Frequently Asked Questions
MUFG and FFEM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUFG has higher volatility (9.56%) compared to FFEM (9.07%). In terms of maximum drawdown, MUFG dropped -76.75% vs FFEM's -18.17%.
MUFG currently has the higher Sharpe Ratio (2.49 vs 1.84), 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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