FSIGX vs. FTIHX
FSIGX (Fidelity Series Investment Grade Bond Fund) and FTIHX (Fidelity Total International Index Fund) are both mutual funds - FSIGX is a fund fund managed by Fidelity, while FTIHX is a Foreign Large Cap Equities fund tracking the MSCI ACWI (All Country World Index) ex USA Investable Market Index. Over the past 10 years, FSIGX returned 2.33%/yr vs 10.24%/yr for FTIHX. At a 0.09 correlation, their price movements are largely independent.
Performance
FSIGX vs. FTIHX - Performance Comparison
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Returns By Period
In the year-to-date period, FSIGX achieves a 0.27% return, which is significantly lower than FTIHX's 15.70% return. Over the past 10 years, FSIGX has underperformed FTIHX with an annualized return of 2.33%, while FTIHX has yielded a comparatively higher 10.24% annualized return.
FSIGX
- 1D
- -0.30%
- 1M
- 0.67%
- YTD
- 0.27%
- 6M
- 0.62%
- 1Y
- 4.45%
- 3Y*
- 4.46%
- 5Y*
- 0.50%
- 10Y*
- 2.33%
FTIHX
- 1D
- 0.10%
- 1M
- 3.19%
- YTD
- 15.70%
- 6M
- 15.70%
- 1Y
- 33.01%
- 3Y*
- 20.01%
- 5Y*
- 9.03%
- 10Y*
- 10.24%
FSIGX vs. FTIHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSIGX Fidelity Series Investment Grade Bond Fund | 0.27% | 7.65% | 1.79% | 6.82% | -13.30% | -0.67% | 9.71% | 9.75% | -0.15% | 4.39% |
FTIHX Fidelity Total International Index Fund | 15.70% | 32.59% | 4.98% | 15.49% | -16.29% | 8.45% | 11.09% | 21.50% | -14.40% | 25.88% |
Correlation
The correlation between FSIGX and FTIHX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.09 |
Over the past year, FSIGX and FTIHX have become more correlated (0.36) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
FSIGX vs. FTIHX — Risk / Return Rank
FSIGX
FTIHX
FSIGX vs. FTIHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) 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.
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.
| FSIGX | FTIHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.03 | -1.46 |
| Martin ratioReturn relative to average drawdown | 4.32 | 11.71 | -7.39 |
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Drawdowns
FSIGX vs. FTIHX - Drawdown Comparison
The maximum FSIGX drawdown since its inception was -18.22%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSIGX and FTIHX.
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Drawdown Indicators
| FSIGX | FTIHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.22% | -35.75% | +17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -11.25% | +8.26% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | -13.15% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -29.99% | +11.77% |
Max Drawdown (10Y)Largest decline over 10 years | -18.22% | -35.75% | +17.53% |
Current DrawdownCurrent decline from peak | -1.75% | 0.00% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -7.19% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.90% | -1.82% |
Volatility
FSIGX vs. FTIHX - Volatility Comparison
The current volatility for Fidelity Series Investment Grade Bond Fund (FSIGX) is 1.15%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 6.22%. This indicates that FSIGX 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
| FSIGX | FTIHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 6.22% | -5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 13.22% | -10.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 15.25% | -11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 15.46% | -9.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 16.09% | -11.06% |
Dividends
FSIGX vs. FTIHX - Dividend Comparison
FSIGX's dividend yield for the trailing twelve months is around 4.30%, more than FTIHX's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSIGX Fidelity Series Investment Grade Bond Fund | 4.30% | 4.24% | 4.01% | 4.00% | 2.37% | 1.88% | 6.32% | 3.09% | 3.20% | 2.86% | 4.32% | 3.07% |
FTIHX Fidelity Total International Index Fund | 2.41% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% | 0.00% |
Frequently Asked Questions
FSIGX and FTIHX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTIHX has higher volatility (6.22%) compared to FSIGX (1.15%). In terms of maximum drawdown, FSIGX dropped -18.22% vs FTIHX's -35.75%.
FTIHX currently has the higher Sharpe Ratio (2.24 vs 1.18), 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.
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