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Fidelity International Enhanced Index Fund (FIENX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31606X4079
CUSIP31606X407
IssuerFidelity
Inception DateDec 20, 2007
CategoryForeign Large Cap Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FIENX features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

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.


Popular comparisons: FIENX vs. FSPSX, FIENX vs. FTIHX, FIENX vs. FMIJX, FIENX vs. FSEAX, FIENX vs. FIEUX, FIENX vs. FNORX, FIENX vs. VXUS, FIENX vs. FOSFX, FIENX vs. FSSNX, FIENX vs. FOCPX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity International Enhanced Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


FIENX (Fidelity International Enhanced Index Fund)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A23.08%
1 monthN/A0.48%
6 monthsN/A10.70%
1 yearN/A30.22%
5 years (annualized)N/A13.50%
10 years (annualized)N/A11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20237.91%-2.57%3.66%2.35%-3.83%4.88%2.47%-3.24%-3.45%-3.79%11.82%
2022-2.69%-3.60%-0.29%-6.53%2.87%-9.38%4.18%-5.29%-8.70%5.99%13.15%-2.31%-13.97%
2021-1.17%3.15%3.06%2.97%3.87%-1.47%0.88%0.78%-3.81%2.70%-4.12%4.55%11.47%
2020-2.47%-7.61%-14.30%6.28%4.65%3.72%2.08%4.31%-2.28%-3.89%14.93%5.16%7.65%
20197.10%1.88%0.22%2.27%-5.08%5.91%-2.84%-2.71%2.78%3.36%1.26%3.48%18.29%
20185.23%-4.97%-0.89%2.09%-2.14%-1.89%2.54%-2.67%1.32%-8.33%-0.88%-4.47%-14.74%
20173.71%1.19%3.42%2.85%3.33%-0.00%3.33%1.04%2.26%1.81%0.40%1.38%27.60%
2016-5.77%-3.26%6.60%1.96%-0.00%-2.85%4.21%0.61%1.22%-1.68%-1.47%2.75%1.67%
20151.47%5.66%-1.14%4.01%0.67%-2.43%1.47%-7.26%-4.58%7.32%-0.82%-1.77%1.66%
2014-3.69%5.86%-0.56%2.14%1.58%1.77%-2.18%-0.22%-4.02%-1.05%0.94%-1.98%-1.81%
20134.58%-1.06%1.21%5.31%-2.66%-2.60%5.21%-2.03%7.77%3.97%0.46%3.33%25.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


FIENX
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.48, compared to the broader market0.002.004.002.48
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market0.005.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.0015.0020.0025.003.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 15.96, compared to the broader market0.0020.0040.0060.0080.00100.0015.96

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Fidelity International Enhanced Index Fund. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
FIENX (Fidelity International Enhanced Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity International Enhanced Index Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802013201420152016201720182019202020212022
Dividends
Dividend Yield
PeriodTTM2022202120202019201820172016201520142013
Dividend$0.00$0.56$0.75$0.41$0.72$0.49$0.41$0.49$0.21$0.60$0.56

Dividend yield

0.00%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%2.63%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.14$0.78
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.72$0.72
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2016$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.49
2015$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.21
2014$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.60
2013$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.56

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.


FIENX (Fidelity International Enhanced Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity International Enhanced 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 International Enhanced Index Fund was 59.09%, occurring on Mar 9, 2009. Recovery took 1140 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.09%Jan 4, 2008295Mar 9, 20091140Sep 18, 20131435
-36.8%Jan 29, 2018541Mar 23, 2020187Dec 16, 2020728
-29.1%Sep 7, 2021267Sep 27, 2022
-21.74%May 22, 2015183Feb 11, 2016301Apr 24, 2017484
-13.96%Jul 7, 201473Oct 16, 2014124Apr 16, 2015197

Volatility

Volatility Chart

The current Fidelity International Enhanced Index Fund volatility is 3.58%, 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.


FIENX (Fidelity International Enhanced Index Fund)
Benchmark (^GSPC)