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FGHMX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGHMX vs. FTIHX - Performance Comparison

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

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FGHMX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGHMX
Fidelity Advisor Communication Services Class C
-7.77%34.91%34.57%55.30%-38.91%14.78%34.11%31.72%-7.48%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-4.75%

Returns By Period

In the year-to-date period, FGHMX achieves a -7.77% return, which is significantly lower than FTIHX's 1.79% return.


FGHMX

1D
4.70%
1M
-7.33%
YTD
-7.77%
6M
-4.52%
1Y
30.15%
3Y*
29.09%
5Y*
10.35%
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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FGHMX vs. FTIHX - Expense Ratio Comparison

FGHMX has a 1.78% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FGHMX vs. FTIHX — Risk / Return Rank

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

FGHMX
FGHMX Risk / Return Rank: 6868
Overall Rank
FGHMX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FGHMX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FGHMX Omega Ratio Rank: 6464
Omega Ratio Rank
FGHMX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FGHMX Martin Ratio Rank: 6363
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.

FGHMX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class C (FGHMX) 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.


FGHMXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.74

-0.40

Sortino ratio

Return per unit of downside risk

1.96

2.32

-0.35

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

1.84

2.38

-0.53

Martin ratio

Return relative to average drawdown

6.93

9.30

-2.38

FGHMX vs. FTIHX - Sharpe Ratio Comparison

The current FGHMX Sharpe Ratio is 1.35, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FGHMX 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


FGHMXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.74

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.48

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.56

+0.11

Correlation

The correlation between FGHMX and FTIHX is 0.66, 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

FGHMX vs. FTIHX - Dividend Comparison

FGHMX's dividend yield for the trailing twelve months is around 7.77%, more than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FGHMX
Fidelity Advisor Communication Services Class C
7.77%7.17%7.20%0.00%0.00%5.54%3.81%35.35%8.76%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

FGHMX vs. FTIHX - Drawdown Comparison

The maximum FGHMX drawdown since its inception was -48.03%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FGHMX and FTIHX.


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Drawdown Indicators


FGHMXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-48.03%

-35.75%

-12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.05%

-11.25%

-5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-48.03%

-29.99%

-18.04%

Current Drawdown

Current decline from peak

-13.15%

-8.61%

-4.54%

Average Drawdown

Average peak-to-trough decline

-11.39%

-7.31%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.88%

+1.66%

Volatility

FGHMX vs. FTIHX - Volatility Comparison

Fidelity Advisor Communication Services Class C (FGHMX) has a higher volatility of 8.77% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FGHMX'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


FGHMXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

7.78%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.56%

11.04%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

16.05%

+7.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.22%

15.09%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

16.02%

+8.03%