Fidelity Emerging Markets Ord

10-Year Study

FEML.LSE · Financial Services · GB · Common Stock

Executive Summary: Fidelity Emerging Markets Ord has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 38.8% and an annualized volatility of 38.9%.

1Y CAGR
+90.8%
3Y CAGR
+35.1%
5Y CAGR
+9.7%
10Y CAGR
+12.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
38.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +56.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.49.2-14.416.4————————22.3%
20252.7-0.90.4-2.15.96.46.52.810.7-0.26.97.556.6%
2024-0.24.52.74.5-0.72.60.8-3.10.8-3.02.13.815.4%
20236.1-4.5-3.5-1.0-0.51.32.8-2.31.0-3.76.53.44.9%
2022-4.3-9.4-4.5-3.40.2-3.7-2.60.6-7.0-3.810.70.2-25.0%
2021-0.3-2.13.01.02.1-0.3-5.01.7-2.3-5.0-2.23.4-6.3%
2020-5.4-4.1-17.510.61.58.01.44.8-0.53.77.07.414.1%
20196.12.72.53.5-3.87.12.5-2.61.1-0.72.93.427.0%
20183.3-5.0-2.31.30.0-0.73.3-4.2-4.2-4.54.0-0.8-9.9%
20171.21.83.4-1.54.6-1.34.52.5-3.24.4-2.26.221.6%
2016———2.3-2.911.77.01.51.85.2-6.42.523.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 38.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.5% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110225.872634452793
2016-05-019930.186295977679
2016-06-0111088.297877044359
2016-07-0111868.585159699463
2016-08-0112043.12187625435
2016-09-0112258.728801027015
2016-10-0112895.2789526667
2016-11-0112073.92391829291
2016-12-0112371.663890003867
2017-01-0112515.401021019281
2017-02-0112741.273655472074
2017-03-0113172.485048518314
2017-04-0112977.414456104081
2017-05-0113572.896856025078
2017-06-0113398.357682971107
2017-07-0114004.108249071318
2017-08-0114353.184138680184
2017-09-0113891.17070359538
2017-10-0114496.921269695595
2017-11-0114173.257863130748
2017-12-0115048.663246892407
2018-01-0115548.897351255295
2018-02-0114777.704028216329
2018-03-0114444.217081806823
2018-04-0114631.802721506208
2018-05-0114631.802721506208
2018-06-0114527.58820428443
2018-07-0115006.978913903149
2018-08-0114381.686897574305
2018-09-0113777.240732488724
2018-10-0113151.948716159883
2018-11-0113671.707075257797
2018-12-0113565.063080440028
2019-01-0114396.882800919911
2019-02-0114780.799217064612
2019-03-0115143.388308145211
2019-04-0115676.605825734972
2019-05-0115079.401419954733
2019-06-0116145.836455134257
2019-07-0116551.082652842146
2019-08-0116124.509130070155
2019-09-0116295.137556579315
2019-10-0116188.493561761548
2019-11-0116657.043740914025
2019-12-0117222.42665753504
2020-01-0116287.370106469583
2020-02-0115613.260083805922
2020-03-0112873.33013333386
2020-04-0114243.295108569891
2020-05-0114460.749320655177
2020-06-0115613.260083805922
2020-07-0115830.716752390297
2020-08-0116591.80895118789
2020-09-0116504.826775053956
2020-10-0117113.6995514924
2020-11-0118309.211331142462
2020-12-0119656.451233334497
2021-01-0119590.194539988614
2021-02-0119170.563083633475
2021-03-0119744.79430996204
2021-04-0119943.569302997865
2021-05-0120363.200759352996
2021-06-0120296.944066007116
2021-07-0119280.992543542674
2021-08-0119612.28092327027
2021-09-0119170.563083633475
2021-10-0118220.868254514924
2021-11-0117816.349180536472
2021-12-0118422.195550101038
2022-01-0117636.840509831647
2022-02-0115976.372409191827
2022-03-0115258.335269873447
2022-04-0114739.99922374629
2022-05-0114764.682126561782
2022-06-0114219.420393953673
2022-07-0113844.69374088946
2022-08-0113934.449304491414
2022-09-0112953.876281862635
2022-10-0112455.737571220048
2022-11-0113782.286381611237
2022-12-0113812.113193512681
2023-01-0114654.149493690975
2023-02-0113995.665261712957
2023-03-0113504.66759391319
2023-04-0113371.594125429829
2023-05-0113309.646131480675
2023-06-0113479.429522304274
2023-07-0113858.00059643798
2023-08-0113534.494405814632
2023-09-0113674.45098473679
2023-10-0113162.806442119723
2023-11-0114016.913978806311
2023-12-0114489.630380408536
2024-01-0114463.760988534537
2024-02-0115117.570502752016
2024-03-0115522.084663732296
2024-04-0116227.635418196862
2024-05-0116114.747002702641
2024-06-0116533.373750931627
2024-07-0116660.37229717547
2024-08-0116145.320590326208
2024-09-0116279.37420194486
2024-10-0115787.841017344359
2024-11-0116119.151505563725
2024-12-0116725.607086901604
2025-01-0117175.632806447033
2025-02-0117014.39311944432
2025-03-0117081.77734587065
2025-04-0116725.607086901604
2025-05-0117712.29679225436
2025-06-0118843.38197037757
2025-07-0120070.72752168229
2025-08-0120624.235721721885
2025-09-0122838.273434878458
2025-10-0122790.1432482877
2025-11-0124368.470932491964
2025-12-0126186.28025608512
2026-01-0129428.85904952155
2026-02-0132131.00804405191
2026-03-0127512.78976249093
2026-04-0132032.748080614438
Annual Return Matrix
YearAnnual Return
20170.21638151348837686
2018-0.09858684071216395
20190.26961640763533956
20200.14132878160549667
2021-0.06279137920584266
2022-0.25024608733800313
20230.049052391723380495
20240.15431564834920408
20250.5656400464287177
20260.22326454033771115
Total Factor Risk
0.388642665880057
VTI.US Exposure
0.04195946746410934
VEA.US Exposure
0.09920620759788457
VWO.US Exposure
0.07605516756596965
QQQ.US Exposure
-0.013333745465433856
VTV.US Exposure
-0.014345296689225982
IJR.US Exposure
0.011419642466051141
QUAL.US Exposure
-0.018405525130010685
SHV.US Exposure
0.7353991532244815
TLT.US Exposure
0.024710924524885557
LQD.US Exposure
-0.006528592907818016
HYG.US Exposure
-0.006354181354023924
GLD.US Exposure
0.005608656073542987
USO.US Exposure
-0.0012836444657524392
VNQ.US Exposure
0.002615656320623901
BTC-USD.CC Exposure
-0.00215018114453796
CPER.US Exposure
-0.0006625299249179783
VIX.INDX Exposure
-0.0034970662038863796
UUP.US Exposure
0.002750522779842154
TIP.US Exposure
0.03633209225989124
Idiosyncratic Exposure
0.030503273008324946
Value Score
48.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →3.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.23%
Market Cap$488.2M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+29.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity Emerging Markets Ord a high-risk investment?

Fidelity Emerging Markets Ord (FEML.LSE) has an annualized volatility of 38.9% and experienced a maximum drawdown of 38.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FEML.LSE?

Over the past 10 years, FEML.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.5%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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