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FHIFX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHIFX vs. FTIHX - Performance Comparison

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

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FHIFX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHIFX
Fidelity Focused High Income Fund
-0.61%8.91%5.23%10.28%-11.88%2.86%4.51%15.49%-2.90%7.00%
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, FHIFX achieves a -0.61% return, which is significantly lower than FTIHX's 1.79% return.


FHIFX

1D
0.61%
1M
-1.44%
YTD
-0.61%
6M
1.06%
1Y
6.58%
3Y*
6.73%
5Y*
2.82%
10Y*
4.48%

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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FHIFX vs. FTIHX - Expense Ratio Comparison

FHIFX has a 0.75% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FHIFX vs. FTIHX — Risk / Return Rank

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

FHIFX
FHIFX Risk / Return Rank: 9292
Overall Rank
FHIFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FHIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FHIFX Omega Ratio Rank: 9393
Omega Ratio Rank
FHIFX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FHIFX Martin Ratio Rank: 9191
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.

FHIFX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Focused High Income Fund (FHIFX) 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.


FHIFXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.74

+0.31

Sortino ratio

Return per unit of downside risk

2.94

2.32

+0.62

Omega ratio

Gain probability vs. loss probability

1.47

1.35

+0.12

Calmar ratio

Return relative to maximum drawdown

2.57

2.38

+0.20

Martin ratio

Return relative to average drawdown

10.96

9.30

+1.66

FHIFX vs. FTIHX - Sharpe Ratio Comparison

The current FHIFX Sharpe Ratio is 2.06, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FHIFX 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


FHIFXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.74

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.48

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.56

+0.47

Correlation

The correlation between FHIFX and FTIHX is 0.51, 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

FHIFX vs. FTIHX - Dividend Comparison

FHIFX's dividend yield for the trailing twelve months is around 5.30%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FHIFX
Fidelity Focused High Income Fund
5.30%5.54%4.09%4.36%3.43%3.37%3.81%4.27%5.00%4.19%4.84%4.44%
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

FHIFX vs. FTIHX - Drawdown Comparison

The maximum FHIFX drawdown since its inception was -27.06%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FHIFX and FTIHX.


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Drawdown Indicators


FHIFXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-27.06%

-35.75%

+8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-11.25%

+8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-15.60%

-29.99%

+14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.11%

Current Drawdown

Current decline from peak

-1.56%

-8.61%

+7.05%

Average Drawdown

Average peak-to-trough decline

-2.40%

-7.31%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

2.88%

-2.21%

Volatility

FHIFX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Focused High Income Fund (FHIFX) is 1.37%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FHIFX experiences smaller price fluctuations and is considered to be less risky 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


FHIFXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

7.78%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

11.04%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

16.05%

-12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

15.09%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

16.02%

-10.88%