FTAEX vs. FSKAX
Compare and contrast key facts about Fidelity Advisor Total International Equity Fund Class A (FTAEX) and Fidelity Total Market Index Fund (FSKAX).
FTAEX is managed by Fidelity. It was launched on Nov 1, 2007. FSKAX is managed by Fidelity.
Performance
FTAEX vs. FSKAX - Performance Comparison
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FTAEX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTAEX Fidelity Advisor Total International Equity Fund Class A | -1.95% | 32.14% | 6.13% | 16.06% | -17.29% | 10.83% | 17.73% | 27.22% | -15.40% | 30.10% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
In the year-to-date period, FTAEX achieves a -1.95% return, which is significantly higher than FSKAX's -6.77% return. Over the past 10 years, FTAEX has underperformed FSKAX with an annualized return of 9.38%, while FSKAX has yielded a comparatively higher 13.23% annualized return.
FTAEX
- 1D
- -0.21%
- 1M
- -11.58%
- YTD
- -1.95%
- 6M
- 1.35%
- 1Y
- 21.23%
- 3Y*
- 14.40%
- 5Y*
- 7.06%
- 10Y*
- 9.38%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
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FTAEX vs. FSKAX - Expense Ratio Comparison
FTAEX has a 1.30% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Return for Risk
FTAEX vs. FSKAX — Risk / Return Rank
FTAEX
FSKAX
FTAEX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class A (FTAEX) and Fidelity Total Market Index Fund (FSKAX). 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.
| FTAEX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.83 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.29 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.04 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.24 | 5.05 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTAEX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.83 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.72 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.78 | -0.57 |
Correlation
The correlation between FTAEX and FSKAX is 0.80, 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
FTAEX vs. FSKAX - Dividend Comparison
FTAEX's dividend yield for the trailing twelve months is around 0.80%, less than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAEX Fidelity Advisor Total International Equity Fund Class A | 0.80% | 0.79% | 1.12% | 1.08% | 0.89% | 8.40% | 2.27% | 1.43% | 0.65% | 4.07% | 1.12% | 0.80% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
FTAEX vs. FSKAX - Drawdown Comparison
The maximum FTAEX drawdown since its inception was -62.01%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FTAEX and FSKAX.
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Drawdown Indicators
| FTAEX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.01% | -35.01% | -27.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -12.42% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -25.39% | -4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.40% | -35.01% | +1.61% |
Current DrawdownCurrent decline from peak | -11.84% | -8.92% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -4.05% | -9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.57% | +0.41% |
Volatility
FTAEX vs. FSKAX - Volatility Comparison
Fidelity Advisor Total International Equity Fund Class A (FTAEX) has a higher volatility of 7.04% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that FTAEX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTAEX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 4.42% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 9.40% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 18.50% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 17.38% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 18.42% | -1.71% |