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VMMSX vs. FHKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMMSX vs. FHKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Select Stock Fund (VMMSX) and Fidelity Advisor China Region Fund Class A (FHKAX). The values are adjusted to include any dividend payments, if applicable.

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VMMSX vs. FHKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMMSX
Vanguard Emerging Markets Select Stock Fund
0.57%35.68%5.91%10.58%-18.15%-1.40%15.79%21.42%-12.53%32.01%
FHKAX
Fidelity Advisor China Region Fund Class A
5.42%42.19%22.84%-0.60%-24.09%-13.95%47.37%34.71%-17.67%51.46%

Returns By Period

In the year-to-date period, VMMSX achieves a 0.57% return, which is significantly lower than FHKAX's 5.42% return. Over the past 10 years, VMMSX has underperformed FHKAX with an annualized return of 8.74%, while FHKAX has yielded a comparatively higher 11.83% annualized return.


VMMSX

1D
-1.12%
1M
-12.19%
YTD
0.57%
6M
5.25%
1Y
29.49%
3Y*
14.96%
5Y*
4.13%
10Y*
8.74%

FHKAX

1D
-0.67%
1M
-9.06%
YTD
5.42%
6M
6.13%
1Y
43.43%
3Y*
19.54%
5Y*
2.51%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMMSX vs. FHKAX - Expense Ratio Comparison

VMMSX has a 0.84% expense ratio, which is lower than FHKAX's 1.21% expense ratio.


Return for Risk

VMMSX vs. FHKAX — Risk / Return Rank

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

VMMSX
VMMSX Risk / Return Rank: 8383
Overall Rank
VMMSX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VMMSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
VMMSX Omega Ratio Rank: 8282
Omega Ratio Rank
VMMSX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VMMSX Martin Ratio Rank: 8181
Martin Ratio Rank

FHKAX
FHKAX Risk / Return Rank: 8888
Overall Rank
FHKAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FHKAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHKAX Omega Ratio Rank: 8585
Omega Ratio Rank
FHKAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FHKAX 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.

VMMSX vs. FHKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Select Stock Fund (VMMSX) and Fidelity Advisor China Region Fund Class A (FHKAX). 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.


VMMSXFHKAXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.85

-0.21

Sortino ratio

Return per unit of downside risk

2.16

2.39

-0.24

Omega ratio

Gain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratio

Return relative to maximum drawdown

1.97

2.48

-0.51

Martin ratio

Return relative to average drawdown

7.99

9.62

-1.63

VMMSX vs. FHKAX - Sharpe Ratio Comparison

The current VMMSX Sharpe Ratio is 1.64, which is comparable to the FHKAX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VMMSX and FHKAX, 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


VMMSXFHKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.85

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.11

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.31

-0.05

Correlation

The correlation between VMMSX and FHKAX is 0.85, 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

VMMSX vs. FHKAX - Dividend Comparison

VMMSX's dividend yield for the trailing twelve months is around 2.30%, more than FHKAX's 1.51% yield.


TTM20252024202320222021202020192018201720162015
VMMSX
Vanguard Emerging Markets Select Stock Fund
2.30%2.32%3.33%3.05%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%
FHKAX
Fidelity Advisor China Region Fund Class A
1.51%1.59%1.22%1.58%0.59%10.80%4.71%0.38%0.39%0.21%0.99%15.33%

Drawdowns

VMMSX vs. FHKAX - Drawdown Comparison

The maximum VMMSX drawdown since its inception was -39.28%, smaller than the maximum FHKAX drawdown of -58.62%. Use the drawdown chart below to compare losses from any high point for VMMSX and FHKAX.


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Drawdown Indicators


VMMSXFHKAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-58.62%

+19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-15.97%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.39%

-54.04%

+16.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.82%

-58.62%

+19.80%

Current Drawdown

Current decline from peak

-13.46%

-10.83%

-2.63%

Average Drawdown

Average peak-to-trough decline

-13.53%

-19.15%

+5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.12%

-0.80%

Volatility

VMMSX vs. FHKAX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Select Stock Fund (VMMSX) is 8.14%, while Fidelity Advisor China Region Fund Class A (FHKAX) has a volatility of 9.26%. This indicates that VMMSX experiences smaller price fluctuations and is considered to be less risky than FHKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMMSXFHKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

9.26%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

16.44%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

23.16%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

23.95%

-6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

22.09%

-3.82%