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FDFIX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex 500 Index Fund (FDFIX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FDFIX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDFIX
Fidelity Flex 500 Index Fund
-7.27%17.59%25.06%26.27%-18.10%28.69%18.46%31.47%-4.45%14.41%
FTIHX
Fidelity Total International Index Fund
-1.15%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%19.89%

Returns By Period

In the year-to-date period, FDFIX achieves a -7.27% return, which is significantly lower than FTIHX's -1.15% return.


FDFIX

1D
-0.33%
1M
-7.59%
YTD
-7.27%
6M
-4.96%
1Y
13.90%
3Y*
17.02%
5Y*
11.31%
10Y*

FTIHX

1D
-0.12%
1M
-11.11%
YTD
-1.15%
6M
3.36%
1Y
24.13%
3Y*
14.18%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDFIX vs. FTIHX - Expense Ratio Comparison

FDFIX 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

FDFIX vs. FTIHX — Risk / Return Rank

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

FDFIX
FDFIX Risk / Return Rank: 4242
Overall Rank
FDFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FDFIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FDFIX Omega Ratio Rank: 4747
Omega Ratio Rank
FDFIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FDFIX Martin Ratio Rank: 4646
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 7979
Overall Rank
FTIHX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 7878
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.

FDFIX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex 500 Index Fund (FDFIX) 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.


FDFIXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.47

-0.66

Sortino ratio

Return per unit of downside risk

1.26

1.97

-0.71

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

0.96

1.92

-0.96

Martin ratio

Return relative to average drawdown

4.59

7.63

-3.04

FDFIX vs. FTIHX - Sharpe Ratio Comparison

The current FDFIX Sharpe Ratio is 0.81, which is lower than the FTIHX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FDFIX 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


FDFIXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.47

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.45

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.54

+0.18

Correlation

The correlation between FDFIX and FTIHX is 0.76, 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

FDFIX vs. FTIHX - Dividend Comparison

FDFIX's dividend yield for the trailing twelve months is around 1.20%, less than FTIHX's 2.82% yield.


TTM2025202420232022202120202019201820172016
FDFIX
Fidelity Flex 500 Index Fund
1.20%1.11%1.26%1.48%1.70%1.27%1.52%1.78%2.16%0.50%0.00%
FTIHX
Fidelity Total International Index Fund
2.82%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Drawdowns

FDFIX vs. FTIHX - Drawdown Comparison

The maximum FDFIX drawdown since its inception was -33.77%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FDFIX and FTIHX.


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Drawdown Indicators


FDFIXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-33.77%

-35.75%

+1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-11.25%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-29.99%

+5.48%

Current Drawdown

Current decline from peak

-8.99%

-11.25%

+2.26%

Average Drawdown

Average peak-to-trough decline

-4.64%

-7.31%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.84%

-0.24%

Volatility

FDFIX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Flex 500 Index Fund (FDFIX) is 4.22%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.05%. This indicates that FDFIX 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


FDFIXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

7.05%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

10.67%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

15.82%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

15.03%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

16.00%

+2.68%