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FTIHX vs. FDVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTIHX vs. FDVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Index Fund (FTIHX) and Fidelity Advisor Diversified International Fund Class I (FDVIX). The values are adjusted to include any dividend payments, if applicable.

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FTIHX vs. FDVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%
FDVIX
Fidelity Advisor Diversified International Fund Class I
-0.74%27.55%6.42%17.36%-23.70%12.95%19.60%29.83%-15.35%25.62%

Returns By Period

In the year-to-date period, FTIHX achieves a 1.79% return, which is significantly higher than FDVIX's -0.74% return.


FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*

FDVIX

1D
3.30%
1M
-7.33%
YTD
-0.74%
6M
3.16%
1Y
19.95%
3Y*
13.28%
5Y*
6.05%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTIHX vs. FDVIX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than FDVIX's 0.90% expense ratio.


Return for Risk

FTIHX vs. FDVIX — Risk / Return Rank

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

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
Martin Ratio Rank

FDVIX
FDVIX Risk / Return Rank: 5757
Overall Rank
FDVIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FDVIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FDVIX Omega Ratio Rank: 5252
Omega Ratio Rank
FDVIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FDVIX Martin Ratio Rank: 6060
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.

FTIHX vs. FDVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and Fidelity Advisor Diversified International Fund Class I (FDVIX). 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.


FTIHXFDVIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.08

+0.66

Sortino ratio

Return per unit of downside risk

2.32

1.56

+0.76

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.38

1.51

+0.87

Martin ratio

Return relative to average drawdown

9.30

5.95

+3.36

FTIHX vs. FDVIX - Sharpe Ratio Comparison

The current FTIHX Sharpe Ratio is 1.74, which is higher than the FDVIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FTIHX and FDVIX, 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


FTIHXFDVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.08

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.36

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.40

+0.15

Correlation

The correlation between FTIHX and FDVIX is 0.94, 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

FTIHX vs. FDVIX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.73%, less than FDVIX's 13.93% yield.


TTM20252024202320222021202020192018201720162015
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%
FDVIX
Fidelity Advisor Diversified International Fund Class I
13.93%13.83%6.36%4.22%2.17%10.74%0.02%1.48%5.04%0.29%1.54%0.92%

Drawdowns

FTIHX vs. FDVIX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum FDVIX drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for FTIHX and FDVIX.


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Drawdown Indicators


FTIHXFDVIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.75%

-61.22%

+25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-12.54%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

-35.28%

+5.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-8.61%

-9.53%

+0.92%

Average Drawdown

Average peak-to-trough decline

-7.31%

-13.38%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.19%

-0.31%

Volatility

FTIHX vs. FDVIX - Volatility Comparison

The current volatility for Fidelity Total International Index Fund (FTIHX) is 7.78%, while Fidelity Advisor Diversified International Fund Class I (FDVIX) has a volatility of 8.88%. This indicates that FTIHX experiences smaller price fluctuations and is considered to be less risky than FDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTIHXFDVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

8.88%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

12.65%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

18.98%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

16.83%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

16.91%

-0.89%