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FSKGX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSKGX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies K6 Fund (FSKGX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSKGX achieves a 12.12% return, which is significantly lower than FTIHX's 15.53% return.


FSKGX

1D
0.79%
1M
5.76%
YTD
12.12%
6M
6.55%
1Y
11.14%
3Y*
17.44%
5Y*
9.00%
10Y*

FTIHX

1D
0.70%
1M
5.76%
YTD
15.53%
6M
18.30%
1Y
33.42%
3Y*
19.89%
5Y*
8.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSKGX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSKGX
Fidelity Growth Strategies K6 Fund
12.12%7.82%20.04%21.58%-26.20%21.62%29.50%36.90%-6.89%10.43%
FTIHX
Fidelity Total International Index Fund
15.53%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%10.04%

Correlation

The correlation between FSKGX and FTIHX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since May 26, 2017

0.70

The correlation between FSKGX and FTIHX has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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Return for Risk

FSKGX vs. FTIHX — Risk / Return Rank

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

FSKGX
FSKGX Risk / Return Rank: 77
Overall Rank
FSKGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSKGX Sortino Ratio Rank: 88
Sortino Ratio Rank
FSKGX Omega Ratio Rank: 77
Omega Ratio Rank
FSKGX Calmar Ratio Rank: 88
Calmar Ratio Rank
FSKGX Martin Ratio Rank: 88
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 5858
Overall Rank
FTIHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 5959
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 5858
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.

FSKGX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies K6 Fund (FSKGX) 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.


FSKGXFTIHXDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratioReturn relative to maximum drawdown

0.75

2.93

-2.18

Martin ratioReturn relative to average drawdown

2.22

11.54

-9.32

FSKGX vs. FTIHX - Sharpe Ratio Comparison

The current FSKGX Sharpe Ratio is 0.60, which is lower than the FTIHX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FSKGX and FTIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSKGXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

2.31

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.58

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.63

-0.08

Drawdowns

FSKGX vs. FTIHX - Drawdown Comparison

The maximum FSKGX drawdown since its inception was -36.51%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSKGX and FTIHX.


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Drawdown Indicators


FSKGXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-36.51%

-35.75%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-16.39%

-11.25%

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-29.47%

-13.15%

-16.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

-29.99%

-6.52%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.96%

-7.22%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

2.85%

+2.65%

Volatility

FSKGX vs. FTIHX - Volatility Comparison

Fidelity Growth Strategies K6 Fund (FSKGX) has a higher volatility of 6.03% compared to Fidelity Total International Index Fund (FTIHX) at 4.76%. This indicates that FSKGX's price experiences larger fluctuations and is considered to be riskier 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


FSKGXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

4.76%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

12.02%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

14.30%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.02%

15.27%

+7.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

16.05%

+6.75%

FSKGX vs. FTIHX - Expense Ratio Comparison

FSKGX has a 0.45% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FSKGX vs. FTIHX - Dividend Comparison

FSKGX has not paid dividends to shareholders, while FTIHX's dividend yield for the trailing twelve months is around 2.41%.


PositionTTM2025202420232022202120202019201820172016
FSKGX
Fidelity Growth Strategies K6 Fund
0.00%0.00%0.00%1.37%0.27%26.04%2.53%0.50%0.85%0.30%0.00%
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%

Frequently Asked Questions


FSKGX and FTIHX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSKGX has higher volatility (6.03%) compared to FTIHX (4.76%). In terms of maximum drawdown, FSKGX dropped -36.51% vs FTIHX's -35.75%.

FTIHX currently has the higher Sharpe Ratio (2.31 vs 0.60), 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.

Portfolio Optimizer

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