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FIKMX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKMX vs. FTIHX - Performance Comparison

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

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FIKMX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
0.41%7.29%8.03%9.51%-14.48%19.04%-0.98%18.04%-1.71%
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, FIKMX achieves a 0.41% return, which is significantly lower than FTIHX's 1.79% return.


FIKMX

1D
0.41%
1M
-2.56%
YTD
0.41%
6M
1.22%
1Y
4.81%
3Y*
7.65%
5Y*
3.93%
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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FIKMX vs. FTIHX - Expense Ratio Comparison

FIKMX has a 0.59% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FIKMX vs. FTIHX — Risk / Return Rank

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

FIKMX
FIKMX Risk / Return Rank: 4242
Overall Rank
FIKMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FIKMX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FIKMX Omega Ratio Rank: 4040
Omega Ratio Rank
FIKMX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FIKMX Martin Ratio Rank: 4343
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.

FIKMX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) 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.


FIKMXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.74

-0.75

Sortino ratio

Return per unit of downside risk

1.32

2.32

-1.00

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

1.17

2.38

-1.21

Martin ratio

Return relative to average drawdown

4.90

9.30

-4.40

FIKMX vs. FTIHX - Sharpe Ratio Comparison

The current FIKMX Sharpe Ratio is 0.99, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FIKMX 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


FIKMXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.74

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.48

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.56

-0.04

Correlation

The correlation between FIKMX and FTIHX is 0.55, 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

FIKMX vs. FTIHX - Dividend Comparison

FIKMX's dividend yield for the trailing twelve months is around 4.78%, more than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
4.78%4.80%4.81%5.15%6.24%1.59%4.90%5.82%2.31%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

FIKMX vs. FTIHX - Drawdown Comparison

The maximum FIKMX drawdown since its inception was -34.49%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FIKMX and FTIHX.


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Drawdown Indicators


FIKMXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-35.75%

+1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-11.25%

+6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-29.99%

+11.95%

Current Drawdown

Current decline from peak

-2.72%

-8.61%

+5.89%

Average Drawdown

Average peak-to-trough decline

-5.26%

-7.31%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

2.88%

-1.84%

Volatility

FIKMX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) is 1.67%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FIKMX 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


FIKMXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

7.78%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

11.04%

-8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

16.05%

-11.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

15.09%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

16.02%

-5.33%