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EQPIX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQPIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Income Fund Class I (EQPIX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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EQPIX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQPIX
Fidelity Advisor Equity Income Fund Class I
0.00%2.86%6.37%11.43%-1.10%22.41%1.47%27.53%-9.69%11.64%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period


EQPIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQPIX vs. FTIHX - Expense Ratio Comparison

EQPIX has a 0.65% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

EQPIX vs. FTIHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQPIX

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

EQPIX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Income Fund Class I (EQPIX) and Fidelity Total International Index Fund (FTIHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EQPIX vs. FTIHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EQPIXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Correlation

The correlation between EQPIX and FTIHX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EQPIX vs. FTIHX - Dividend Comparison

EQPIX's dividend yield for the trailing twelve months is around 4.49%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
EQPIX
Fidelity Advisor Equity Income Fund Class I
4.49%4.49%1.48%4.77%5.81%10.67%2.31%7.87%16.21%9.88%3.18%10.56%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

EQPIX vs. FTIHX - Drawdown Comparison


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Drawdown Indicators


EQPIXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-35.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

Current Drawdown

Current decline from peak

-8.61%

Average Drawdown

Average peak-to-trough decline

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

EQPIX vs. FTIHX - Volatility Comparison


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Volatility by Period


EQPIXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%