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FGJEX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJEX vs. FTIHX - Performance Comparison

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

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FGJEX vs. FTIHX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGJEX achieves a -0.45% return, which is significantly lower than FTIHX's 1.79% return.


FGJEX

1D
2.61%
1M
-4.79%
YTD
-0.45%
6M
3.18%
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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FGJEX vs. FTIHX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FGJEX vs. FTIHX — Risk / Return Rank

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

FGJEX

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.

FGJEX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) 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.

FGJEX vs. FTIHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGJEXFTIHXDifference

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

2.34

0.56

+1.78

Correlation

The correlation between FGJEX 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

FGJEX vs. FTIHX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.63%, more than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.63%9.59%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

FGJEX vs. FTIHX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FGJEX and FTIHX.


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Drawdown Indicators


FGJEXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-35.75%

+27.43%

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

-5.93%

-8.61%

+2.68%

Average Drawdown

Average peak-to-trough decline

-1.07%

-7.31%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

FGJEX vs. FTIHX - Volatility Comparison


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Volatility by Period


FGJEXFTIHXDifference

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

11.08%

16.05%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

15.09%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

16.02%

-4.94%