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EQPIX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


EQPIX

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

FTIHX

1D
0.70%
1M
5.76%
YTD
15.53%
6M
18.30%
1Y
33.42%
3Y*
19.89%
5Y*
8.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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
15.53%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Correlation

The correlation between EQPIX and FTIHX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.66

The correlation between EQPIX and FTIHX shifts across timeframes, from -0.06 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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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: 5858
Overall Rank
FTIHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 5959
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 5858
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

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

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 (3Y)

Largest decline over 3 years

-13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

Volatility

EQPIX vs. FTIHX - Volatility Comparison


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Volatility by Period


EQPIXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

EQPIX vs. FTIHX - Expense Ratio Comparison

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


Dividends

EQPIX vs. FTIHX - Dividend Comparison

EQPIX has not paid dividends to shareholders, while FTIHX's dividend yield for the trailing twelve months is around 2.41%.


PositionTTM20252024202320222021202020192018201720162015
EQPIX
Fidelity Advisor Equity Income Fund Class I
0.00%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
2.41%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Frequently Asked Questions


EQPIX and FTIHX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EQPIX and FTIHX

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