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

Performance

FDTTX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class A (FDTTX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDTTX achieves a 9.71% return, which is significantly lower than FTIHX's 15.53% return.


FDTTX

1D
-0.28%
1M
3.23%
YTD
9.71%
6M
11.74%
1Y
30.85%
3Y*
25.56%
5Y*
15.90%
10Y*
15.54%

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)

FDTTX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDTTX
Fidelity Advisor Capital Development Fund Class A
9.71%27.28%26.68%23.86%-8.28%24.97%8.84%30.98%-9.36%16.36%
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 FDTTX and FTIHX is 0.77, 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

0.77

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 FDTTX 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

FDTTX vs. FTIHX — Risk / Return Rank

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

FDTTX
FDTTX Risk / Return Rank: 7474
Overall Rank
FDTTX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FDTTX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FDTTX Omega Ratio Rank: 6969
Omega Ratio Rank
FDTTX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FDTTX Martin Ratio Rank: 8080
Martin Ratio Rank

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.

FDTTX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class A (FDTTX) 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.


FDTTXFTIHXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.47

1.43

+0.04

Calmar ratioReturn relative to maximum drawdown

3.29

2.93

+0.36

Martin ratioReturn relative to average drawdown

15.01

11.54

+3.46

FDTTX vs. FTIHX - Sharpe Ratio Comparison

The current FDTTX Sharpe Ratio is 2.57, which is comparable to the FTIHX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FDTTX and FTIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FDTTXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.31

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.58

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.63

-0.11

Drawdowns

FDTTX vs. FTIHX - Drawdown Comparison

The maximum FDTTX drawdown since its inception was -58.00%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FDTTX and FTIHX.


Loading charts...

Drawdown Indicators


FDTTXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-58.00%

-35.75%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-11.25%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-13.15%

-6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-29.99%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-11.14%

-7.22%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.85%

-0.74%

Volatility

FDTTX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Capital Development Fund Class A (FDTTX) is 2.90%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 4.76%. This indicates that FDTTX 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


FDTTXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

4.76%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

12.02%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

14.30%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

15.27%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.05%

+2.79%

FDTTX vs. FTIHX - Expense Ratio Comparison

FDTTX has a 0.85% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FDTTX vs. FTIHX - Dividend Comparison

FDTTX's dividend yield for the trailing twelve months is around 9.81%, more than FTIHX's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
FDTTX
Fidelity Advisor Capital Development Fund Class A
9.81%10.77%9.20%4.34%5.64%5.60%4.40%7.49%16.04%5.52%2.74%5.82%
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


FDTTX and FTIHX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTIHX has higher volatility (4.76%) compared to FDTTX (2.90%). In terms of maximum drawdown, FDTTX dropped -58.00% vs FTIHX's -35.75%.

FDTTX currently has the higher Sharpe Ratio (2.57 vs 2.31), 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.

Portfolio Optimizer

Find the right allocation for FDTTX 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