FSQIX vs. ITOT

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Sustainable International Equity Fund (FSQIX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).

FSQIX is managed by Fidelity. It was launched on Feb 10, 2022. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.

Performance

FSQIX vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable International Equity Fund (FSQIX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

FSQIX vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FSQIX Fidelity Sustainable International Equity Fund	-4.75%	26.26%	7.85%	13.35%	-16.42%
ITOT iShares Core S&P Total U.S. Stock Market ETF	-4.00%	17.00%	23.80%	26.12%	-11.44%

Returns By Period

In the year-to-date period, FSQIX achieves a -4.75% return, which is significantly lower than ITOT's -4.00% return.

FSQIX

• 1D: 0.36%
• 1M: -12.46%
• YTD: -4.75%
• 6M: 0.25%
• 1Y: 17.62%
• 3Y*: 11.07%
• 5Y*: —
• 10Y*: —

ITOT

• 1D: 2.98%
• 1M: -4.92%
• YTD: -4.00%
• 6M: -1.67%
• 1Y: 18.07%
• 3Y*: 17.83%
• 5Y*: 10.46%
• 10Y*: 13.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSQIX vs. ITOT - Expense Ratio Comparison

FSQIX has a 1.05% expense ratio, which is higher than ITOT's 0.03% expense ratio.

FSQIX

Fidelity Sustainable International Equity Fund

ITOT

iShares Core S&P Total U.S. Stock Market ETF

Return for Risk

FSQIX vs. ITOT — Risk / Return Rank

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

FSQIX

FSQIX Risk / Return Rank: 40
FSQIX Sharpe Ratio Rank: 40
FSQIX Sortino Ratio Rank: 39
FSQIX Omega Ratio Rank: 36
FSQIX Calmar Ratio Rank: 44
FSQIX Martin Ratio Rank: 42

ITOT

ITOT Risk / Return Rank: 65
ITOT Sharpe Ratio Rank: 59
ITOT Sortino Ratio Rank: 62
ITOT Omega Ratio Rank: 65
ITOT Calmar Ratio Rank: 64
ITOT Martin Ratio Rank: 74

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.

FSQIX vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable International Equity Fund (FSQIX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

	FSQIX	ITOT	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.97	-0.10
Sortino ratio Return per unit of downside risk	1.27	1.49	-0.22
Omega ratio Gain probability vs. loss probability	1.18	1.22	-0.05
Calmar ratio Return relative to maximum drawdown	1.14	1.51	-0.37
Martin ratio Return relative to average drawdown	4.41	7.22	-2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSQIX vs. ITOT - Sharpe Ratio Comparison

The current FSQIX Sharpe Ratio is 0.87, which is comparable to the ITOT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FSQIX and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSQIX	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.97	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.54	-0.24

Correlation

The correlation between FSQIX and ITOT is 0.77, 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

FSQIX vs. ITOT - Dividend Comparison

FSQIX's dividend yield for the trailing twelve months is around 2.26%, more than ITOT's 1.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSQIX Fidelity Sustainable International Equity Fund	2.26%	2.15%	1.93%	1.62%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.13%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Drawdowns

FSQIX vs. ITOT - Drawdown Comparison

The maximum FSQIX drawdown since its inception was -27.85%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FSQIX and ITOT.

Drawdown Indicators

	FSQIX	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-27.85%	-55.20%	+27.35%
Max Drawdown (1Y) Largest decline over 1 year	-13.26%	-12.34%	-0.92%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-12.94%	-6.18%	-6.76%
Average Drawdown Average peak-to-trough decline	-7.69%	-7.02%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	2.59%	+0.83%

Volatility

FSQIX vs. ITOT - Volatility Comparison

Fidelity Sustainable International Equity Fund (FSQIX) has a higher volatility of 8.07% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.47%. This indicates that FSQIX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSQIX	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.07%	5.47%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	12.58%	9.76%	+2.82%
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	18.67%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	17.37%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	18.25%	-0.96%