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FEUCX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUCX vs. FTIHX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FEUCX achieves a 12.93% return, which is significantly lower than FTIHX's 14.55% return.


FEUCX

1D
0.04%
1M
3.58%
YTD
12.93%
6M
13.86%
1Y
28.52%
3Y*
27.21%
5Y*
14.11%
10Y*
12.80%

FTIHX

1D
0.05%
1M
2.22%
YTD
14.55%
6M
16.83%
1Y
30.92%
3Y*
19.58%
5Y*
8.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUCX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEUCX
Fidelity Advisor Global Capital Appreciation Fund Class C
12.93%16.91%40.54%27.46%-25.23%17.94%23.45%21.86%-18.86%29.38%
FTIHX
Fidelity Total International Index Fund
14.55%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Correlation

The correlation between FEUCX and FTIHX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.83

The correlation between FEUCX and FTIHX has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

FEUCX vs. FTIHX — Risk / Return Rank

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

FEUCX
FEUCX Risk / Return Rank: 4040
Overall Rank
FEUCX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FEUCX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FEUCX Omega Ratio Rank: 3939
Omega Ratio Rank
FEUCX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FEUCX Martin Ratio Rank: 4444
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 5858
Overall Rank
FTIHX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 5959
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 5757
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.

FEUCX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class C (FEUCX) 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.


FEUCXFTIHXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

2.25

2.81

-0.56

Martin ratioReturn relative to average drawdown

9.08

11.05

-1.98

FEUCX vs. FTIHX - Sharpe Ratio Comparison

The current FEUCX Sharpe Ratio is 1.79, which is comparable to the FTIHX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FEUCX 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.


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Sharpe Ratios by Period


FEUCXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.21

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.55

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.63

-0.23

Drawdowns

FEUCX vs. FTIHX - Drawdown Comparison

The maximum FEUCX drawdown since its inception was -60.20%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FEUCX and FTIHX.


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Drawdown Indicators


FEUCXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-35.75%

-24.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-11.25%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-13.15%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-29.99%

-3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

Current Drawdown

Current decline from peak

-0.27%

-0.85%

+0.58%

Average Drawdown

Average peak-to-trough decline

-13.36%

-7.21%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.85%

+0.39%

Volatility

FEUCX vs. FTIHX - Volatility Comparison

Fidelity Advisor Global Capital Appreciation Fund Class C (FEUCX) has a higher volatility of 5.06% compared to Fidelity Total International Index Fund (FTIHX) at 4.78%. This indicates that FEUCX's price experiences larger fluctuations and is considered to be riskier 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


FEUCXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.78%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

12.05%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

14.30%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

15.27%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

16.05%

+2.62%

FEUCX vs. FTIHX - Expense Ratio Comparison

FEUCX has a 1.92% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FEUCX vs. FTIHX - Dividend Comparison

FEUCX's dividend yield for the trailing twelve months is around 11.57%, more than FTIHX's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FEUCX
Fidelity Advisor Global Capital Appreciation Fund Class C
11.57%13.07%19.24%7.72%0.00%9.86%0.00%0.00%12.40%15.33%1.17%0.64%
FTIHX
Fidelity Total International Index Fund
2.43%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


FEUCX and FTIHX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEUCX has higher volatility (5.06%) compared to FTIHX (4.78%). In terms of maximum drawdown, FEUCX dropped -60.20% vs FTIHX's -35.75%.

FTIHX currently has the higher Sharpe Ratio (2.21 vs 1.79), 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.

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