FDVLX vs. FTIHX

Last updated Aug 3, 2026

FDVLX (Fidelity Value Fund) and FTIHX (Fidelity Total International Index Fund) are both mutual funds - FDVLX is a Mid Cap Value Equities fund actively 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. FDVLX is actively managed, while FTIHX is passively managed. Over the past 10 years, FDVLX returned 14.46%/yr vs 9.18%/yr for FTIHX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. FDVLX charges 0.68%/yr vs 0.06%/yr for FTIHX.

Performance

FDVLX vs. FTIHX - Performance Comparison

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

Returns By Period

In the year-to-date period, FDVLX achieves a 25.18% return, which is significantly higher than FTIHX's 12.99% return. Over the past 10 years, FDVLX has outperformed FTIHX with an annualized return of 14.46%, while FTIHX has yielded a comparatively lower 9.18% annualized return.

FDVLX

• 1D: -0.06%
• 1M: 2.07%
• 6M: 18.07%
• YTD: 25.18%
• 1Y: 39.96%
• 3Y*: 24.12%
• 5Y*: 16.17%
• 10Y*: 14.46%
• ALL TIME*: 11.47%

FTIHX

• 1D: 2.78%
• 1M: 0.15%
• 6M: 6.94%
• YTD: 12.99%
• 1Y: 27.75%
• 3Y*: 16.94%
• 5Y*: 8.78%
• 10Y*: 9.18%
• ALL TIME*: 9.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FDVLX Fidelity Value Fund	$0.00	$0.00	$0.00
FTIHX Fidelity Total International Index Fund	$0.00	$0.00	$0.00

FDVLX vs. FTIHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDVLX Fidelity Value Fund	25.18%	11.32%	30.11%	19.57%	-9.07%	35.30%	9.33%	31.68%	-17.58%	14.11%
FTIHX Fidelity Total International Index Fund	12.99%	32.59%	4.98%	15.49%	-16.29%	8.45%	11.09%	21.50%	-14.40%	25.88%

Correlation

The correlation between FDVLX and FTIHX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.70
Correlation (5Y) Shows whether the relationship held over a longer period.	0.74
Correlation (10Y) Provides a long-term view across more market conditions.	0.73
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016	0.73

The correlation between FDVLX and FTIHX has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

Return for Risk

FDVLX vs. FTIHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDVLX

FDVLX Risk / Return Rank: 89
FDVLX Sharpe Ratio Rank: 90
FDVLX Sortino Ratio Rank: 88
FDVLX Omega Ratio Rank: 83
FDVLX Calmar Ratio Rank: 93
FDVLX Martin Ratio Rank: 93

FTIHX

FTIHX Risk / Return Rank: 73
FTIHX Sharpe Ratio Rank: 73
FTIHX Sortino Ratio Rank: 69
FTIHX Omega Ratio Rank: 72
FTIHX Calmar Ratio Rank: 74
FTIHX Martin Ratio Rank: 75

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDVLX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund (FDVLX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FDVLX	FTIHX	Difference
Sharpe ratio: Return per unit of total volatility	2.24	1.65	+0.60
Sortino ratio: Return per unit of downside risk	3.21	2.27	+0.94
Omega ratio: Gain probability vs. loss probability	1.39	1.30	+0.09
Calmar ratio: Return relative to maximum drawdown	3.66	2.35	+1.31
Martin ratio: Return relative to average drawdown	14.02	8.76	+5.25

FDVLX vs. FTIHX - Sharpe Ratio Comparison

The current FDVLX Sharpe Ratio is 2.24, which is higher than the FTIHX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FDVLX 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.

Drawdowns

FDVLX vs. FTIHX - Drawdown Comparison

The maximum FDVLX drawdown since its inception was -66.91%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FDVLX and FTIHX.

Drawdown Indicators

	FDVLX	FTIHX	Difference
Max Drawdown Largest peak-to-trough decline	-66.91%	-35.75%	-31.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.90%	-11.25%	+1.35%
Max Drawdown (3Y) Largest decline over 3 years	-31.45%	-13.15%	-18.30%
Max Drawdown (5Y) Largest decline over 5 years	-31.45%	-29.99%	-1.46%
Max Drawdown (10Y) Largest decline over 10 years	-48.66%	-35.75%	-12.91%
Current Drawdown Current decline from peak	-0.92%	-2.35%	+1.43%
Average Drawdown Average peak-to-trough decline	-9.00%	-7.14%	-1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	3.01%	-0.42%

Volatility

FDVLX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Value Fund (FDVLX) is 3.28%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 5.38%. This indicates that FDVLX 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.

Volatility by Period

	FDVLX	FTIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	5.38%	-2.10%
Volatility (6M) Calculated over the trailing 6-month period	11.66%	14.23%	-2.57%
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	16.08%	+0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.48%	15.60%	+10.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.13%	15.96%	+9.17%

FDVLX vs. FTIHX - Expense Ratio Comparison

FDVLX has a 0.68% expense ratio, which is higher than FTIHX's 0.06% expense ratio.

Dividends

FDVLX vs. FTIHX - Dividend Comparison

FDVLX's dividend yield for the trailing twelve months is around 8.03%, more than FTIHX's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDVLX Fidelity Value Fund	8.03%	10.05%	33.05%	3.71%	7.08%	9.79%	0.98%	3.34%	16.25%	3.38%	1.26%	10.97%
FTIHX Fidelity Total International Index Fund	2.46%	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

Can I hold both FDVLX and FTIHX in my portfolio?

FDVLX and FTIHX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDVLX or FTIHX?

FTIHX has higher volatility (5.38%) compared to FDVLX (3.28%). In terms of maximum drawdown, FDVLX dropped -66.91% vs FTIHX's -35.75%.

Which has better risk-adjusted returns?

FDVLX currently has the higher Sharpe Ratio (2.24 vs 1.65), 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.