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

Key characteristics


FTIHXFIENX

Correlation

-0.50.00.51.00.9

The correlation between FTIHX and FIENX 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.

Performance

FTIHX vs. FIENX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%65.00%70.00%75.00%80.00%85.00%90.00%JuneJulyAugustSeptemberOctoberNovember
74.63%
60.43%
FTIHX
FIENX

Compare stocks, funds, or ETFs

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FTIHX vs. FIENX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than FIENX's 0.55% expense ratio.


FIENX
Fidelity International Enhanced Index Fund
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FTIHX vs. FIENX - Risk-Adjusted Performance Comparison

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


FTIHX
Sharpe ratio
The chart of Sharpe ratio for FTIHX, currently valued at 0.97, compared to the broader market0.002.004.000.97
Sortino ratio
The chart of Sortino ratio for FTIHX, currently valued at 1.44, compared to the broader market0.005.0010.001.44
Omega ratio
The chart of Omega ratio for FTIHX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for FTIHX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.0025.001.01
Martin ratio
The chart of Martin ratio for FTIHX, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.11
FIENX
Sharpe ratio
The chart of Sharpe ratio for FIENX, currently valued at 1.00, compared to the broader market0.002.004.001.00
Sortino ratio
No data
Calmar ratio
The chart of Calmar ratio for FIENX, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.0025.000.17

FTIHX vs. FIENX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.97
1.00
FTIHX
FIENX

Dividends

FTIHX vs. FIENX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.64%, while FIENX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FTIHX
Fidelity Total International Index Fund
2.64%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%0.00%
FIENX
Fidelity International Enhanced Index Fund
0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%2.63%

Drawdowns

FTIHX vs. FIENX - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.90%
-6.43%
FTIHX
FIENX

Volatility

FTIHX vs. FIENX - Volatility Comparison

Fidelity Total International Index Fund (FTIHX) has a higher volatility of 3.67% compared to Fidelity International Enhanced Index Fund (FIENX) at 0.00%. This indicates that FTIHX's price experiences larger fluctuations and is considered to be riskier than FIENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.67%
0
FTIHX
FIENX