FTIEX vs. PXF
Compare and contrast key facts about Fidelity Total International Equity Fund (FTIEX) and Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF).
FTIEX is managed by Fidelity. It was launched on Nov 1, 2007. PXF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI Developed Markets ex-U.S. Index. It was launched on Jun 25, 2007.
Performance
FTIEX vs. PXF - Performance Comparison
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FTIEX vs. PXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 7.42% | 42.51% | 4.54% | 18.46% | -9.09% | 15.93% | 2.58% | 17.50% | -14.84% | 24.52% |
Returns By Period
In the year-to-date period, FTIEX achieves a -1.88% return, which is significantly lower than PXF's 7.42% return. Over the past 10 years, FTIEX has underperformed PXF with an annualized return of 9.49%, while PXF has yielded a comparatively higher 10.96% annualized return.
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%
PXF
- 1D
- 3.20%
- 1M
- -7.54%
- YTD
- 7.42%
- 6M
- 16.47%
- 1Y
- 39.79%
- 3Y*
- 21.01%
- 5Y*
- 12.53%
- 10Y*
- 10.96%
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FTIEX vs. PXF - Expense Ratio Comparison
FTIEX has a 1.05% expense ratio, which is higher than PXF's 0.45% expense ratio.
Return for Risk
FTIEX vs. PXF — Risk / Return Rank
FTIEX
PXF
FTIEX vs. PXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF). 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 | PXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 2.29 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.97 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.46 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.34 | -1.74 |
Martin ratioReturn relative to average drawdown | 6.38 | 13.24 | -6.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTIEX | PXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.29 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.77 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.21 | 0.00 |
Correlation
The correlation between FTIEX and PXF is 0.90, 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. PXF - Dividend Comparison
FTIEX's dividend yield for the trailing twelve months is around 1.25%, less than PXF's 3.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.45% | 3.64% | 3.48% | 3.55% | 3.58% | 3.74% | 2.11% | 3.50% | 3.38% | 2.78% | 3.21% | 3.10% |
Drawdowns
FTIEX vs. PXF - Drawdown Comparison
The maximum FTIEX drawdown since its inception was -61.85%, roughly equal to the maximum PXF drawdown of -64.74%. Use the drawdown chart below to compare losses from any high point for FTIEX and PXF.
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Drawdown Indicators
| FTIEX | PXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.85% | -64.74% | +2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -11.52% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.02% | -26.82% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -41.59% | +8.22% |
Current DrawdownCurrent decline from peak | -11.78% | -7.54% | -4.24% |
Average DrawdownAverage peak-to-trough decline | -13.25% | -15.40% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.90% | +0.06% |
Volatility
FTIEX vs. PXF - Volatility Comparison
The current volatility for Fidelity Total International Equity Fund (FTIEX) is 7.10%, while Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) has a volatility of 8.30%. This indicates that FTIEX experiences smaller price fluctuations and is considered to be less risky than PXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTIEX | PXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 8.30% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 11.63% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 17.52% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 16.27% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 18.03% | -1.35% |