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FFNYX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. FTIHX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. FTIHX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FFNYX vs. FTIHX — Risk / Return Rank

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

FFNYX

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FFNYX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. FTIHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.56

-1.54

Correlation

The correlation between FFNYX and FTIHX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFNYX vs. FTIHX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while FTIHX's dividend yield for the trailing twelve months is around 2.73%.


TTM2025202420232022202120202019201820172016
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FFNYX vs. FTIHX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FFNYX and FTIHX.


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Drawdown Indicators


FFNYXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-35.75%

+35.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

Current Drawdown

Current decline from peak

-0.30%

-8.61%

+8.31%

Average Drawdown

Average peak-to-trough decline

-0.39%

-7.31%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

FFNYX vs. FTIHX - Volatility Comparison


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Volatility by Period


FFNYXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

16.05%

-13.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

15.09%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

16.02%

-13.64%