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FTIEX vs. DODFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTIEX vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Equity Fund (FTIEX) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

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FTIEX vs. DODFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTIEX
Fidelity Total International Equity Fund
-1.88%32.46%6.58%16.31%-17.03%11.11%17.91%27.63%-15.19%28.22%
DODFX
Dodge & Cox International Stock Fund
-1.76%38.77%3.74%16.70%-6.78%10.99%5.15%22.79%-18.01%23.95%

Returns By Period

In the year-to-date period, FTIEX achieves a -1.88% return, which is significantly lower than DODFX's -1.76% return. Both investments have delivered pretty close results over the past 10 years, with FTIEX having a 9.49% annualized return and DODFX not far ahead at 9.82%.


FTIEX

1D
-0.20%
1M
-11.56%
YTD
-1.88%
6M
1.52%
1Y
21.54%
3Y*
14.77%
5Y*
7.37%
10Y*
9.49%

DODFX

1D
-0.06%
1M
-10.86%
YTD
-1.76%
6M
3.38%
1Y
24.29%
3Y*
15.85%
5Y*
9.77%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTIEX vs. DODFX - Expense Ratio Comparison

FTIEX has a 1.05% expense ratio, which is higher than DODFX's 0.62% expense ratio.


Return for Risk

FTIEX vs. DODFX — Risk / Return Rank

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

FTIEX
FTIEX Risk / Return Rank: 7070
Overall Rank
FTIEX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTIEX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTIEX Omega Ratio Rank: 6969
Omega Ratio Rank
FTIEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTIEX Martin Ratio Rank: 6767
Martin Ratio Rank

DODFX
DODFX Risk / Return Rank: 8080
Overall Rank
DODFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DODFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DODFX Omega Ratio Rank: 8181
Omega Ratio Rank
DODFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DODFX Martin Ratio Rank: 7676
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.

FTIEX vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and Dodge & Cox International Stock Fund (DODFX). 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.


FTIEXDODFXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.56

-0.31

Sortino ratio

Return per unit of downside risk

1.71

2.02

-0.31

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

1.60

1.86

-0.26

Martin ratio

Return relative to average drawdown

6.38

7.28

-0.90

FTIEX vs. DODFX - Sharpe Ratio Comparison

The current FTIEX Sharpe Ratio is 1.25, which is comparable to the DODFX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FTIEX and DODFX, 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


FTIEXDODFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.56

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.62

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.54

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.39

-0.17

Correlation

The correlation between FTIEX and DODFX is 0.93, 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

FTIEX vs. DODFX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.25%, less than DODFX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
FTIEX
Fidelity Total International Equity Fund
1.25%1.23%1.57%1.33%1.07%8.67%2.46%1.66%1.00%2.43%1.47%1.25%
DODFX
Dodge & Cox International Stock Fund
5.15%5.05%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%

Drawdowns

FTIEX vs. DODFX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.85%, roughly equal to the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for FTIEX and DODFX.


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Drawdown Indicators


FTIEXDODFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-63.23%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-11.42%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-30.02%

-24.52%

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-44.61%

+11.24%

Current Drawdown

Current decline from peak

-11.78%

-10.86%

-0.92%

Average Drawdown

Average peak-to-trough decline

-13.25%

-11.72%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.00%

-0.04%

Volatility

FTIEX vs. DODFX - Volatility Comparison

Fidelity Total International Equity Fund (FTIEX) has a higher volatility of 7.10% compared to Dodge & Cox International Stock Fund (DODFX) at 6.58%. This indicates that FTIEX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTIEXDODFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

6.58%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

9.74%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

15.00%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

15.78%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

18.23%

-1.55%