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FIJDX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIJDX vs. FTIHX - Performance Comparison

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

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FIJDX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIJDX
Fidelity Advisor Gold Fund Class Z
9.12%143.25%15.10%-0.26%-13.32%-10.33%27.00%35.74%4.09%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-6.65%

Returns By Period

In the year-to-date period, FIJDX achieves a 9.12% return, which is significantly higher than FTIHX's 1.79% return.


FIJDX

1D
7.17%
1M
-20.07%
YTD
9.12%
6M
21.75%
1Y
98.08%
3Y*
39.77%
5Y*
21.13%
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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FIJDX vs. FTIHX - Expense Ratio Comparison

FIJDX has a 0.60% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FIJDX vs. FTIHX — Risk / Return Rank

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

FIJDX
FIJDX Risk / Return Rank: 9191
Overall Rank
FIJDX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIJDX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FIJDX Omega Ratio Rank: 8686
Omega Ratio Rank
FIJDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FIJDX Martin Ratio Rank: 9393
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.

FIJDX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Gold Fund Class Z (FIJDX) 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.


FIJDXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.74

+0.54

Sortino ratio

Return per unit of downside risk

2.50

2.32

+0.18

Omega ratio

Gain probability vs. loss probability

1.38

1.35

+0.02

Calmar ratio

Return relative to maximum drawdown

3.33

2.38

+0.95

Martin ratio

Return relative to average drawdown

12.35

9.30

+3.05

FIJDX vs. FTIHX - Sharpe Ratio Comparison

The current FIJDX Sharpe Ratio is 2.28, which is higher than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FIJDX 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


FIJDXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.74

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.48

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.56

+0.08

Correlation

The correlation between FIJDX and FTIHX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIJDX vs. FTIHX - Dividend Comparison

FIJDX's dividend yield for the trailing twelve months is around 1.99%, less than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FIJDX
Fidelity Advisor Gold Fund Class Z
1.99%2.17%3.63%1.16%0.38%1.71%4.54%0.53%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

FIJDX vs. FTIHX - Drawdown Comparison

The maximum FIJDX drawdown since its inception was -50.43%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FIJDX and FTIHX.


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Drawdown Indicators


FIJDXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-50.43%

-35.75%

-14.68%

Max Drawdown (1Y)

Largest decline over 1 year

-29.85%

-11.25%

-18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-45.91%

-29.99%

-15.92%

Current Drawdown

Current decline from peak

-20.09%

-8.61%

-11.48%

Average Drawdown

Average peak-to-trough decline

-18.44%

-7.31%

-11.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.04%

2.88%

+5.16%

Volatility

FIJDX vs. FTIHX - Volatility Comparison

Fidelity Advisor Gold Fund Class Z (FIJDX) has a higher volatility of 17.48% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FIJDX'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


FIJDXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.48%

7.78%

+9.70%

Volatility (6M)

Calculated over the trailing 6-month period

35.67%

11.04%

+24.63%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

16.05%

+27.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.88%

15.09%

+17.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.04%

16.02%

+18.02%