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FTBFX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTBFX vs. FTIHX - Performance Comparison

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

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FTBFX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTBFX
Fidelity Total Bond Fund
-0.29%7.50%2.50%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%
FTIHX
Fidelity Total International Index Fund
3.18%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FTBFX achieves a -0.29% return, which is significantly lower than FTIHX's 3.18% return.


FTBFX

1D
0.00%
1M
-1.54%
YTD
-0.29%
6M
0.36%
1Y
4.07%
3Y*
4.50%
5Y*
0.82%
10Y*
2.60%

FTIHX

1D
1.36%
1M
-2.40%
YTD
3.18%
6M
6.94%
1Y
28.66%
3Y*
15.82%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTBFX vs. FTIHX - Expense Ratio Comparison

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


Return for Risk

FTBFX vs. FTIHX — Risk / Return Rank

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

FTBFX
FTBFX Risk / Return Rank: 3737
Overall Rank
FTBFX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2828
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 3434
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8484
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FTBFX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) 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.


FTBFXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.81

-0.85

Sortino ratio

Return per unit of downside risk

1.37

2.40

-1.02

Omega ratio

Gain probability vs. loss probability

1.17

1.36

-0.19

Calmar ratio

Return relative to maximum drawdown

1.53

2.63

-1.10

Martin ratio

Return relative to average drawdown

4.60

10.15

-5.55

FTBFX vs. FTIHX - Sharpe Ratio Comparison

The current FTBFX Sharpe Ratio is 0.96, which is lower than the FTIHX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FTBFX 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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Sharpe Ratios by Period


FTBFXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.81

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.49

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.57

+0.36

Correlation

The correlation between FTBFX and FTIHX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTBFX vs. FTIHX - Dividend Comparison

FTBFX's dividend yield for the trailing twelve months is around 4.01%, more than FTIHX's 2.70% yield.


TTM20252024202320222021202020192018201720162015
FTBFX
Fidelity Total Bond Fund
4.01%4.36%4.51%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%
FTIHX
Fidelity Total International Index Fund
2.70%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FTBFX vs. FTIHX - Drawdown Comparison

The maximum FTBFX drawdown since its inception was -18.25%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FTBFX and FTIHX.


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Drawdown Indicators


FTBFXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-18.25%

-35.75%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-11.25%

+8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-29.99%

+11.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

Current Drawdown

Current decline from peak

-2.15%

-7.36%

+5.21%

Average Drawdown

Average peak-to-trough decline

-2.31%

-7.31%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.91%

-1.98%

Volatility

FTBFX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Total Bond Fund (FTBFX) is 1.47%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.21%. This indicates that FTBFX 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


FTBFXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

7.21%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

11.11%

-8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

16.07%

-11.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

15.09%

-9.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.70%

16.02%

-11.32%