PortfoliosLab logo
SNXFX vs. FEMKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNXFX and FEMKX is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SNXFX vs. FEMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Fidelity Emerging Markets (FEMKX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,462.74%
350.16%
SNXFX
FEMKX

Key characteristics

Sharpe Ratio

SNXFX:

0.54

FEMKX:

0.25

Sortino Ratio

SNXFX:

0.88

FEMKX:

0.49

Omega Ratio

SNXFX:

1.13

FEMKX:

1.06

Calmar Ratio

SNXFX:

0.55

FEMKX:

0.15

Martin Ratio

SNXFX:

2.26

FEMKX:

0.79

Ulcer Index

SNXFX:

4.67%

FEMKX:

6.24%

Daily Std Dev

SNXFX:

19.69%

FEMKX:

19.55%

Max Drawdown

SNXFX:

-55.11%

FEMKX:

-71.06%

Current Drawdown

SNXFX:

-10.82%

FEMKX:

-24.05%

Returns By Period

In the year-to-date period, SNXFX achieves a -6.58% return, which is significantly lower than FEMKX's -1.00% return. Over the past 10 years, SNXFX has outperformed FEMKX with an annualized return of 9.86%, while FEMKX has yielded a comparatively lower 4.66% annualized return.


SNXFX

YTD

-6.58%

1M

-5.05%

6M

-4.98%

1Y

9.17%

5Y*

15.19%

10Y*

9.86%

FEMKX

YTD

-1.00%

1M

-3.06%

6M

-6.61%

1Y

3.06%

5Y*

5.42%

10Y*

4.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNXFX vs. FEMKX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than FEMKX's 0.88% expense ratio.


Expense ratio chart for FEMKX: current value is 0.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEMKX: 0.88%
Expense ratio chart for SNXFX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SNXFX: 0.05%

Risk-Adjusted Performance

SNXFX vs. FEMKX — Risk-Adjusted Performance Rank

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

SNXFX
The Risk-Adjusted Performance Rank of SNXFX is 6363
Overall Rank
The Sharpe Ratio Rank of SNXFX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SNXFX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SNXFX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SNXFX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SNXFX is 6363
Martin Ratio Rank

FEMKX
The Risk-Adjusted Performance Rank of FEMKX is 4040
Overall Rank
The Sharpe Ratio Rank of FEMKX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMKX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FEMKX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FEMKX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FEMKX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNXFX vs. FEMKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Fidelity Emerging Markets (FEMKX). 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.


The chart of Sharpe ratio for SNXFX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
SNXFX: 0.54
FEMKX: 0.25
The chart of Sortino ratio for SNXFX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
SNXFX: 0.88
FEMKX: 0.49
The chart of Omega ratio for SNXFX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
SNXFX: 1.13
FEMKX: 1.06
The chart of Calmar ratio for SNXFX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.00
SNXFX: 0.55
FEMKX: 0.15
The chart of Martin ratio for SNXFX, currently valued at 2.26, compared to the broader market0.0010.0020.0030.0040.00
SNXFX: 2.26
FEMKX: 0.79

The current SNXFX Sharpe Ratio is 0.54, which is higher than the FEMKX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SNXFX and FEMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.25
SNXFX
FEMKX

Dividends

SNXFX vs. FEMKX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.32%, more than FEMKX's 0.66% yield.


TTM20242023202220212020201920182017201620152014
SNXFX
Schwab 1000 Index Fund
1.32%1.23%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%
FEMKX
Fidelity Emerging Markets
0.66%0.65%1.11%0.77%1.06%0.20%1.71%0.81%0.49%0.67%0.51%1.24%

Drawdowns

SNXFX vs. FEMKX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.11%, smaller than the maximum FEMKX drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for SNXFX and FEMKX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.82%
-24.05%
SNXFX
FEMKX

Volatility

SNXFX vs. FEMKX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) has a higher volatility of 14.33% compared to Fidelity Emerging Markets (FEMKX) at 10.95%. This indicates that SNXFX's price experiences larger fluctuations and is considered to be riskier than FEMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.33%
10.95%
SNXFX
FEMKX