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VEMAX vs. FEMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEMAX vs. FEMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX). The values are adjusted to include any dividend payments, if applicable.

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VEMAX vs. FEMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
-2.51%24.76%11.34%8.82%-17.79%0.85%15.24%20.29%-14.59%31.37%
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
1.83%37.92%7.84%14.23%-23.95%-5.14%24.72%28.87%-16.20%49.92%

Returns By Period

In the year-to-date period, VEMAX achieves a -2.51% return, which is significantly lower than FEMSX's 1.83% return. Over the past 10 years, VEMAX has underperformed FEMSX with an annualized return of 7.28%, while FEMSX has yielded a comparatively higher 10.49% annualized return.


VEMAX

1D
-0.82%
1M
-9.73%
YTD
-2.51%
6M
-1.16%
1Y
19.13%
3Y*
12.46%
5Y*
3.36%
10Y*
7.28%

FEMSX

1D
-0.87%
1M
-12.51%
YTD
1.83%
6M
7.74%
1Y
34.77%
3Y*
17.94%
5Y*
3.95%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEMAX vs. FEMSX - Expense Ratio Comparison

VEMAX has a 0.14% expense ratio, which is higher than FEMSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VEMAX vs. FEMSX — Risk / Return Rank

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

VEMAX
VEMAX Risk / Return Rank: 6666
Overall Rank
VEMAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VEMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VEMAX Omega Ratio Rank: 6464
Omega Ratio Rank
VEMAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEMAX Martin Ratio Rank: 5959
Martin Ratio Rank

FEMSX
FEMSX Risk / Return Rank: 8888
Overall Rank
FEMSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FEMSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FEMSX Omega Ratio Rank: 8686
Omega Ratio Rank
FEMSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FEMSX Martin Ratio Rank: 8888
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.

VEMAX vs. FEMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and Fidelity Series Emerging Markets Opportunities Fund (FEMSX). 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.


VEMAXFEMSXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.82

-0.58

Sortino ratio

Return per unit of downside risk

1.70

2.37

-0.67

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.53

2.35

-0.82

Martin ratio

Return relative to average drawdown

5.69

9.45

-3.76

VEMAX vs. FEMSX - Sharpe Ratio Comparison

The current VEMAX Sharpe Ratio is 1.23, which is lower than the FEMSX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VEMAX and FEMSX, 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


VEMAXFEMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.82

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.21

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.49

-0.23

Correlation

The correlation between VEMAX and FEMSX is 0.96, 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

VEMAX vs. FEMSX - Dividend Comparison

VEMAX's dividend yield for the trailing twelve months is around 2.73%, more than FEMSX's 2.40% yield.


TTM20252024202320222021202020192018201720162015
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
2.73%2.74%3.13%3.47%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%
FEMSX
Fidelity Series Emerging Markets Opportunities Fund
2.40%2.45%2.08%2.82%2.39%12.83%2.99%2.48%9.42%8.98%1.46%1.27%

Drawdowns

VEMAX vs. FEMSX - Drawdown Comparison

The maximum VEMAX drawdown since its inception was -66.45%, which is greater than FEMSX's maximum drawdown of -44.16%. Use the drawdown chart below to compare losses from any high point for VEMAX and FEMSX.


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Drawdown Indicators


VEMAXFEMSXDifference

Max Drawdown

Largest peak-to-trough decline

-66.45%

-44.16%

-22.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-13.42%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

-41.64%

+9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

-44.16%

+8.05%

Current Drawdown

Current decline from peak

-11.05%

-13.42%

+2.37%

Average Drawdown

Average peak-to-trough decline

-16.25%

-13.52%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.34%

-0.35%

Volatility

VEMAX vs. FEMSX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) is 6.36%, while Fidelity Series Emerging Markets Opportunities Fund (FEMSX) has a volatility of 9.59%. This indicates that VEMAX experiences smaller price fluctuations and is considered to be less risky than FEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEMAXFEMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

9.59%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

14.36%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

18.89%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

18.58%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

19.10%

-2.73%