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FGDIX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGDIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Gold Fund Class I (FGDIX) 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, FGDIX achieves a -10.22% return, which is significantly lower than FTIHX's 12.93% return. Over the past 10 years, FGDIX has underperformed FTIHX with an annualized return of 8.12%, while FTIHX has yielded a comparatively higher 9.23% annualized return.


FGDIX

1D
-3.45%
1M
-5.09%
6M
-18.83%
YTD
-10.22%
1Y
40.23%
3Y*
35.05%
5Y*
14.59%
10Y*
8.12%
ALL TIME*
4.56%

FTIHX

1D
-0.05%
1M
0.10%
6M
6.54%
YTD
12.93%
1Y
27.68%
3Y*
17.25%
5Y*
8.77%
10Y*
9.23%
ALL TIME*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FGDIX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGDIX
Fidelity Advisor Gold Fund Class I
-10.22%142.97%14.91%-0.39%-13.42%-10.45%26.84%35.51%-12.96%8.59%
FTIHX
Fidelity Total International Index Fund
12.93%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Correlation

The correlation between FGDIX and FTIHX is 0.57, 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.

0.57

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.51

Correlation (10Y)
Provides a long-term view across more market conditions.

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2016

0.38

The correlation between FGDIX and FTIHX shifts across timeframes, from 0.38 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FGDIX vs. FTIHX — Risk / Return Rank

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

FGDIX
FGDIX Risk / Return Rank: 2323
Overall Rank
FGDIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FGDIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FGDIX Omega Ratio Rank: 2727
Omega Ratio Rank
FGDIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FGDIX Martin Ratio Rank: 1616
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 7070
Overall Rank
FTIHX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 7070
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 7070
Martin Ratio Rank
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.

FGDIX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Gold Fund Class I (FGDIX) 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.


FGDIXFTIHXDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.12

2.44

-1.32

Martin ratioReturn relative to average drawdown

2.45

9.10

-6.65

FGDIX vs. FTIHX - Sharpe Ratio Comparison

The current FGDIX Sharpe Ratio is 0.92, which is lower than the FTIHX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FGDIX 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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Drawdowns

FGDIX vs. FTIHX - Drawdown Comparison

The maximum FGDIX drawdown since its inception was -77.15%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FGDIX and FTIHX.


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Drawdown Indicators


FGDIXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-77.15%

-35.75%

-41.40%

Max Drawdown (1Y)

Largest decline over 1 year

-37.90%

-11.25%

-26.65%

Max Drawdown (3Y)

Largest decline over 3 years

-37.90%

-13.15%

-24.75%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

-29.99%

-15.95%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

-35.75%

-14.82%

Current Drawdown

Current decline from peak

-34.25%

-2.40%

-31.85%

Average Drawdown

Average peak-to-trough decline

-39.74%

-7.14%

-32.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.27%

3.01%

+14.26%

Volatility

FGDIX vs. FTIHX - Volatility Comparison

Fidelity Advisor Gold Fund Class I (FGDIX) has a higher volatility of 12.91% compared to Fidelity Total International Index Fund (FTIHX) at 5.18%. This indicates that FGDIX'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


FGDIXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.91%

5.18%

+7.73%

Volatility (6M)

Calculated over the trailing 6-month period

38.41%

14.23%

+24.18%

Volatility (1Y)

Calculated over the trailing 1-year period

46.29%

16.06%

+30.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.55%

15.59%

+18.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.43%

15.96%

+17.47%

FGDIX vs. FTIHX - Expense Ratio Comparison

FGDIX has a 0.76% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FGDIX vs. FTIHX - Dividend Comparison

FGDIX's dividend yield for the trailing twelve months is around 5.61%, more than FTIHX's 2.46% yield.


PositionTTM2025202420232022202120202019201820172016
FGDIX
Fidelity Advisor Gold Fund Class I
5.61%2.10%3.58%0.97%0.36%1.59%4.40%0.41%0.00%0.23%3.65%
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%

Frequently Asked Questions


FGDIX and FTIHX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FGDIX has higher volatility (12.91%) compared to FTIHX (5.18%). In terms of maximum drawdown, FGDIX dropped -77.15% vs FTIHX's -35.75%.

FTIHX currently has the higher Sharpe Ratio (1.71 vs 0.92), 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.

Portfolio Optimizer

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