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FNITX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNITX vs. FTIHX - Performance Comparison

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

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FNITX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNITX
Fidelity Advisor New Insights Fund Class M
-4.19%22.36%34.61%35.61%-26.67%24.10%23.30%28.81%-4.89%27.76%
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, FNITX achieves a -4.19% return, which is significantly lower than FTIHX's 1.79% return.


FNITX

1D
3.64%
1M
-5.86%
YTD
-4.19%
6M
-0.68%
1Y
23.27%
3Y*
24.83%
5Y*
13.29%
10Y*
14.86%

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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FNITX vs. FTIHX - Expense Ratio Comparison

FNITX has a 1.18% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FNITX vs. FTIHX — Risk / Return Rank

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

FNITX
FNITX Risk / Return Rank: 7373
Overall Rank
FNITX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FNITX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FNITX Omega Ratio Rank: 6565
Omega Ratio Rank
FNITX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FNITX Martin Ratio Rank: 8383
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.

FNITX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor New Insights Fund Class M (FNITX) 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.


FNITXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.74

-0.52

Sortino ratio

Return per unit of downside risk

1.83

2.32

-0.49

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

2.23

2.38

-0.15

Martin ratio

Return relative to average drawdown

8.90

9.30

-0.40

FNITX vs. FTIHX - Sharpe Ratio Comparison

The current FNITX Sharpe Ratio is 1.23, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FNITX 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


FNITXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.74

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.48

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.56

+0.04

Correlation

The correlation between FNITX and FTIHX is 0.73, 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.


Dividends

FNITX vs. FTIHX - Dividend Comparison

FNITX's dividend yield for the trailing twelve months is around 10.68%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FNITX
Fidelity Advisor New Insights Fund Class M
10.68%11.08%6.33%6.43%18.00%13.42%8.54%6.62%14.33%7.86%4.99%4.45%
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

FNITX vs. FTIHX - Drawdown Comparison

The maximum FNITX drawdown since its inception was -49.84%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FNITX and FTIHX.


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Drawdown Indicators


FNITXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-49.84%

-35.75%

-14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-11.25%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.06%

-29.99%

-2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

Current Drawdown

Current decline from peak

-7.19%

-8.61%

+1.42%

Average Drawdown

Average peak-to-trough decline

-7.38%

-7.31%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.88%

-0.16%

Volatility

FNITX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor New Insights Fund Class M (FNITX) is 6.65%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FNITX 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


FNITXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

7.78%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

11.04%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.83%

16.05%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

15.09%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

16.02%

+3.23%