FADCX vs. FTIHX

Last updated Jun 5, 2026

FADCX (Fidelity Advisor Diversified International Fund Class C) and FTIHX (Fidelity Total International Index Fund) are both Foreign Large Cap Equities funds from Fidelity. Over the past 5 years, FADCX returned 6.22%/yr vs 8.41%/yr for FTIHX. Their correlation of 0.94 suggests significant overlap in exposure. FADCX charges 1.95%/yr vs 0.06%/yr for FTIHX.

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.

Returns By Period

In the year-to-date period, FADCX achieves a 10.71% return, which is significantly lower than FTIHX's 14.49% return.

FADCX

• 1D: -0.31%
• 1M: 3.63%
• YTD: 10.71%
• 6M: 12.98%
• 1Y: 20.41%
• 3Y*: 15.47%
• 5Y*: 6.22%
• 10Y*: 8.39%

FTIHX

• 1D: -0.90%
• 1M: 3.71%
• YTD: 14.49%
• 6M: 16.97%
• 1Y: 31.36%
• 3Y*: 19.53%
• 5Y*: 8.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FADCX vs. FTIHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FADCX Fidelity Advisor Diversified International Fund Class C	10.71%	26.30%	5.35%	16.16%	-24.48%	11.75%	18.38%	28.46%	-16.24%	25.63%
FTIHX Fidelity Total International Index Fund	14.49%	32.59%	4.98%	15.49%	-16.29%	8.45%	11.09%	21.50%	-14.40%	25.88%

Correlation

The correlation between FADCX and FTIHX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016	0.94

The correlation between FADCX and FTIHX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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: 23
FADCX Sharpe Ratio Rank: 20
FADCX Sortino Ratio Rank: 20
FADCX Omega Ratio Rank: 21
FADCX Calmar Ratio Rank: 23
FADCX Martin Ratio Rank: 29

FTIHX

FTIHX Risk / Return Rank: 56
FTIHX Sharpe Ratio Rank: 58
FTIHX Sortino Ratio Rank: 53
FTIHX Omega Ratio Rank: 56
FTIHX Calmar Ratio Rank: 56
FTIHX Martin Ratio Rank: 56

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.

	FADCX	FTIHX	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.26	-1.01
Sortino ratio: Return per unit of downside risk	1.84	3.08	-1.24
Omega ratio: Gain probability vs. loss probability	1.23	1.42	-0.19
Calmar ratio: Return relative to maximum drawdown	1.67	2.88	-1.20
Martin ratio: Return relative to average drawdown	6.52	11.33	-4.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FADCX vs. FTIHX - Sharpe Ratio Comparison

The current FADCX Sharpe Ratio is 1.25, which is lower than the FTIHX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of FADCX and FTIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FADCX	FTIHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	2.26	-1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.55	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.63	-0.26

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.

Drawdown Indicators

	FADCX	FTIHX	Difference
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 (3Y) Largest decline over 3 years	-14.73%	-13.15%	-1.58%
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	-0.31%	-0.90%	+0.59%
Average Drawdown Average peak-to-trough decline	-14.52%	-7.22%	-7.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.24%	2.85%	+0.39%

Volatility

FADCX vs. FTIHX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class C (FADCX) has a higher volatility of 5.97% compared to Fidelity Total International Index Fund (FTIHX) at 4.86%. 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.

Volatility by Period

	FADCX	FTIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.97%	4.86%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	14.32%	12.05%	+2.27%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	14.31%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	15.28%	+1.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	16.05%	+1.03%

FADCX vs. FTIHX - Expense Ratio Comparison

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

Dividends

FADCX vs. FTIHX - Dividend Comparison

FADCX's dividend yield for the trailing twelve months is around 12.84%, more than FTIHX's 2.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FADCX Fidelity Advisor Diversified International Fund Class C	12.84%	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	2.43%	2.78%	2.88%	2.78%	2.51%	2.55%	1.62%	2.61%	2.21%	0.45%	0.47%

Frequently Asked Questions

Can I hold both FADCX and FTIHX in my portfolio?

With a correlation of 0.95, FADCX and FTIHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FADCX or FTIHX?

FADCX has higher volatility (5.97%) compared to FTIHX (4.86%). In terms of maximum drawdown, FADCX dropped -61.77% vs FTIHX's -35.75%.

Which has better risk-adjusted returns?

FTIHX currently has the higher Sharpe Ratio (2.26 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.