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Fidelity Series International Index Fund (FHLFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3159116447

CUSIP

315911644

Issuer

Fidelity

Inception Date

Aug 17, 2018

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Fidelity Series International Index Fund (FHLFX) returned 17.38% year-to-date (YTD) and 14.95% over the past 12 months.


FHLFX

YTD

17.38%

1M

4.67%

6M

15.60%

1Y

14.95%

3Y*

11.38%

5Y*

11.48%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of FHLFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.98%2.97%-0.16%4.14%4.43%17.38%
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%-14.18%
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%
2020-2.53%-7.71%-14.41%6.46%5.15%3.38%2.00%4.96%-2.16%-4.02%14.88%5.03%8.09%
20196.50%2.52%0.72%2.95%-4.95%5.83%-1.87%-2.00%2.97%3.38%1.25%2.99%21.56%
2018-1.55%0.99%-8.00%0.21%-4.94%-12.87%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FHLFX is 67, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FHLFX is 6767
Overall Rank
The Sharpe Ratio Rank of FHLFX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FHLFX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FHLFX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FHLFX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FHLFX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Series International Index Fund (FHLFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Series International Index Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.90
  • 5-Year: 0.71
  • All Time: 0.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Series International Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Fidelity Series International Index Fund provided a 2.54% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.402018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.35$0.35$0.34$0.27$0.30$0.22$0.21$0.06

Dividend yield

2.54%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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2018$0.06$0.06

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 163 trading sessions.

The current Fidelity Series International Index Fund drawdown is 0.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.58%Jan 21, 202044Mar 23, 2020163Nov 11, 2020207
-29.36%Sep 8, 2021266Sep 27, 2022349Feb 16, 2024615
-15.99%Sep 27, 201861Dec 24, 2018131Jul 3, 2019192
-13.62%Mar 20, 202514Apr 8, 202515Apr 30, 202529
-10.27%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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