FMGAX vs. FTIHX
Compare and contrast key facts about Fidelity Advisor Mortgage Securities Fund Class A (FMGAX) and Fidelity Total International Index Fund (FTIHX).
FMGAX is managed by Fidelity. It was launched on Mar 3, 1997. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Performance
FMGAX vs. FTIHX - Performance Comparison
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FMGAX vs. FTIHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMGAX Fidelity Advisor Mortgage Securities Fund Class A | 0.13% | 7.92% | 0.07% | 4.27% | -12.82% | -1.52% | 4.06% | 6.05% | 0.43% | 1.91% |
FTIHX Fidelity Total International Index Fund | 1.79% | 32.59% | 4.98% | 15.49% | -16.29% | 8.45% | 11.09% | 21.50% | -14.40% | 25.88% |
Returns By Period
In the year-to-date period, FMGAX achieves a 0.13% return, which is significantly lower than FTIHX's 1.79% return.
FMGAX
- 1D
- 0.20%
- 1M
- -1.39%
- YTD
- 0.13%
- 6M
- 1.22%
- 1Y
- 4.52%
- 3Y*
- 3.28%
- 5Y*
- -0.41%
- 10Y*
- 0.87%
FTIHX
- 1D
- 2.98%
- 1M
- -7.01%
- YTD
- 1.79%
- 6M
- 5.81%
- 1Y
- 27.20%
- 3Y*
- 15.30%
- 5Y*
- 7.14%
- 10Y*
- —
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FMGAX vs. FTIHX - Expense Ratio Comparison
FMGAX has a 0.79% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Return for Risk
FMGAX vs. FTIHX — Risk / Return Rank
FMGAX
FTIHX
FMGAX vs. FTIHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mortgage Securities Fund Class A (FMGAX) 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.
| FMGAX | FTIHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.74 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.32 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.38 | -0.66 |
Martin ratioReturn relative to average drawdown | 4.88 | 9.30 | -4.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMGAX | FTIHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.74 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.48 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.56 | +0.21 |
Correlation
The correlation between FMGAX and FTIHX is 0.11, 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
FMGAX vs. FTIHX - Dividend Comparison
FMGAX's dividend yield for the trailing twelve months is around 3.28%, more than FTIHX's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMGAX Fidelity Advisor Mortgage Securities Fund Class A | 3.28% | 3.57% | 3.19% | 2.92% | 1.14% | 0.48% | 2.06% | 2.25% | 2.22% | 2.26% | 2.28% | 1.72% |
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% | 0.00% |
Drawdowns
FMGAX vs. FTIHX - Drawdown Comparison
The maximum FMGAX drawdown since its inception was -19.51%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FMGAX and FTIHX.
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Drawdown Indicators
| FMGAX | FTIHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.51% | -35.75% | +16.24% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -11.25% | +8.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.18% | -29.99% | +10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -19.51% | — | — |
Current DrawdownCurrent decline from peak | -3.27% | -8.61% | +5.34% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -7.31% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.88% | -1.78% |
Volatility
FMGAX vs. FTIHX - Volatility Comparison
The current volatility for Fidelity Advisor Mortgage Securities Fund Class A (FMGAX) is 1.54%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FMGAX 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
| FMGAX | FTIHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 7.78% | -6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 11.04% | -8.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.67% | 16.05% | -11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 15.09% | -8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.10% | 16.02% | -10.92% |