FTIEX vs. EISIX

Last updated Jun 4, 2026

FTIEX (Fidelity Total International Equity Fund) and EISIX (Carillon ClariVest International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FTIEX returned 10.83%/yr vs 12.26%/yr for EISIX. Their correlation of 0.94 suggests significant overlap in exposure. FTIEX charges 1.05%/yr vs 0.96%/yr for EISIX.

Performance

FTIEX vs. EISIX - Performance Comparison

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

Returns By Period

In the year-to-date period, FTIEX achieves a 14.71% return, which is significantly lower than EISIX's 23.83% return. Over the past 10 years, FTIEX has underperformed EISIX with an annualized return of 10.83%, while EISIX has yielded a comparatively higher 12.26% annualized return.

FTIEX

• 1D: 1.12%
• 1M: 5.76%
• YTD: 14.71%
• 6M: 17.55%
• 1Y: 31.90%
• 3Y*: 20.43%
• 5Y*: 9.33%
• 10Y*: 10.83%

EISIX

• 1D: 1.24%
• 1M: 10.86%
• YTD: 23.83%
• 6M: 27.70%
• 1Y: 50.10%
• 3Y*: 29.39%
• 5Y*: 16.38%
• 10Y*: 12.26%

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

FTIEX vs. EISIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTIEX Fidelity Total International Equity Fund	14.71%	32.46%	6.58%	16.31%	-17.03%	11.11%	17.91%	27.63%	-15.19%	28.22%
EISIX Carillon ClariVest International Stock Fund	23.83%	39.31%	14.86%	20.02%	-11.83%	17.84%	2.92%	18.66%	-17.86%	27.57%

Correlation

The correlation between FTIEX and EISIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.94

The correlation between FTIEX and EISIX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

FTIEX vs. EISIX — Risk / Return Rank

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

FTIEX

FTIEX Risk / Return Rank: 51
FTIEX Sharpe Ratio Rank: 52
FTIEX Sortino Ratio Rank: 49
FTIEX Omega Ratio Rank: 51
FTIEX Calmar Ratio Rank: 50
FTIEX Martin Ratio Rank: 53

EISIX

EISIX Risk / Return Rank: 86
EISIX Sharpe Ratio Rank: 92
EISIX Sortino Ratio Rank: 86
EISIX Omega Ratio Rank: 85
EISIX Calmar Ratio Rank: 84
EISIX Martin Ratio Rank: 83

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. EISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and Carillon ClariVest International Stock Fund (EISIX). 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.

	FTIEX	EISIX	Difference
Sharpe ratio: Return per unit of total volatility	2.13	3.13	-1.00
Sortino ratio: Return per unit of downside risk	2.94	4.05	-1.11
Omega ratio: Gain probability vs. loss probability	1.39	1.58	-0.19
Calmar ratio: Return relative to maximum drawdown	2.69	3.97	-1.28
Martin ratio: Return relative to average drawdown	10.77	15.76	-5.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTIEX vs. EISIX - Sharpe Ratio Comparison

The current FTIEX Sharpe Ratio is 2.13, which is lower than the EISIX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of FTIEX and EISIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTIEX	EISIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	3.13	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	1.02	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.74	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.60	-0.34

Drawdowns

FTIEX vs. EISIX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.85%, which is greater than EISIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for FTIEX and EISIX.

Drawdown Indicators

	FTIEX	EISIX	Difference
Max Drawdown Largest peak-to-trough decline	-61.85%	-39.30%	-22.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-12.54%	+0.76%
Max Drawdown (3Y) Largest decline over 3 years	-14.18%	-13.38%	-0.80%
Max Drawdown (5Y) Largest decline over 5 years	-30.02%	-27.05%	-2.97%
Max Drawdown (10Y) Largest decline over 10 years	-33.37%	-39.30%	+5.93%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-13.15%	-7.47%	-5.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.15%	-0.22%

Volatility

FTIEX vs. EISIX - Volatility Comparison

Fidelity Total International Equity Fund (FTIEX) and Carillon ClariVest International Stock Fund (EISIX) have volatilities of 5.63% and 5.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTIEX	EISIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	5.80%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	12.72%	13.67%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	14.90%	15.94%	-1.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.18%	16.15%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.83%	16.70%	+0.13%

FTIEX vs. EISIX - Expense Ratio Comparison

FTIEX has a 1.05% expense ratio, which is higher than EISIX's 0.96% expense ratio.

Dividends

FTIEX vs. EISIX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.07%, less than EISIX's 2.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EISIX Carillon ClariVest International Stock Fund	2.42%	3.00%	3.83%	2.95%	0.87%	1.81%	1.09%	2.39%	1.81%	1.36%	2.31%	0.77%
FTIEX Fidelity Total International Equity Fund	1.07%	1.23%	1.57%	1.33%	1.07%	8.67%	2.46%	1.66%	1.00%	2.43%	1.47%	1.25%

Frequently Asked Questions

Can I hold both FTIEX and EISIX in my portfolio?

With a correlation of 0.96, FTIEX and EISIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FTIEX or EISIX?

EISIX has higher volatility (5.80%) compared to FTIEX (5.63%). In terms of maximum drawdown, FTIEX dropped -61.85% vs EISIX's -39.30%.

Which has better risk-adjusted returns?

EISIX currently has the higher Sharpe Ratio (3.13 vs 2.13), 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.