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FSLVX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSLVX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Large Cap Value Fund (FSLVX) 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, FSLVX achieves a 7.13% return, which is significantly lower than FTIHX's 14.49% return.


FSLVX

1D
-0.33%
1M
0.33%
YTD
7.13%
6M
8.19%
1Y
20.91%
3Y*
17.86%
5Y*
10.37%
10Y*
11.11%

FTIHX

1D
-0.90%
1M
3.71%
YTD
14.49%
6M
16.97%
1Y
31.36%
3Y*
19.53%
5Y*
8.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSLVX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLVX
Fidelity Stock Selector Large Cap Value Fund
7.13%15.95%17.29%14.44%-5.53%25.72%4.14%24.63%-9.29%12.34%
FTIHX
Fidelity Total International Index Fund
14.49%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Correlation

The correlation between FSLVX and FTIHX is 0.70, 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

0.70

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

0.66

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.73

The correlation between FSLVX and FTIHX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

FSLVX vs. FTIHX — Risk / Return Rank

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

FSLVX
FSLVX Risk / Return Rank: 5050
Overall Rank
FSLVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FSLVX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FSLVX Omega Ratio Rank: 4242
Omega Ratio Rank
FSLVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FSLVX Martin Ratio Rank: 5959
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 5656
Overall Rank
FTIHX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 5656
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 5656
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.

FSLVX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Large Cap Value Fund (FSLVX) 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.


FSLVXFTIHXDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

2.92

2.88

+0.04

Martin ratioReturn relative to average drawdown

11.78

11.33

+0.44

FSLVX vs. FTIHX - Sharpe Ratio Comparison

The current FSLVX Sharpe Ratio is 1.95, which is comparable to the FTIHX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of FSLVX 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


FSLVXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.26

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.55

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.63

-0.22

Drawdowns

FSLVX vs. FTIHX - Drawdown Comparison

The maximum FSLVX drawdown since its inception was -60.89%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSLVX and FTIHX.


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Drawdown Indicators


FSLVXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-35.75%

-25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-11.25%

+4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.62%

-13.15%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-29.99%

+10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

Current Drawdown

Current decline from peak

-0.66%

-0.90%

+0.24%

Average Drawdown

Average peak-to-trough decline

-9.91%

-7.22%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.85%

-1.11%

Volatility

FSLVX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Stock Selector Large Cap Value Fund (FSLVX) is 2.54%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 4.86%. This indicates that FSLVX 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


FSLVXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

4.86%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

12.05%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.49%

14.31%

-3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

15.28%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

16.05%

+1.67%

FSLVX vs. FTIHX - Expense Ratio Comparison

FSLVX has a 0.76% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FSLVX vs. FTIHX - Dividend Comparison

FSLVX's dividend yield for the trailing twelve months is around 9.27%, more than FTIHX's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FSLVX
Fidelity Stock Selector Large Cap Value Fund
9.27%8.06%10.40%2.50%8.31%4.35%2.18%1.58%7.55%1.10%1.29%1.26%
FTIHX
Fidelity Total International Index Fund
2.43%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


FSLVX and FTIHX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTIHX has higher volatility (4.86%) compared to FSLVX (2.54%). In terms of maximum drawdown, FSLVX dropped -60.89% vs FTIHX's -35.75%.

FTIHX currently has the higher Sharpe Ratio (2.26 vs 1.95), 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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