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FSMAX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSMAX and FTIHX is 0.75, 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.


Performance

FSMAX vs. FTIHX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSMAX:

0.36

FTIHX:

0.69

Sortino Ratio

FSMAX:

0.65

FTIHX:

1.06

Omega Ratio

FSMAX:

1.09

FTIHX:

1.14

Calmar Ratio

FSMAX:

0.31

FTIHX:

0.84

Martin Ratio

FSMAX:

0.96

FTIHX:

2.54

Ulcer Index

FSMAX:

8.52%

FTIHX:

4.33%

Daily Std Dev

FSMAX:

24.58%

FTIHX:

15.82%

Max Drawdown

FSMAX:

-41.67%

FTIHX:

-35.75%

Current Drawdown

FSMAX:

-9.38%

FTIHX:

0.00%

Returns By Period

In the year-to-date period, FSMAX achieves a -1.54% return, which is significantly lower than FTIHX's 13.70% return.


FSMAX

YTD

-1.54%

1M

15.04%

6M

-4.19%

1Y

8.51%

3Y*

11.96%

5Y*

11.10%

10Y*

5.69%

FTIHX

YTD

13.70%

1M

8.92%

6M

12.12%

1Y

10.69%

3Y*

10.34%

5Y*

10.80%

10Y*

N/A

*Annualized

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FSMAX vs. FTIHX - Expense Ratio Comparison

FSMAX has a 0.04% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FSMAX vs. FTIHX — Risk-Adjusted Performance Rank

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

FSMAX
The Risk-Adjusted Performance Rank of FSMAX is 4141
Overall Rank
The Sharpe Ratio Rank of FSMAX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FSMAX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FSMAX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FSMAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FSMAX is 3838
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 6868
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSMAX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Extended Market Index Fund (FSMAX) 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.


The current FSMAX Sharpe Ratio is 0.36, which is lower than the FTIHX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FSMAX 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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Dividends

FSMAX vs. FTIHX - Dividend Comparison

FSMAX's dividend yield for the trailing twelve months is around 0.49%, less than FTIHX's 2.53% yield.


TTM20242023202220212020201920182017201620152014
FSMAX
Fidelity Extended Market Index Fund
0.49%0.48%1.17%1.38%0.99%0.93%1.41%1.69%1.30%1.38%2.99%5.43%
FTIHX
Fidelity Total International Index Fund
2.53%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

FSMAX vs. FTIHX - Drawdown Comparison

The maximum FSMAX drawdown since its inception was -41.67%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSMAX and FTIHX. For additional features, visit the drawdowns tool.


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Volatility

FSMAX vs. FTIHX - Volatility Comparison

Fidelity Extended Market Index Fund (FSMAX) has a higher volatility of 6.57% compared to Fidelity Total International Index Fund (FTIHX) at 2.74%. This indicates that FSMAX'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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