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FAOFX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAOFX vs. FTIHX - Performance Comparison

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

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FAOFX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAOFX
Fidelity Advisor Series Growth Opportunities Fund
-8.82%22.32%39.90%46.96%-37.34%13.29%68.46%40.79%16.47%35.62%
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, FAOFX achieves a -8.82% return, which is significantly lower than FTIHX's 1.79% return.


FAOFX

1D
4.64%
1M
-5.60%
YTD
-8.82%
6M
-7.85%
1Y
23.88%
3Y*
25.92%
5Y*
9.10%
10Y*
20.25%

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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FAOFX vs. FTIHX - Expense Ratio Comparison

FAOFX has a 0.00% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FAOFX vs. FTIHX — Risk / Return Rank

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

FAOFX
FAOFX Risk / Return Rank: 5656
Overall Rank
FAOFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FAOFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FAOFX Omega Ratio Rank: 5353
Omega Ratio Rank
FAOFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FAOFX Martin Ratio Rank: 5555
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.

FAOFX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Growth Opportunities Fund (FAOFX) 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.


FAOFXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.74

-0.72

Sortino ratio

Return per unit of downside risk

1.56

2.32

-0.76

Omega ratio

Gain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.60

2.38

-0.78

Martin ratio

Return relative to average drawdown

5.65

9.30

-3.65

FAOFX vs. FTIHX - Sharpe Ratio Comparison

The current FAOFX Sharpe Ratio is 1.03, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FAOFX 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


FAOFXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.74

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.48

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.56

+0.23

Correlation

The correlation between FAOFX and FTIHX is 0.69, 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

FAOFX vs. FTIHX - Dividend Comparison

FAOFX's dividend yield for the trailing twelve months is around 16.99%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FAOFX
Fidelity Advisor Series Growth Opportunities Fund
16.99%15.49%8.75%0.33%0.54%30.66%32.61%28.66%24.08%10.40%4.35%11.85%
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

FAOFX vs. FTIHX - Drawdown Comparison

The maximum FAOFX drawdown since its inception was -43.59%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FAOFX and FTIHX.


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Drawdown Indicators


FAOFXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-35.75%

-7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.48%

-11.25%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-43.59%

-29.99%

-13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-43.59%

Current Drawdown

Current decline from peak

-11.56%

-8.61%

-2.95%

Average Drawdown

Average peak-to-trough decline

-8.19%

-7.31%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

2.88%

+1.50%

Volatility

FAOFX vs. FTIHX - Volatility Comparison

Fidelity Advisor Series Growth Opportunities Fund (FAOFX) has a higher volatility of 8.34% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FAOFX'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


FAOFXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

7.78%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

11.04%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.75%

16.05%

+8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.05%

15.09%

+9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

16.02%

+7.81%