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FITLX vs. FNIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITLX and FNIDX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FITLX vs. FNIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity US Sustainability Index Fund (FITLX) and Fidelity International Sustainability Index Fd (FNIDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FITLX:

0.54

FNIDX:

0.56

Sortino Ratio

FITLX:

1.02

FNIDX:

1.03

Omega Ratio

FITLX:

1.14

FNIDX:

1.14

Calmar Ratio

FITLX:

0.65

FNIDX:

0.74

Martin Ratio

FITLX:

2.29

FNIDX:

2.18

Ulcer Index

FITLX:

5.69%

FNIDX:

5.04%

Daily Std Dev

FITLX:

20.49%

FNIDX:

16.48%

Max Drawdown

FITLX:

-34.35%

FNIDX:

-33.17%

Current Drawdown

FITLX:

-3.83%

FNIDX:

0.00%

Returns By Period

In the year-to-date period, FITLX achieves a 0.69% return, which is significantly lower than FNIDX's 11.66% return.


FITLX

YTD

0.69%

1M

13.76%

6M

0.09%

1Y

11.16%

5Y*

17.08%

10Y*

N/A

FNIDX

YTD

11.66%

1M

9.49%

6M

11.15%

1Y

9.39%

5Y*

10.34%

10Y*

N/A

*Annualized

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FITLX vs. FNIDX - Expense Ratio Comparison

FITLX has a 0.11% expense ratio, which is lower than FNIDX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FITLX vs. FNIDX — Risk-Adjusted Performance Rank

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

FITLX
The Risk-Adjusted Performance Rank of FITLX is 6161
Overall Rank
The Sharpe Ratio Rank of FITLX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FITLX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FITLX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FITLX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FITLX is 6060
Martin Ratio Rank

FNIDX
The Risk-Adjusted Performance Rank of FNIDX is 6262
Overall Rank
The Sharpe Ratio Rank of FNIDX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FITLX vs. FNIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Fidelity International Sustainability Index Fd (FNIDX). 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.


The current FITLX Sharpe Ratio is 0.54, which is comparable to the FNIDX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FITLX and FNIDX, 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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Dividends

FITLX vs. FNIDX - Dividend Comparison

FITLX's dividend yield for the trailing twelve months is around 1.28%, less than FNIDX's 2.10% yield.


TTM20242023202220212020201920182017
FITLX
Fidelity US Sustainability Index Fund
1.28%1.29%1.12%1.49%0.81%1.01%1.27%1.37%0.71%
FNIDX
Fidelity International Sustainability Index Fd
2.10%2.34%2.64%2.32%1.94%1.13%2.17%2.28%0.81%

Drawdowns

FITLX vs. FNIDX - Drawdown Comparison

The maximum FITLX drawdown since its inception was -34.35%, roughly equal to the maximum FNIDX drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for FITLX and FNIDX. For additional features, visit the drawdowns tool.


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Volatility

FITLX vs. FNIDX - Volatility Comparison

Fidelity US Sustainability Index Fund (FITLX) has a higher volatility of 6.31% compared to Fidelity International Sustainability Index Fd (FNIDX) at 3.28%. This indicates that FITLX's price experiences larger fluctuations and is considered to be riskier than FNIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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