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Fidelity Flex International Index Fund (FITFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31635V4555

CUSIP

31635V455

Issuer

Fidelity

Inception Date

Mar 9, 2017

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FITFX has an expense ratio of 0.00%, indicating no management fees are charged.


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

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:
FITFX vs. FSPSX FITFX vs. FIVFX FITFX vs. FUENX FITFX vs. FSAEX FITFX vs. FXAIX FITFX vs. FPADX FITFX vs. FOCPX FITFX vs. VOO FITFX vs. VFIFX FITFX vs. VEA
Popular comparisons:
FITFX vs. FSPSX FITFX vs. FIVFX FITFX vs. FUENX FITFX vs. FSAEX FITFX vs. FXAIX FITFX vs. FPADX FITFX vs. FOCPX FITFX vs. VOO FITFX vs. VFIFX FITFX vs. VEA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Flex International 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.84%
9.66%
FITFX (Fidelity Flex International Index Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Flex International Index Fund had a return of 3.01% year-to-date (YTD) and 4.51% in the last 12 months.


FITFX

YTD

3.01%

1M

-3.71%

6M

-2.84%

1Y

4.51%

5Y*

3.75%

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.59%3.14%3.12%-2.27%3.41%-0.00%2.47%2.63%2.42%-4.73%-0.44%3.01%
20238.56%-4.19%2.83%1.83%-3.52%4.50%3.65%-4.46%-3.36%-3.48%8.35%5.06%15.45%
2022-2.56%-3.23%-0.39%-6.39%1.75%-8.26%3.39%-4.14%-9.90%3.50%13.80%-2.35%-15.72%
20210.15%2.00%1.51%2.68%3.19%-0.56%-1.62%1.72%-3.53%2.78%-4.20%3.76%7.76%
2020-3.20%-6.69%-15.27%7.36%4.20%4.42%4.14%4.16%-1.99%-2.30%12.95%5.62%10.77%
20197.80%1.97%0.96%3.02%-5.44%5.94%-1.84%-2.50%2.75%3.30%1.03%4.23%22.50%
20185.63%-5.17%-0.75%0.93%-2.09%-1.88%2.53%-2.38%0.52%-8.15%1.23%-4.59%-13.97%
20170.68%2.14%3.14%0.55%3.67%0.44%1.76%1.99%0.51%2.18%18.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FITFX is 28, 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 FITFX is 2828
Overall Rank
The Sharpe Ratio Rank of FITFX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FITFX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FITFX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FITFX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FITFX is 2525
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 Flex International Index Fund (FITFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FITFX, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.000.352.07
The chart of Sortino ratio for FITFX, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.562.76
The chart of Omega ratio for FITFX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.39
The chart of Calmar ratio for FITFX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.403.05
The chart of Martin ratio for FITFX, currently valued at 1.34, compared to the broader market0.0020.0040.0060.001.3413.27
FITFX
^GSPC

The current Fidelity Flex International Index Fund Sharpe ratio is 0.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Flex International Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.35
2.07
FITFX (Fidelity Flex International Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

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


1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.402017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.00$0.34$0.29$0.31$0.20$0.40$0.19$0.15

Dividend yield

0.00%2.67%2.60%2.25%1.50%3.35%1.92%1.26%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$0.29$0.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2019$0.02$0.02$0.03$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.40
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2017$0.15$0.15

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.48%
-1.91%
FITFX (Fidelity Flex International Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Flex 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 Flex International Index Fund was 34.27%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Fidelity Flex International Index Fund drawdown is 10.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.27%Jan 29, 2018541Mar 23, 2020162Nov 10, 2020703
-29.74%Jun 15, 2021338Oct 14, 2022395May 13, 2024733
-10.96%Sep 27, 202459Dec 19, 2024
-7.69%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-5.32%Feb 17, 202114Mar 8, 202128Apr 16, 202142

Volatility

Volatility Chart

The current Fidelity Flex International Index Fund volatility is 4.31%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.31%
3.82%
FITFX (Fidelity Flex International Index Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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