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RLEMX vs. FMCKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLEMX vs. FMCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Emerging Markets Equity Portfolio Class R6 (RLEMX) and Fidelity Advisor Focused Emerging Markets Fund Class C (FMCKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RLEMX achieves a 21.51% return, which is significantly higher than FMCKX's 15.03% return. Both investments have delivered pretty close results over the past 10 years, with RLEMX having a 9.76% annualized return and FMCKX not far ahead at 9.93%.


RLEMX

1D
-0.92%
1M
-0.76%
6M
9.55%
YTD
21.51%
1Y
40.39%
3Y*
24.35%
5Y*
13.86%
10Y*
9.76%
ALL TIME*
11.34%

FMCKX

1D
-1.50%
1M
-9.76%
6M
1.70%
YTD
15.03%
1Y
32.70%
3Y*
18.91%
5Y*
7.28%
10Y*
9.93%
ALL TIME*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RLEMX vs. FMCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLEMX
Lazard Emerging Markets Equity Portfolio Class R6
21.51%41.38%7.60%22.42%-14.86%5.43%-0.02%17.99%-18.11%28.02%
FMCKX
Fidelity Advisor Focused Emerging Markets Fund Class C
15.03%38.72%8.19%7.32%-20.72%-3.67%29.01%28.31%-18.95%45.62%

Correlation

The correlation between RLEMX and FMCKX is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.85

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.87

The correlation between RLEMX and FMCKX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

RLEMX vs. FMCKX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RLEMX
RLEMX Risk / Return Rank: 9393
Overall Rank
RLEMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RLEMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
RLEMX Omega Ratio Rank: 9090
Omega Ratio Rank
RLEMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RLEMX Martin Ratio Rank: 9292
Martin Ratio Rank

FMCKX
FMCKX Risk / Return Rank: 6161
Overall Rank
FMCKX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FMCKX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FMCKX Omega Ratio Rank: 6464
Omega Ratio Rank
FMCKX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FMCKX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RLEMX vs. FMCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Equity Portfolio Class R6 (RLEMX) and Fidelity Advisor Focused Emerging Markets Fund Class C (FMCKX). 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.


RLEMXFMCKXDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.49

1.28

+0.21

Calmar ratioReturn relative to maximum drawdown

3.89

2.34

+1.56

Martin ratioReturn relative to average drawdown

13.19

7.17

+6.02

RLEMX vs. FMCKX - Sharpe Ratio Comparison

The current RLEMX Sharpe Ratio is 2.75, which is higher than the FMCKX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of RLEMX and FMCKX, 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

RLEMX vs. FMCKX - Drawdown Comparison

The maximum RLEMX drawdown since its inception was -44.12%, smaller than the maximum FMCKX drawdown of -70.33%. Use the drawdown chart below to compare losses from any high point for RLEMX and FMCKX.


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Drawdown Indicators


RLEMXFMCKXDifference

Max Drawdown

Largest peak-to-trough decline

-44.12%

-70.33%

+26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-13.79%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-19.15%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.17%

-37.54%

+8.37%

Max Drawdown (10Y)

Largest decline over 10 years

-44.12%

-42.90%

-1.22%

Current Drawdown

Current decline from peak

-4.28%

-13.61%

+9.33%

Average Drawdown

Average peak-to-trough decline

-10.37%

-21.88%

+11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

4.48%

-1.41%

Volatility

RLEMX vs. FMCKX - Volatility Comparison

The current volatility for Lazard Emerging Markets Equity Portfolio Class R6 (RLEMX) is 4.68%, while Fidelity Advisor Focused Emerging Markets Fund Class C (FMCKX) has a volatility of 8.09%. This indicates that RLEMX experiences smaller price fluctuations and is considered to be less risky than FMCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLEMXFMCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

8.09%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

19.91%

-7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

21.95%

-7.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

19.65%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

19.15%

-2.77%

RLEMX vs. FMCKX - Expense Ratio Comparison

RLEMX has a 1.38% expense ratio, which is lower than FMCKX's 2.11% expense ratio.


Dividends

RLEMX vs. FMCKX - Dividend Comparison

RLEMX's dividend yield for the trailing twelve months is around 1.68%, more than FMCKX's 0.61% yield.


PositionTTM2025202420232022202120202019201820172016
FMCKX
Fidelity Advisor Focused Emerging Markets Fund Class C
0.61%0.70%0.11%0.53%0.00%4.23%1.27%11.09%0.00%0.00%0.00%
RLEMX
Lazard Emerging Markets Equity Portfolio Class R6
1.68%2.05%3.10%3.76%5.92%4.89%2.11%2.45%2.10%1.99%1.48%

Frequently Asked Questions


RLEMX and FMCKX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMCKX has higher volatility (8.09%) compared to RLEMX (4.68%). In terms of maximum drawdown, RLEMX dropped -44.12% vs FMCKX's -70.33%.

RLEMX currently has the higher Sharpe Ratio (2.75 vs 1.47), 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

Find the right allocation for RLEMX and FMCKX

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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