FEPIX vs. FTIHX
Compare and contrast key facts about Fidelity Total Bond Fund (FEPIX) and Fidelity Total International Index Fund (FTIHX).
FEPIX is managed by Fidelity. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Performance
FEPIX vs. FTIHX - Performance Comparison
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FEPIX vs. FTIHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEPIX Fidelity Total Bond Fund | -0.40% | 7.45% | 1.71% | 6.79% | -13.55% | -0.46% | 9.29% | 9.83% | -0.82% | 4.24% |
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, FEPIX achieves a -0.40% return, which is significantly lower than FTIHX's 1.79% return.
FEPIX
- 1D
- 0.10%
- 1M
- -1.75%
- YTD
- -0.40%
- 6M
- 0.33%
- 1Y
- 3.92%
- 3Y*
- 4.03%
- 5Y*
- 0.55%
- 10Y*
- 2.44%
FTIHX
- 1D
- 2.98%
- 1M
- -7.01%
- YTD
- 1.79%
- 6M
- 5.81%
- 1Y
- 27.20%
- 3Y*
- 15.30%
- 5Y*
- 7.14%
- 10Y*
- —
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FEPIX vs. FTIHX - Expense Ratio Comparison
FEPIX has a 0.50% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Return for Risk
FEPIX vs. FTIHX — Risk / Return Rank
FEPIX
FTIHX
FEPIX vs. FTIHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FEPIX) 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.
| FEPIX | FTIHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.74 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.32 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.38 | -0.72 |
Martin ratioReturn relative to average drawdown | 4.98 | 9.30 | -4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEPIX | FTIHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.74 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.48 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.56 | +0.34 |
Correlation
The correlation between FEPIX and FTIHX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FEPIX vs. FTIHX - Dividend Comparison
FEPIX's dividend yield for the trailing twelve months is around 3.97%, more than FTIHX's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEPIX Fidelity Total Bond Fund | 3.97% | 4.31% | 3.74% | 3.74% | 2.49% | 1.87% | 5.17% | 2.97% | 3.14% | 2.92% | 3.55% | 3.25% |
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
FEPIX vs. FTIHX - Drawdown Comparison
The maximum FEPIX drawdown since its inception was -18.40%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FEPIX and FTIHX.
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Drawdown Indicators
| FEPIX | FTIHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -35.75% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -11.25% | +8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.40% | -29.99% | +11.59% |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | — | — |
Current DrawdownCurrent decline from peak | -2.25% | -8.61% | +6.36% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -7.31% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 2.88% | -1.93% |
Volatility
FEPIX vs. FTIHX - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FEPIX) is 1.53%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FEPIX 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
| FEPIX | FTIHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 7.78% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 11.04% | -8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.36% | 16.05% | -11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 15.09% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.71% | 16.02% | -11.31% |