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FATEX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FATEX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Technology Fund Class M (FATEX) 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


FATEX

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)

FATEX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FATEX
Fidelity Advisor Technology Fund Class M
0.00%24.05%34.69%58.93%-36.34%26.95%63.52%50.18%-8.78%49.01%
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 FATEX and FTIHX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.51

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

0.61

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

0.63

Over the past year, the correlation between FATEX and FTIHX has dropped to 0.33 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

FATEX vs. FTIHX — Risk / Return Rank

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

FATEX

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.

FATEX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class M (FATEX) 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.

FATEX vs. FTIHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FATEXFTIHXDifference

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

FATEX vs. FTIHX - Drawdown Comparison


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Drawdown Indicators


FATEXFTIHXDifference

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

FATEX vs. FTIHX - Volatility Comparison


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Volatility by Period


FATEXFTIHXDifference

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%

FATEX vs. FTIHX - Expense Ratio Comparison

FATEX has a 1.21% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FATEX vs. FTIHX - Dividend Comparison

FATEX's dividend yield for the trailing twelve months is around 12.39%, more than FTIHX's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
FATEX
Fidelity Advisor Technology Fund Class M
12.39%12.39%8.86%4.29%4.07%13.60%8.26%2.48%25.20%8.44%1.60%4.60%
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


FATEX and FTIHX have a correlation of 0.33, 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 FATEX and FTIHX

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