FIDJX vs. FTIHX

Last updated Jun 26, 2026

FIDJX (Fidelity SAI Sustainable Sector Fund) and FTIHX (Fidelity Total International Index Fund) are both mutual funds - FIDJX is a Large Cap Blend Equities fund actively managed by Fidelity, while FTIHX is a Foreign Large Cap Equities fund tracking the MSCI ACWI (All Country World Index) ex USA Investable Market Index. FIDJX is actively managed, while FTIHX is passively managed. Over the past 3 years, FIDJX returned 22.61%/yr vs 18.91%/yr for FTIHX. A 0.76 correlation means they provide meaningful diversification when combined. FIDJX charges 0.44%/yr vs 0.06%/yr for FTIHX.

Performance

FIDJX vs. FTIHX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with FIDJX having a 13.15% return and FTIHX slightly lower at 12.53%.

FIDJX

• 1D: 0.11%
• 1M: -1.25%
• YTD: 13.15%
• 6M: 11.83%
• 1Y: 29.72%
• 3Y*: 22.61%
• 5Y*: —
• 10Y*: —

FTIHX

• 1D: 0.05%
• 1M: -1.32%
• YTD: 12.53%
• 6M: 12.53%
• 1Y: 27.71%
• 3Y*: 18.91%
• 5Y*: 8.18%
• 10Y*: 9.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDJX vs. FTIHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FIDJX Fidelity SAI Sustainable Sector Fund	13.15%	17.55%	23.85%	31.66%	-10.52%
FTIHX Fidelity Total International Index Fund	12.53%	32.59%	4.98%	15.49%	-6.51%

Correlation

The correlation between FIDJX and FTIHX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Apr 25, 2022	0.76

The correlation between FIDJX and FTIHX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

Return for Risk

FIDJX vs. FTIHX — Risk / Return Rank

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

FIDJX

FIDJX Risk / Return Rank: 80
FIDJX Sharpe Ratio Rank: 78
FIDJX Sortino Ratio Rank: 72
FIDJX Omega Ratio Rank: 73
FIDJX Calmar Ratio Rank: 85
FIDJX Martin Ratio Rank: 92

FTIHX

FTIHX Risk / Return Rank: 52
FTIHX Sharpe Ratio Rank: 52
FTIHX Sortino Ratio Rank: 48
FTIHX Omega Ratio Rank: 54
FTIHX Calmar Ratio Rank: 53
FTIHX Martin Ratio Rank: 53

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.

FIDJX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Sector Fund (FIDJX) 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.

	FIDJX	FTIHX	Difference
Sharpe ratio: Return per unit of total volatility	2.20	1.79	+0.42
Sortino ratio: Return per unit of downside risk	2.95	2.43	+0.52
Omega ratio: Gain probability vs. loss probability	1.39	1.34	+0.05
Calmar ratio: Return relative to maximum drawdown	3.51	2.45	+1.06
Martin ratio: Return relative to average drawdown	16.20	9.46	+6.74

FIDJX vs. FTIHX - Sharpe Ratio Comparison

The current FIDJX Sharpe Ratio is 2.20, which is comparable to the FTIHX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FIDJX 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.

Drawdowns

FIDJX vs. FTIHX - Drawdown Comparison

The maximum FIDJX drawdown since its inception was -20.43%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FIDJX and FTIHX.

Drawdown Indicators

	FIDJX	FTIHX	Difference
Max Drawdown Largest peak-to-trough decline	-20.43%	-35.75%	+15.32%
Max Drawdown (1Y) Largest decline over 1 year	-8.63%	-11.25%	+2.62%
Max Drawdown (3Y) Largest decline over 3 years	-20.43%	-13.15%	-7.28%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.99%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.75%	—
Current Drawdown Current decline from peak	-2.51%	-2.74%	+0.23%
Average Drawdown Average peak-to-trough decline	-3.52%	-7.18%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.91%	-1.05%

Volatility

FIDJX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity SAI Sustainable Sector Fund (FIDJX) is 5.79%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 6.87%. This indicates that FIDJX 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.

Volatility by Period

	FIDJX	FTIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	6.87%	-1.08%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	13.53%	-2.46%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	15.49%	-1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.21%	15.51%	+2.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	15.95%	+2.26%

FIDJX vs. FTIHX - Expense Ratio Comparison

FIDJX has a 0.44% expense ratio, which is higher than FTIHX's 0.06% expense ratio.

Dividends

FIDJX vs. FTIHX - Dividend Comparison

FIDJX's dividend yield for the trailing twelve months is around 0.53%, less than FTIHX's 2.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FIDJX Fidelity SAI Sustainable Sector Fund	0.53%	0.60%	1.74%	0.52%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTIHX Fidelity Total International Index Fund	2.47%	2.78%	2.88%	2.78%	2.51%	2.55%	1.62%	2.61%	2.21%	0.45%	0.47%

Frequently Asked Questions

Can I hold both FIDJX and FTIHX in my portfolio?

FIDJX and FTIHX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIDJX or FTIHX?

FTIHX has higher volatility (6.87%) compared to FIDJX (5.79%). In terms of maximum drawdown, FIDJX dropped -20.43% vs FTIHX's -35.75%.

Which has better risk-adjusted returns?

FIDJX currently has the higher Sharpe Ratio (2.20 vs 1.79), 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.