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FEYCX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEYCX and FTIHX is 0.88, 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.


-0.50.00.51.00.9

Performance

FEYCX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
1.02%
1.03%
FEYCX
FTIHX

Key characteristics

Sharpe Ratio

FEYCX:

0.91

FTIHX:

0.94

Sortino Ratio

FEYCX:

1.27

FTIHX:

1.37

Omega Ratio

FEYCX:

1.17

FTIHX:

1.17

Calmar Ratio

FEYCX:

1.04

FTIHX:

1.15

Martin Ratio

FEYCX:

4.25

FTIHX:

2.89

Ulcer Index

FEYCX:

2.44%

FTIHX:

3.95%

Daily Std Dev

FEYCX:

11.39%

FTIHX:

12.13%

Max Drawdown

FEYCX:

-52.83%

FTIHX:

-35.75%

Current Drawdown

FEYCX:

-3.24%

FTIHX:

-2.32%

Returns By Period

In the year-to-date period, FEYCX achieves a 3.31% return, which is significantly lower than FTIHX's 6.63% return.


FEYCX

YTD

3.31%

1M

-0.08%

6M

1.02%

1Y

8.88%

5Y*

6.07%

10Y*

4.96%

FTIHX

YTD

6.63%

1M

3.99%

6M

1.03%

1Y

10.26%

5Y*

5.84%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FEYCX vs. FTIHX - Expense Ratio Comparison

FEYCX has a 1.76% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


FEYCX
Fidelity Advisor Asset Manager 85% Fund Class C
Expense ratio chart for FEYCX: current value at 1.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.76%
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FEYCX vs. FTIHX — Risk-Adjusted Performance Rank

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

FEYCX
The Risk-Adjusted Performance Rank of FEYCX is 5252
Overall Rank
The Sharpe Ratio Rank of FEYCX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FEYCX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FEYCX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FEYCX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FEYCX is 5959
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 5151
Overall Rank
The Sharpe Ratio Rank of FTIHX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEYCX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) 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.


Sharpe ratio
The chart of Sharpe ratio for FEYCX, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.910.94
The chart of Sortino ratio for FEYCX, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.0012.001.271.37
The chart of Omega ratio for FEYCX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.17
The chart of Calmar ratio for FEYCX, currently valued at 1.04, compared to the broader market0.005.0010.0015.0020.001.041.15
The chart of Martin ratio for FEYCX, currently valued at 4.25, compared to the broader market0.0020.0040.0060.0080.004.252.89
FEYCX
FTIHX

The current FEYCX Sharpe Ratio is 0.91, which is comparable to the FTIHX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FEYCX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.91
0.94
FEYCX
FTIHX

Dividends

FEYCX vs. FTIHX - Dividend Comparison

FEYCX's dividend yield for the trailing twelve months is around 0.41%, less than FTIHX's 2.70% yield.


TTM20242023202220212020201920182017201620152014
FEYCX
Fidelity Advisor Asset Manager 85% Fund Class C
0.41%0.42%0.39%0.74%0.12%0.00%0.30%0.13%0.01%0.04%0.38%9.60%
FTIHX
Fidelity Total International Index Fund
2.70%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

FEYCX vs. FTIHX - Drawdown Comparison

The maximum FEYCX drawdown since its inception was -52.83%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FEYCX and FTIHX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.24%
-2.32%
FEYCX
FTIHX

Volatility

FEYCX vs. FTIHX - Volatility Comparison

Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 3.21% and 3.12%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.21%
3.12%
FEYCX
FTIHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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