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Fidelity Total International Index Fund (FTIHX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31635V6386
CUSIP31635V638
IssuerFidelity
Inception DateJun 7, 2016
RegionGlobal ex-U.S. (Broad)
CategoryForeign Large Cap Equities
Min. Investment$0
Index TrackedMSCI ACWI (All Country World Index) ex USA Investable Market Index
Home Pageinstitutional.fidelity.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FTIHX has an expense ratio of 0.06% which is considered to be low.


Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Fidelity Total International Index Fund

Popular comparisons: FTIHX vs. FZILX, FTIHX vs. FSPSX, FTIHX vs. VXUS, FTIHX vs. VTIAX, FTIHX vs. FSGGX, FTIHX vs. SWISX, FTIHX vs. FSMAX, FTIHX vs. RERGX, FTIHX vs. FIENX, FTIHX vs. FWWFX

Performance

Performance Chart

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


60.00%80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
74.51%
151.24%
FTIHX (Fidelity Total International Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Total International Index Fund had a return of 5.48% year-to-date (YTD) and 11.96% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.48%9.31%
1 month0.87%0.08%
6 months16.35%19.94%
1 year11.96%26.02%
5 years (annualized)6.29%12.62%
10 years (annualized)N/A10.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.75%2.94%3.08%-2.19%
2023-3.74%8.53%5.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTIHX is 33, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FTIHX is 3333
FTIHX (Fidelity Total International Index Fund)
The Sharpe Ratio Rank of FTIHX is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 3030Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 3131Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 4141Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 3434Martin 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 Total International Index Fund (FTIHX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FTIHX
Sharpe ratio
The chart of Sharpe ratio for FTIHX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.93
Sortino ratio
The chart of Sortino ratio for FTIHX, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.43
Omega ratio
The chart of Omega ratio for FTIHX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for FTIHX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.000.63
Martin ratio
The chart of Martin ratio for FTIHX, currently valued at 2.79, compared to the broader market0.0020.0040.0060.002.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.0012.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.81, compared to the broader market0.0020.0040.0060.008.81

Sharpe Ratio

The current Fidelity Total International Index Fund Sharpe ratio is 0.93. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Total 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.93
2.30
FTIHX (Fidelity Total International Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Total International Index Fund granted a 2.64% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.37$0.37$0.29$0.37$0.22$0.32$0.23$0.23$0.05

Dividend yield

2.64%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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$0.37
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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37
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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2016$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.27%
-0.77%
FTIHX (Fidelity Total International Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Total 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 Total International Index Fund was 35.75%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Fidelity Total International Index Fund drawdown is 1.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.75%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.99%Sep 8, 2021279Oct 14, 2022
-9.08%Jun 24, 20162Jun 27, 201623Jul 29, 201625
-6.71%Sep 8, 201652Nov 18, 201644Jan 25, 201796
-5.22%Feb 17, 202114Mar 8, 202128Apr 16, 202142

Volatility

Volatility Chart

The current Fidelity Total International Index Fund volatility is 3.77%, 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%December2024FebruaryMarchAprilMay
3.77%
3.99%
FTIHX (Fidelity Total International Index Fund)
Benchmark (^GSPC)