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FTIHX vs. FHKCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTIHX and FHKCX is 0.77, 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

FTIHX vs. FHKCX - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
83.69%
97.52%
FTIHX
FHKCX

Key characteristics

Sharpe Ratio

FTIHX:

0.58

FHKCX:

1.00

Sortino Ratio

FTIHX:

0.88

FHKCX:

1.55

Omega Ratio

FTIHX:

1.11

FHKCX:

1.19

Calmar Ratio

FTIHX:

0.74

FHKCX:

0.45

Martin Ratio

FTIHX:

1.84

FHKCX:

3.09

Ulcer Index

FTIHX:

4.02%

FHKCX:

7.31%

Daily Std Dev

FTIHX:

12.76%

FHKCX:

22.61%

Max Drawdown

FTIHX:

-35.75%

FHKCX:

-62.36%

Current Drawdown

FTIHX:

-2.72%

FHKCX:

-36.26%

Returns By Period

In the year-to-date period, FTIHX achieves a 6.33% return, which is significantly higher than FHKCX's 5.45% return.


FTIHX

YTD

6.33%

1M

0.85%

6M

-1.75%

1Y

7.54%

5Y*

12.30%

10Y*

N/A

FHKCX

YTD

5.45%

1M

1.08%

6M

-4.48%

1Y

21.62%

5Y*

4.55%

10Y*

4.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTIHX vs. FHKCX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than FHKCX's 0.91% expense ratio.


FHKCX
Fidelity China Region Fund
Expense ratio chart for FHKCX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FHKCX: 0.91%
Expense ratio chart for FTIHX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTIHX: 0.06%

Risk-Adjusted Performance

FTIHX vs. FHKCX — Risk-Adjusted Performance Rank

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

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 6565
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 5959
Martin Ratio Rank

FHKCX
The Risk-Adjusted Performance Rank of FHKCX is 7676
Overall Rank
The Sharpe Ratio Rank of FHKCX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKCX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FHKCX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FHKCX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FHKCX is 7575
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.

FTIHX vs. FHKCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and Fidelity China Region Fund (FHKCX). 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.


Sharpe ratio
The chart of Sharpe ratio for FTIHX, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
FTIHX: 0.58
FHKCX: 1.00
The chart of Sortino ratio for FTIHX, currently valued at 0.88, compared to the broader market0.002.004.006.008.00
FTIHX: 0.88
FHKCX: 1.55
The chart of Omega ratio for FTIHX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.50
FTIHX: 1.11
FHKCX: 1.19
The chart of Calmar ratio for FTIHX, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.00
FTIHX: 0.74
FHKCX: 0.45
The chart of Martin ratio for FTIHX, currently valued at 1.84, compared to the broader market0.0020.0040.0060.00
FTIHX: 1.84
FHKCX: 3.09

The current FTIHX Sharpe Ratio is 0.58, which is lower than the FHKCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FTIHX and FHKCX, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.58
1.00
FTIHX
FHKCX

Dividends

FTIHX vs. FHKCX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.71%, more than FHKCX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
FTIHX
Fidelity Total International Index Fund
2.71%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%
FHKCX
Fidelity China Region Fund
1.32%1.39%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%

Drawdowns

FTIHX vs. FHKCX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum FHKCX drawdown of -62.36%. Use the drawdown chart below to compare losses from any high point for FTIHX and FHKCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.72%
-36.26%
FTIHX
FHKCX

Volatility

FTIHX vs. FHKCX - Volatility Comparison

The current volatility for Fidelity Total International Index Fund (FTIHX) is 4.74%, while Fidelity China Region Fund (FHKCX) has a volatility of 7.19%. This indicates that FTIHX experiences smaller price fluctuations and is considered to be less risky than FHKCX 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%NovemberDecember2025FebruaryMarchApril
4.74%
7.19%
FTIHX
FHKCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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