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ISIN
US3159116447
CUSIP
315911644
Issuer
Fidelity
Inception Date
Aug 17, 2018
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FHLFX Performance Chart

Fidelity Series International Index Fund (FHLFX) is up 10.6% since the beginning of the year. FHLFX is currently trading at $17 per share. Investors who bought $1,000 worth of FHLFX shares 5 years ago would now be looking at an investment worth $1,571.


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S&P 500 Index

Returns By Period

Fidelity Series International Index Fund (FHLFX) has returned 10.59% so far this year and 25.40% over the past 12 months.


Fidelity Series International Index Fund

1D
0.78%
1M
1.95%
YTD
10.59%
6M
11.10%
1Y
25.40%
3Y*
16.36%
5Y*
9.45%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHLFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 4, 2018, FHLFX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FHLFX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.03%4.73%-8.18%5.77%2.54%0.97%10.59%
20254.98%2.97%-0.16%4.14%4.65%2.58%-2.45%4.73%2.40%1.00%0.66%2.81%31.96%
2024-0.34%2.73%3.41%-3.05%5.05%-2.13%2.90%3.37%0.83%-5.48%-0.24%-2.86%3.67%
20238.49%-2.97%3.06%2.79%-3.94%4.46%2.79%-3.82%-3.53%-3.29%8.60%5.41%18.16%
2022-3.76%-3.14%0.18%-6.64%1.97%-9.00%5.15%-5.76%-9.47%5.96%13.59%-1.74%-14.17%
2021-1.24%2.24%2.46%3.00%3.74%-1.44%0.81%1.61%-3.33%3.04%-4.38%4.65%11.23%

Benchmark Metrics

Fidelity Series International Index Fund has an annualized alpha of -0.09%, beta of 0.75, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since September 04, 2018.

  • This fund participated in 88.30% of S&P 500 Index downside but only 76.59% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.09%
Beta
0.75
0.70
Upside Capture
76.59%
Downside Capture
88.30%

Expense Ratio

FHLFX has an expense ratio of 0.01%, which is considered low.


Return for Risk

Risk / Return Rank

FHLFX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FHLFX Risk / Return Rank: 3636
Overall Rank
FHLFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 3535
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 3939
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Series International Index Fund (FHLFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FHLFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.15

2.78

-0.64

Martin ratioReturn relative to average drawdown

8.04

12.44

-4.40

Dividends

Dividend History

Fidelity Series International Index Fund provided a 3.13% dividend yield over the last twelve months, with an annual payout of $0.52 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.52$0.52$0.35$0.34$0.27$0.30$0.22$0.21$0.06

Dividend yield

3.13%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Series International Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Series International Index Fund. 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 Series International Index Fund was 33.58%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.58%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
Bear market2022
-29.36%Sep 2022
1y 19d1y 4mo
2y 5moSep 2021 - Feb 2024
Rate-hike selloffLate 2018
-15.99%Dec 2018
2mo 28d6mo 11d
9mo 9dSep 2018 - Jul 2019
2025 selloff2025
-13.62%Apr 2025
19d22d
1mo 11dMar 2025 - Apr 2025
2026 correction2026
-11.37%Mar 2026
18d2mo 27d
3mo 15dMar 2026 - Jun 2026

Drawdown Indicators


FHLFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-56.78%

+23.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-9.10%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.62%

-18.90%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-25.43%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.08%

-10.71%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.03%

+1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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