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FTIEX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTIEX and FNILX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTIEX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Equity Fund (FTIEX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
47.57%
110.67%
FTIEX
FNILX

Key characteristics

Sharpe Ratio

FTIEX:

0.65

FNILX:

0.57

Sortino Ratio

FTIEX:

1.01

FNILX:

0.92

Omega Ratio

FTIEX:

1.14

FNILX:

1.13

Calmar Ratio

FTIEX:

0.80

FNILX:

0.59

Martin Ratio

FTIEX:

2.77

FNILX:

2.42

Ulcer Index

FTIEX:

4.08%

FNILX:

4.62%

Daily Std Dev

FTIEX:

17.32%

FNILX:

19.66%

Max Drawdown

FTIEX:

-61.67%

FNILX:

-33.75%

Current Drawdown

FTIEX:

-2.85%

FNILX:

-10.77%

Returns By Period

In the year-to-date period, FTIEX achieves a 7.73% return, which is significantly higher than FNILX's -6.55% return.


FTIEX

YTD

7.73%

1M

-2.15%

6M

2.78%

1Y

9.75%

5Y*

10.38%

10Y*

5.23%

FNILX

YTD

-6.55%

1M

-5.05%

6M

-4.83%

1Y

9.82%

5Y*

15.83%

10Y*

N/A

*Annualized

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FTIEX vs. FNILX - Expense Ratio Comparison

FTIEX has a 1.05% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Expense ratio chart for FTIEX: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTIEX: 1.05%
Expense ratio chart for FNILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNILX: 0.00%

Risk-Adjusted Performance

FTIEX vs. FNILX — Risk-Adjusted Performance Rank

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

FTIEX
The Risk-Adjusted Performance Rank of FTIEX is 6969
Overall Rank
The Sharpe Ratio Rank of FTIEX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIEX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FTIEX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FTIEX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FTIEX is 6969
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 6565
Overall Rank
The Sharpe Ratio Rank of FNILX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTIEX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


The chart of Sharpe ratio for FTIEX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
FTIEX: 0.65
FNILX: 0.57
The chart of Sortino ratio for FTIEX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FTIEX: 1.01
FNILX: 0.92
The chart of Omega ratio for FTIEX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
FTIEX: 1.14
FNILX: 1.13
The chart of Calmar ratio for FTIEX, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.00
FTIEX: 0.80
FNILX: 0.59
The chart of Martin ratio for FTIEX, currently valued at 2.77, compared to the broader market0.0010.0020.0030.0040.0050.00
FTIEX: 2.77
FNILX: 2.42

The current FTIEX Sharpe Ratio is 0.65, which is comparable to the FNILX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FTIEX and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.65
0.57
FTIEX
FNILX

Dividends

FTIEX vs. FNILX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.46%, more than FNILX's 1.17% yield.


TTM20242023202220212020201920182017201620152014
FTIEX
Fidelity Total International Equity Fund
1.46%1.57%1.33%1.07%1.95%0.72%1.66%1.00%1.60%1.47%1.25%3.92%
FNILX
Fidelity ZERO Large Cap Index Fund
1.17%1.09%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%0.00%

Drawdowns

FTIEX vs. FNILX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.67%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for FTIEX and FNILX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.85%
-10.77%
FTIEX
FNILX

Volatility

FTIEX vs. FNILX - Volatility Comparison

The current volatility for Fidelity Total International Equity Fund (FTIEX) is 11.28%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 14.30%. This indicates that FTIEX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.28%
14.30%
FTIEX
FNILX