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FIDRX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIDRX vs. FTIHX - Performance Comparison

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

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Returns By Period


FIDRX

1D
0.99%
1M
1.43%
YTD
6M
1Y
3Y*
5Y*
10Y*

FTIHX

1D
0.70%
1M
5.76%
YTD
15.53%
6M
18.30%
1Y
33.42%
3Y*
19.89%
5Y*
8.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDRX vs. FTIHX - Yearly Performance Comparison


Correlation

The correlation between FIDRX and FTIHX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.74

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Return for Risk

FIDRX vs. FTIHX — Risk / Return Rank

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

FIDRX

FTIHX
FTIHX Risk / Return Rank: 5858
Overall Rank
FTIHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 5959
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 5858
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.

FIDRX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FIDRX) 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.

FIDRX vs. FTIHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIDRXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.63

+0.81

Drawdowns

FIDRX vs. FTIHX - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FIDRX and FTIHX.


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Drawdown Indicators


FIDRXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-35.75%

+29.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

Current Drawdown

Current decline from peak

-2.44%

0.00%

-2.44%

Average Drawdown

Average peak-to-trough decline

-1.83%

-7.22%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

Volatility

FIDRX vs. FTIHX - Volatility Comparison


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Volatility by Period


FIDRXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

14.30%

+9.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.20%

15.27%

+8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

16.05%

+8.15%

FIDRX vs. FTIHX - Expense Ratio Comparison

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


Dividends

FIDRX vs. FTIHX - Dividend Comparison

FIDRX has not paid dividends to shareholders, while FTIHX's dividend yield for the trailing twelve months is around 2.41%.


PositionTTM2025202420232022202120202019201820172016
FIDRX
Fidelity Select Industrials Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
2.41%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Frequently Asked Questions


FIDRX and FTIHX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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