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SFVLX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFVLX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seafarer Overseas Value Fund (SFVLX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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SFVLX vs. FPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFVLX
Seafarer Overseas Value Fund
1.36%37.50%-3.41%13.35%-0.86%9.92%3.98%21.72%-13.89%22.78%
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%17.84%18.28%-14.65%33.74%

Returns By Period

In the year-to-date period, SFVLX achieves a 1.36% return, which is significantly higher than FPADX's 0.22% return.


SFVLX

1D
-0.41%
1M
-12.15%
YTD
1.36%
6M
6.15%
1Y
32.89%
3Y*
13.28%
5Y*
9.33%
10Y*

FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFVLX vs. FPADX - Expense Ratio Comparison

SFVLX has a 1.15% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Return for Risk

SFVLX vs. FPADX — Risk / Return Rank

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

SFVLX
SFVLX Risk / Return Rank: 9393
Overall Rank
SFVLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SFVLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SFVLX Omega Ratio Rank: 9494
Omega Ratio Rank
SFVLX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SFVLX Martin Ratio Rank: 8989
Martin Ratio Rank

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
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.

SFVLX vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seafarer Overseas Value Fund (SFVLX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


SFVLXFPADXDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.64

+0.87

Sortino ratio

Return per unit of downside risk

3.05

2.18

+0.87

Omega ratio

Gain probability vs. loss probability

1.49

1.32

+0.17

Calmar ratio

Return relative to maximum drawdown

2.44

1.98

+0.46

Martin ratio

Return relative to average drawdown

9.80

8.08

+1.72

SFVLX vs. FPADX - Sharpe Ratio Comparison

The current SFVLX Sharpe Ratio is 2.50, which is higher than the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SFVLX and FPADX, 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


SFVLXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.64

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.21

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.27

+0.46

Correlation

The correlation between SFVLX and FPADX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SFVLX vs. FPADX - Dividend Comparison

SFVLX's dividend yield for the trailing twelve months is around 4.94%, more than FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
SFVLX
Seafarer Overseas Value Fund
4.94%5.00%4.17%2.88%1.65%3.51%1.31%3.02%3.23%3.50%0.00%0.00%
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Drawdowns

SFVLX vs. FPADX - Drawdown Comparison

The maximum SFVLX drawdown since its inception was -33.11%, smaller than the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for SFVLX and FPADX.


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Drawdown Indicators


SFVLXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-39.16%

+6.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-13.28%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-37.04%

+20.68%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-12.51%

-13.28%

+0.77%

Average Drawdown

Average peak-to-trough decline

-5.63%

-13.39%

+7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.26%

-0.14%

Volatility

SFVLX vs. FPADX - Volatility Comparison

The current volatility for Seafarer Overseas Value Fund (SFVLX) is 6.17%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 8.84%. This indicates that SFVLX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFVLXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

8.84%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

13.29%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

17.59%

-4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.50%

16.64%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

17.60%

-5.06%