Fidelity International
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity International, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZILX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -4.30% | -7.20% | 6.61% | 14.07% | 10.02% |
| Fidelity International | 4.73% | -4.84% | -1.14% | 9.06% | 10.06% | N/A |
| Portfolio components: | ||||||
FSGGX Fidelity Global ex U.S. Index Fund | 4.23% | -4.93% | -1.63% | 9.14% | 9.63% | 4.48% |
FSPSX Fidelity International Index Fund | 6.48% | -4.72% | 0.41% | 9.10% | 10.91% | 5.19% |
FTIHX Fidelity Total International Index Fund | 3.87% | -4.71% | -1.92% | 8.71% | 9.72% | N/A |
FZILX Fidelity ZERO International Index Fund | 4.32% | -4.98% | -1.43% | 9.29% | 9.95% | N/A |
Monthly Returns
The table below presents the monthly returns of Fidelity International, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.07% | 2.27% | 0.04% | -1.64% | 4.73% | ||||||||
| 2024 | -1.32% | 2.97% | 3.22% | -2.50% | 4.28% | -1.02% | 2.69% | 2.79% | 1.98% | -4.95% | -0.32% | -2.61% | 4.83% |
| 2023 | 8.51% | -3.83% | 2.87% | 2.05% | -3.56% | 4.47% | 3.49% | -4.23% | -3.42% | -3.49% | 8.52% | 5.21% | 16.41% |
| 2022 | -3.01% | -3.21% | -0.16% | -6.53% | 1.69% | -8.60% | 4.01% | -4.48% | -9.89% | 4.21% | 13.64% | -2.18% | -15.55% |
| 2021 | -0.23% | 2.10% | 1.75% | 2.87% | 3.23% | -0.73% | -0.86% | 1.78% | -3.43% | 2.78% | -4.28% | 4.00% | 8.95% |
| 2020 | -3.08% | -6.96% | -15.25% | 7.30% | 4.63% | 4.07% | 3.51% | 4.55% | -2.07% | -2.72% | 13.55% | 5.50% | 10.26% |
| 2019 | 7.23% | 1.94% | 0.86% | 2.81% | -5.26% | 5.90% | -1.87% | -2.27% | 2.81% | 3.34% | 1.13% | 3.94% | 21.80% |
| 2018 | -1.18% | 0.59% | -8.15% | 0.92% | -4.71% | -12.20% |
Expense Ratio
Fidelity International has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fidelity International is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FSGGX Fidelity Global ex U.S. Index Fund | 0.46 | 0.75 | 1.10 | 0.56 | 1.74 |
FSPSX Fidelity International Index Fund | 0.46 | 0.74 | 1.10 | 0.56 | 1.64 |
FTIHX Fidelity Total International Index Fund | 0.44 | 0.72 | 1.10 | 0.53 | 1.63 |
FZILX Fidelity ZERO International Index Fund | 0.46 | 0.75 | 1.10 | 0.55 | 1.74 |
Dividends
Dividend yield
Fidelity International provided a 2.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 3.02% | 2.88% | 2.63% | 2.71% | 1.70% | 2.87% | 2.08% | 1.49% | 1.38% | 1.31% | 1.53% |
| Portfolio components: | ||||||||||||
FSGGX Fidelity Global ex U.S. Index Fund | 2.79% | 2.91% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.09% | 2.06% | 2.44% | 2.61% |
FSPSX Fidelity International Index Fund | 2.72% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% |
FTIHX Fidelity Total International Index Fund | 2.77% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.88% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity International. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Fidelity International was 34.23%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Fidelity International drawdown is 5.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.23% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -29.6% | Sep 8, 2021 | 279 | Oct 14, 2022 | 358 | Mar 20, 2024 | 637 |
| -15.13% | Aug 30, 2018 | 80 | Dec 24, 2018 | 130 | Jul 2, 2019 | 210 |
| -13.38% | Mar 20, 2025 | 14 | Apr 8, 2025 | — | — | — |
| -9.93% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
Volatility
Volatility Chart
The current Fidelity International volatility is 10.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| FSPSX | FSGGX | FTIHX | FZILX | |
|---|---|---|---|---|
| FSPSX | 1.00 | 0.97 | 0.97 | 0.97 |
| FSGGX | 0.97 | 1.00 | 1.00 | 1.00 |
| FTIHX | 0.97 | 1.00 | 1.00 | 1.00 |
| FZILX | 0.97 | 1.00 | 1.00 | 1.00 |