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FADCX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FADCX vs. FTIHX - Performance Comparison

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

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FADCX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FADCX
Fidelity Advisor Diversified International Fund Class C
-0.97%26.30%5.35%16.16%-24.48%11.75%18.38%28.46%-16.24%25.63%
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

In the year-to-date period, FADCX achieves a -0.97% return, which is significantly lower than FTIHX's 1.79% return.


FADCX

1D
3.32%
1M
-7.37%
YTD
-0.97%
6M
2.66%
1Y
18.80%
3Y*
12.15%
5Y*
4.97%
10Y*
7.52%

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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FADCX vs. FTIHX - Expense Ratio Comparison

FADCX has a 1.95% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FADCX vs. FTIHX — Risk / Return Rank

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

FADCX
FADCX Risk / Return Rank: 4646
Overall Rank
FADCX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FADCX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FADCX Omega Ratio Rank: 4343
Omega Ratio Rank
FADCX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FADCX Martin Ratio Rank: 4747
Martin Ratio Rank

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.

FADCX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class C (FADCX) 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.


FADCXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.74

-0.72

Sortino ratio

Return per unit of downside risk

1.48

2.32

-0.84

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.41

2.38

-0.97

Martin ratio

Return relative to average drawdown

5.54

9.30

-3.76

FADCX vs. FTIHX - Sharpe Ratio Comparison

The current FADCX Sharpe Ratio is 1.02, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FADCX and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FADCXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.74

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.48

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.56

-0.21

Correlation

The correlation between FADCX and FTIHX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FADCX vs. FTIHX - Dividend Comparison

FADCX's dividend yield for the trailing twelve months is around 14.35%, more than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FADCX
Fidelity Advisor Diversified International Fund Class C
14.35%14.21%5.74%3.42%1.92%10.13%0.00%0.34%4.01%0.19%0.42%
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%

Drawdowns

FADCX vs. FTIHX - Drawdown Comparison

The maximum FADCX drawdown since its inception was -61.77%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FADCX and FTIHX.


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Drawdown Indicators


FADCXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-35.75%

-26.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-11.25%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-35.88%

-29.99%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

Current Drawdown

Current decline from peak

-9.60%

-8.61%

-0.99%

Average Drawdown

Average peak-to-trough decline

-14.60%

-7.31%

-7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.88%

+0.33%

Volatility

FADCX vs. FTIHX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class C (FADCX) has a higher volatility of 8.90% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FADCX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FADCXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

7.78%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

11.04%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

16.05%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

15.09%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

16.02%

+0.89%