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FMSCX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMSCX vs. FTIHX - Performance Comparison

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

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FMSCX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMSCX
Fidelity Advisor Mortgage Securities Fund Class I
0.07%8.25%0.29%4.54%-12.63%-1.17%4.27%6.17%0.74%2.30%
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, FMSCX achieves a 0.07% return, which is significantly lower than FTIHX's 1.79% return.


FMSCX

1D
0.20%
1M
-1.49%
YTD
0.07%
6M
1.31%
1Y
4.61%
3Y*
3.51%
5Y*
-0.20%
10Y*
1.13%

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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FMSCX vs. FTIHX - Expense Ratio Comparison

FMSCX has a 0.51% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FMSCX vs. FTIHX — Risk / Return Rank

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

FMSCX
FMSCX Risk / Return Rank: 4949
Overall Rank
FMSCX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FMSCX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FMSCX Omega Ratio Rank: 3838
Omega Ratio Rank
FMSCX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FMSCX Martin Ratio Rank: 4141
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.

FMSCX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mortgage Securities Fund Class I (FMSCX) 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.


FMSCXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.74

-0.65

Sortino ratio

Return per unit of downside risk

1.56

2.32

-0.75

Omega ratio

Gain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratio

Return relative to maximum drawdown

1.82

2.38

-0.56

Martin ratio

Return relative to average drawdown

5.09

9.30

-4.22

FMSCX vs. FTIHX - Sharpe Ratio Comparison

The current FMSCX Sharpe Ratio is 1.09, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FMSCX 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


FMSCXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.74

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.48

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.56

+0.29

Correlation

The correlation between FMSCX 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

FMSCX vs. FTIHX - Dividend Comparison

FMSCX's dividend yield for the trailing twelve months is around 3.47%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FMSCX
Fidelity Advisor Mortgage Securities Fund Class I
3.47%3.78%3.42%3.18%1.37%0.75%2.26%2.37%2.53%2.55%2.60%2.00%
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%0.00%

Drawdowns

FMSCX vs. FTIHX - Drawdown Comparison

The maximum FMSCX drawdown since its inception was -18.90%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FMSCX and FTIHX.


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Drawdown Indicators


FMSCXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-35.75%

+16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-11.25%

+8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-29.99%

+11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-18.90%

Current Drawdown

Current decline from peak

-2.15%

-8.61%

+6.46%

Average Drawdown

Average peak-to-trough decline

-1.98%

-7.31%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.88%

-1.80%

Volatility

FMSCX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Mortgage Securities Fund Class I (FMSCX) is 1.56%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FMSCX 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


FMSCXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

7.78%

-6.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

11.04%

-8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

16.05%

-11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.76%

15.09%

-8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

16.02%

-10.92%