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FTEIX vs. VIHAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTEIX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class I (FTEIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTEIX achieves a 12.23% return, which is significantly lower than VIHAX's 18.05% return. Over the past 10 years, FTEIX has underperformed VIHAX with an annualized return of 10.62%, while VIHAX has yielded a comparatively higher 11.25% annualized return.


FTEIX

1D
3.02%
1M
-0.42%
6M
5.56%
YTD
12.23%
1Y
25.85%
3Y*
17.49%
5Y*
9.27%
10Y*
10.62%
ALL TIME*
5.11%

VIHAX

1D
2.01%
1M
4.98%
6M
11.54%
YTD
18.05%
1Y
35.31%
3Y*
21.69%
5Y*
14.15%
10Y*
11.25%
ALL TIME*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FTEIX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTEIX
Fidelity Advisor Total International Equity Fund Class I
12.23%32.53%6.45%16.27%-17.02%11.06%17.99%27.51%-15.07%30.31%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
18.05%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Correlation

The correlation between FTEIX and VIHAX is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2016

0.93

The correlation between FTEIX and VIHAX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

FTEIX vs. VIHAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTEIX
FTEIX Risk / Return Rank: 5757
Overall Rank
FTEIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTEIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FTEIX Omega Ratio Rank: 5656
Omega Ratio Rank
FTEIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FTEIX Martin Ratio Rank: 5858
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9292
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTEIX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class I (FTEIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTEIXVIHAXDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratioReturn relative to maximum drawdown

2.08

3.62

-1.54

Martin ratioReturn relative to average drawdown

7.74

13.83

-6.10

FTEIX vs. VIHAX - Sharpe Ratio Comparison

The current FTEIX Sharpe Ratio is 1.45, which is lower than the VIHAX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of FTEIX and VIHAX, 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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Drawdowns

FTEIX vs. VIHAX - Drawdown Comparison

The maximum FTEIX drawdown since its inception was -61.85%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FTEIX and VIHAX.


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Drawdown Indicators


FTEIXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-38.80%

-23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-9.53%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-12.29%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-23.92%

-6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-38.80%

+5.43%

Current Drawdown

Current decline from peak

-2.79%

0.00%

-2.79%

Average Drawdown

Average peak-to-trough decline

-13.15%

-5.94%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.49%

+0.66%

Volatility

FTEIX vs. VIHAX - Volatility Comparison

Fidelity Advisor Total International Equity Fund Class I (FTEIX) has a higher volatility of 5.75% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that FTEIX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTEIXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.47%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

10.27%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

12.15%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

13.77%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

15.55%

+1.22%

FTEIX vs. VIHAX - Expense Ratio Comparison

FTEIX has a 1.05% expense ratio, which is higher than VIHAX's 0.16% expense ratio.


Dividends

FTEIX vs. VIHAX - Dividend Comparison

FTEIX's dividend yield for the trailing twelve months is around 0.80%, less than VIHAX's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEIX
Fidelity Advisor Total International Equity Fund Class I
0.80%0.90%1.43%1.33%1.07%8.71%2.46%1.72%0.85%4.29%1.33%1.15%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.43%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Frequently Asked Questions


FTEIX and VIHAX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTEIX has higher volatility (5.75%) compared to VIHAX (3.47%). In terms of maximum drawdown, FTEIX dropped -61.85% vs VIHAX's -38.80%.

VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.45), 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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