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FGDKX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDKX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Discovery Fund Class K (FGDKX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FGDKX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGDKX
Fidelity Growth Discovery Fund Class K
-5.37%15.23%30.30%35.73%-24.34%23.03%43.54%33.91%-0.20%34.68%
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, FGDKX achieves a -5.37% return, which is significantly lower than FTIHX's 1.79% return.


FGDKX

1D
4.32%
1M
-5.35%
YTD
-5.37%
6M
-4.80%
1Y
18.23%
3Y*
20.53%
5Y*
11.37%
10Y*
17.09%

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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FGDKX vs. FTIHX - Expense Ratio Comparison

FGDKX has a 0.68% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FGDKX vs. FTIHX — Risk / Return Rank

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

FGDKX
FGDKX Risk / Return Rank: 4242
Overall Rank
FGDKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FGDKX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FGDKX Omega Ratio Rank: 4040
Omega Ratio Rank
FGDKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FGDKX Martin Ratio Rank: 4141
Martin Ratio Rank

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.

FGDKX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund Class K (FGDKX) 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.


FGDKXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.74

-0.88

Sortino ratio

Return per unit of downside risk

1.35

2.32

-0.96

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

1.22

2.38

-1.16

Martin ratio

Return relative to average drawdown

4.39

9.30

-4.91

FGDKX vs. FTIHX - Sharpe Ratio Comparison

The current FGDKX Sharpe Ratio is 0.86, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FGDKX 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.


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Sharpe Ratios by Period


FGDKXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.74

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.48

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.56

+0.03

Correlation

The correlation between FGDKX and FTIHX is 0.73, 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.


Dividends

FGDKX vs. FTIHX - Dividend Comparison

FGDKX's dividend yield for the trailing twelve months is around 1.74%, less than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FGDKX
Fidelity Growth Discovery Fund Class K
1.74%1.65%12.82%2.63%3.69%13.53%9.71%4.37%5.13%4.92%0.15%0.28%
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

FGDKX vs. FTIHX - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FGDKX and FTIHX.


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Drawdown Indicators


FGDKXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-35.75%

-19.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-11.25%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-29.99%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-8.74%

-8.61%

-0.13%

Average Drawdown

Average peak-to-trough decline

-8.74%

-7.31%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.88%

+0.75%

Volatility

FGDKX vs. FTIHX - Volatility Comparison

Fidelity Growth Discovery Fund Class K (FGDKX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 7.78% and 7.78%, 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.


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Volatility by Period


FGDKXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.78%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

11.04%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

16.05%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.34%

15.09%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

16.02%

+4.51%