FDEIX vs. FTIHX
FDEIX (Fidelity Advisor Capital Development Fund Class I) and FTIHX (Fidelity Total International Index Fund) are both mutual funds - FDEIX is a Large Cap Value Equities fund managed by Fidelity, while FTIHX is a Foreign Large Cap Equities fund tracking the MSCI ACWI (All Country World Index) ex USA Investable Market Index. Over the past 5 years, FDEIX returned 15.74%/yr vs 8.41%/yr for FTIHX. A 0.77 correlation means they provide meaningful diversification when combined. FDEIX charges 0.71%/yr vs 0.06%/yr for FTIHX.
Performance
FDEIX vs. FTIHX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDEIX achieves a 8.79% return, which is significantly lower than FTIHX's 14.49% return.
FDEIX
- 1D
- -0.92%
- 1M
- 1.48%
- YTD
- 8.79%
- 6M
- 10.50%
- 1Y
- 29.70%
- 3Y*
- 25.36%
- 5Y*
- 15.74%
- 10Y*
- 15.58%
FTIHX
- 1D
- -0.90%
- 1M
- 3.71%
- YTD
- 14.49%
- 6M
- 16.97%
- 1Y
- 31.36%
- 3Y*
- 19.53%
- 5Y*
- 8.41%
- 10Y*
- —
FDEIX vs. FTIHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDEIX Fidelity Advisor Capital Development Fund Class I | 8.79% | 27.44% | 26.86% | 24.00% | -8.17% | 25.18% | 8.93% | 31.14% | -9.21% | 16.45% |
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 FDEIX and FTIHX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016 | 0.77 |
The correlation between FDEIX and FTIHX has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FDEIX vs. FTIHX — Risk / Return Rank
FDEIX
FTIHX
FDEIX vs. FTIHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class I (FDEIX) 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.
| FDEIX | FTIHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.42 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.88 | +0.23 |
| Martin ratioReturn relative to average drawdown | 14.20 | 11.33 | +2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FDEIX | FTIHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.26 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.55 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.63 | -0.09 |
Drawdowns
FDEIX vs. FTIHX - Drawdown Comparison
The maximum FDEIX drawdown since its inception was -57.82%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FDEIX and FTIHX.
Loading charts...
Drawdown Indicators
| FDEIX | FTIHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -35.75% | -22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -11.25% | +1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -13.15% | -6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -29.99% | +8.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -0.90% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -7.22% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.85% | -0.74% |
Volatility
FDEIX vs. FTIHX - Volatility Comparison
The current volatility for Fidelity Advisor Capital Development Fund Class I (FDEIX) is 3.01%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 4.86%. This indicates that FDEIX 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.
Loading charts...
Volatility by Period
| FDEIX | FTIHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 4.86% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 12.05% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 14.31% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.28% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 16.05% | +2.78% |
FDEIX vs. FTIHX - Expense Ratio Comparison
FDEIX has a 0.71% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Dividends
FDEIX vs. FTIHX - Dividend Comparison
FDEIX's dividend yield for the trailing twelve months is around 9.45%, more than FTIHX's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDEIX Fidelity Advisor Capital Development Fund Class I | 9.45% | 10.28% | 8.81% | 4.21% | 5.46% | 5.49% | 4.32% | 7.30% | 15.57% | 5.32% | 2.82% | 5.75% |
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% | 0.00% |
Frequently Asked Questions
FDEIX and FTIHX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTIHX has higher volatility (4.86%) compared to FDEIX (3.01%). In terms of maximum drawdown, FDEIX dropped -57.82% vs FTIHX's -35.75%.
FDEIX currently has the higher Sharpe Ratio (2.42 vs 2.26), 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.
Find the right allocation for FDEIX and FTIHX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer