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

Correlation

The correlation between FTIHX and FZILX is 1.00, 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.


-0.50.00.51.01.0

Performance

FTIHX vs. FZILX - Performance Comparison

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

25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
26.36%
29.11%
FTIHX
FZILX

Key characteristics

Sharpe Ratio

FTIHX:

0.37

FZILX:

0.38

Sortino Ratio

FTIHX:

0.59

FZILX:

0.59

Omega Ratio

FTIHX:

1.07

FZILX:

1.07

Calmar Ratio

FTIHX:

0.43

FZILX:

0.43

Martin Ratio

FTIHX:

1.51

FZILX:

1.53

Ulcer Index

FTIHX:

3.11%

FZILX:

3.15%

Daily Std Dev

FTIHX:

12.60%

FZILX:

12.83%

Max Drawdown

FTIHX:

-35.75%

FZILX:

-34.37%

Current Drawdown

FTIHX:

-11.02%

FZILX:

-11.22%

Returns By Period

In the year-to-date period, FTIHX achieves a 1.98% return, which is significantly lower than FZILX's 2.17% return.


FTIHX

YTD

1.98%

1M

-4.21%

6M

-3.39%

1Y

3.87%

5Y*

3.66%

10Y*

N/A

FZILX

YTD

2.17%

1M

-4.40%

6M

-3.25%

1Y

3.95%

5Y*

3.84%

10Y*

N/A

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. FZILX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is higher than FZILX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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

Risk-Adjusted Performance

FTIHX vs. FZILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and Fidelity ZERO International Index Fund (FZILX). 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 0.37, compared to the broader market-1.000.001.002.003.004.000.370.38
The chart of Sortino ratio for FTIHX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.590.59
The chart of Omega ratio for FTIHX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.07
The chart of Calmar ratio for FTIHX, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.43
The chart of Martin ratio for FTIHX, currently valued at 1.51, compared to the broader market0.0020.0040.0060.001.511.53
FTIHX
FZILX

The current FTIHX Sharpe Ratio is 0.37, which is comparable to the FZILX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FTIHX and FZILX, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
0.38
FTIHX
FZILX

Dividends

FTIHX vs. FZILX - Dividend Comparison

Neither FTIHX nor FZILX has paid dividends to shareholders.


TTM20232022202120202019201820172016
FTIHX
Fidelity Total International Index Fund
0.00%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%
FZILX
Fidelity ZERO International Index Fund
0.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%

Drawdowns

FTIHX vs. FZILX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FTIHX and FZILX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.02%
-11.22%
FTIHX
FZILX

Volatility

FTIHX vs. FZILX - Volatility Comparison

Fidelity Total International Index Fund (FTIHX) and Fidelity ZERO International Index Fund (FZILX) have volatilities of 4.28% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.28%
4.39%
FTIHX
FZILX
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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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