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FINVX vs. FHLFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINVX vs. FHLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Value Fund (FINVX) and Fidelity Series International Index Fund (FHLFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FINVX having a 11.28% return and FHLFX slightly higher at 11.78%.


FINVX

1D
-0.52%
1M
2.00%
6M
5.02%
YTD
11.28%
1Y
28.13%
3Y*
22.36%
5Y*
14.96%
10Y*
11.21%
ALL TIME*
6.92%

FHLFX

1D
-0.71%
1M
1.26%
6M
5.76%
YTD
11.78%
1Y
25.30%
3Y*
16.61%
5Y*
9.45%
10Y*
ALL TIME*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FINVX vs. FHLFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FINVX
Fidelity Series International Value Fund
11.28%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-13.06%
FHLFX
Fidelity Series International Index Fund
11.78%31.96%3.67%18.16%-14.17%11.23%8.09%21.66%-10.70%

Correlation

The correlation between FINVX and FHLFX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2018

0.96

The correlation between FINVX and FHLFX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

FINVX vs. FHLFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FINVX
FINVX Risk / Return Rank: 7575
Overall Rank
FINVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FINVX Omega Ratio Rank: 7272
Omega Ratio Rank
FINVX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FINVX Martin Ratio Rank: 7777
Martin Ratio Rank

FHLFX
FHLFX Risk / Return Rank: 6363
Overall Rank
FHLFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 6262
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FINVX vs. FHLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Value Fund (FINVX) and Fidelity Series International Index Fund (FHLFX). 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.


FINVXFHLFXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

2.67

2.23

+0.43

Martin ratioReturn relative to average drawdown

9.89

8.46

+1.43

FINVX vs. FHLFX - Sharpe Ratio Comparison

The current FINVX Sharpe Ratio is 1.83, which is comparable to the FHLFX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FINVX and FHLFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FINVX vs. FHLFX - Drawdown Comparison

The maximum FINVX drawdown since its inception was -42.48%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for FINVX and FHLFX.


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Drawdown Indicators


FINVXFHLFXDifference

Max Drawdown

Largest peak-to-trough decline

-42.48%

-33.58%

-8.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-11.37%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-13.62%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-29.36%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

Current Drawdown

Current decline from peak

-0.52%

-0.71%

+0.19%

Average Drawdown

Average peak-to-trough decline

-8.97%

-6.01%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.00%

-0.21%

Volatility

FINVX vs. FHLFX - Volatility Comparison

Fidelity Series International Value Fund (FINVX) and Fidelity Series International Index Fund (FHLFX) have volatilities of 4.36% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINVXFHLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.47%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

13.25%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

15.52%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

16.11%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

17.62%

+0.12%

FINVX vs. FHLFX - Expense Ratio Comparison

Both FINVX and FHLFX have an expense ratio of 0.01%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FINVX vs. FHLFX - Dividend Comparison

FINVX's dividend yield for the trailing twelve months is around 10.06%, more than FHLFX's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
FHLFX
Fidelity Series International Index Fund
3.10%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%0.00%0.00%0.00%
FINVX
Fidelity Series International Value Fund
10.06%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%

Frequently Asked Questions


With a correlation of 0.95, FINVX and FHLFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FHLFX has higher volatility (4.47%) compared to FINVX (4.36%). In terms of maximum drawdown, FINVX dropped -42.48% vs FHLFX's -33.58%.

FINVX currently has the higher Sharpe Ratio (1.83 vs 1.64), 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.

Portfolio Optimizer

Find the right allocation for FINVX and FHLFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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