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FCAUX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCAUX vs. FTIHX - Performance Comparison

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

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FCAUX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCAUX
Fidelity Climate Action Fund
-2.42%21.27%24.06%19.06%-25.29%11.40%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%-3.05%

Returns By Period

In the year-to-date period, FCAUX achieves a -2.42% return, which is significantly lower than FTIHX's 1.79% return.


FCAUX

1D
3.49%
1M
-5.78%
YTD
-2.42%
6M
2.98%
1Y
27.93%
3Y*
17.39%
5Y*
10Y*

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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FCAUX vs. FTIHX - Expense Ratio Comparison

FCAUX has a 1.04% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FCAUX vs. FTIHX — Risk / Return Rank

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

FCAUX
FCAUX Risk / Return Rank: 7777
Overall Rank
FCAUX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FCAUX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FCAUX Omega Ratio Rank: 7171
Omega Ratio Rank
FCAUX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FCAUX Martin Ratio Rank: 8787
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.

FCAUX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Climate Action Fund (FCAUX) 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.


FCAUXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.74

-0.35

Sortino ratio

Return per unit of downside risk

2.05

2.32

-0.27

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

2.18

2.38

-0.19

Martin ratio

Return relative to average drawdown

9.97

9.30

+0.66

FCAUX vs. FTIHX - Sharpe Ratio Comparison

The current FCAUX Sharpe Ratio is 1.39, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FCAUX 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


FCAUXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.74

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.56

-0.13

Correlation

The correlation between FCAUX and FTIHX is 0.79, 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

FCAUX vs. FTIHX - Dividend Comparison

FCAUX has not paid dividends to shareholders, while FTIHX's dividend yield for the trailing twelve months is around 2.73%.


TTM2025202420232022202120202019201820172016
FCAUX
Fidelity Climate Action Fund
0.00%0.00%0.00%0.15%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
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

FCAUX vs. FTIHX - Drawdown Comparison

The maximum FCAUX drawdown since its inception was -35.11%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FCAUX and FTIHX.


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Drawdown Indicators


FCAUXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-35.11%

-35.75%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-11.25%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

Current Drawdown

Current decline from peak

-7.34%

-8.61%

+1.27%

Average Drawdown

Average peak-to-trough decline

-11.24%

-7.31%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.88%

-0.01%

Volatility

FCAUX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Climate Action Fund (FCAUX) is 6.96%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FCAUX experiences smaller price fluctuations and is considered to be less risky 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


FCAUXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

7.78%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

11.04%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

16.05%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

15.09%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

16.02%

+3.28%