PortfoliosLab logoPortfoliosLab logo
FDSVX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDSVX vs. FTIHX - Performance Comparison

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

Loading graphics...

FDSVX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDSVX
Fidelity Growth Discovery Fund
-5.39%15.14%30.19%35.63%-24.43%22.93%43.43%33.77%-0.33%34.63%
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, FDSVX achieves a -5.39% return, which is significantly lower than FTIHX's 1.79% return.


FDSVX

1D
4.29%
1M
-5.36%
YTD
-5.39%
6M
-4.84%
1Y
18.14%
3Y*
20.43%
5Y*
11.27%
10Y*
16.98%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDSVX vs. FTIHX - Expense Ratio Comparison

FDSVX has a 0.77% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FDSVX vs. FTIHX — Risk / Return Rank

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

FDSVX
FDSVX Risk / Return Rank: 4646
Overall Rank
FDSVX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FDSVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FDSVX Omega Ratio Rank: 4141
Omega Ratio Rank
FDSVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDSVX Martin Ratio Rank: 5151
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.

FDSVX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) 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.


FDSVXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.74

-0.89

Sortino ratio

Return per unit of downside risk

1.35

2.32

-0.97

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

1.43

2.38

-0.94

Martin ratio

Return relative to average drawdown

5.14

9.30

-4.16

FDSVX vs. FTIHX - Sharpe Ratio Comparison

The current FDSVX Sharpe Ratio is 0.85, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FDSVX 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.


Loading graphics...

Sharpe Ratios by Period


FDSVXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.74

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.48

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.56

-0.05

Correlation

The correlation between FDSVX and FTIHX is 0.73, 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

FDSVX vs. FTIHX - Dividend Comparison

FDSVX's dividend yield for the trailing twelve months is around 1.67%, less than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FDSVX
Fidelity Growth Discovery Fund
1.67%1.58%12.81%2.55%3.65%13.46%9.63%4.28%5.02%4.87%0.09%0.17%
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

FDSVX vs. FTIHX - Drawdown Comparison

The maximum FDSVX drawdown since its inception was -59.34%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FDSVX and FTIHX.


Loading graphics...

Drawdown Indicators


FDSVXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-59.34%

-35.75%

-23.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-11.25%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

-29.99%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-8.77%

-8.61%

-0.16%

Average Drawdown

Average peak-to-trough decline

-12.67%

-7.31%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.88%

+0.76%

Volatility

FDSVX vs. FTIHX - Volatility Comparison

Fidelity Growth Discovery Fund (FDSVX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 7.76% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FDSVXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

7.78%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

11.04%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

16.05%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

15.09%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.52%

16.02%

+4.50%