FTIHX vs. IJR
FTIHX (Fidelity Total International Index Fund) and IJR (iShares Core S&P Small-Cap ETF) are both funds - FTIHX is a Foreign Large Cap Equities fund tracking the MSCI ACWI (All Country World Index) ex USA Investable Market Index, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Both are passively managed. Over the past 5 years, FTIHX returned 8.11%/yr vs 6.25%/yr for IJR. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.06% expense ratio.
Performance
FTIHX vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, FTIHX achieves a 12.99% return, which is significantly lower than IJR's 19.73% return.
FTIHX
- 1D
- 3.27%
- 1M
- 0.31%
- YTD
- 12.99%
- 6M
- 14.98%
- 1Y
- 29.14%
- 3Y*
- 18.54%
- 5Y*
- 8.11%
- 10Y*
- —
IJR
- 1D
- 0.97%
- 1M
- 5.53%
- YTD
- 19.73%
- 6M
- 16.47%
- 1Y
- 37.01%
- 3Y*
- 14.75%
- 5Y*
- 6.25%
- 10Y*
- 11.16%
FTIHX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTIHX Fidelity Total International Index Fund | 12.99% | 32.59% | 4.98% | 15.49% | -16.29% | 8.45% | 11.09% | 21.50% | -14.40% | 25.88% |
IJR iShares Core S&P Small-Cap ETF | 19.73% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Correlation
The correlation between FTIHX and IJR is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.67 |
The correlation between FTIHX and IJR has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
FTIHX vs. IJR — Risk / Return Rank
FTIHX
IJR
FTIHX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and iShares Core S&P Small-Cap ETF (IJR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTIHX | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.97 | -1.46 |
| Martin ratioReturn relative to average drawdown | 9.70 | 13.35 | -3.65 |
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Drawdowns
FTIHX vs. IJR - Drawdown Comparison
The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for FTIHX and IJR.
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Drawdown Indicators
| FTIHX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.75% | -58.15% | +22.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -8.68% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -28.02% | +14.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.99% | -28.02% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -35.75% | -44.36% | +8.61% |
Current DrawdownCurrent decline from peak | -2.20% | 0.00% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -9.27% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.59% | +0.32% |
Volatility
FTIHX vs. IJR - Volatility Comparison
Fidelity Total International Index Fund (FTIHX) has a higher volatility of 6.49% compared to iShares Core S&P Small-Cap ETF (IJR) at 5.18%. This indicates that FTIHX's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTIHX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 5.18% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 11.97% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 17.76% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 21.43% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 22.92% | -6.81% |
FTIHX vs. IJR - Expense Ratio Comparison
Both FTIHX and IJR have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
FTIHX vs. IJR - Dividend Comparison
FTIHX's dividend yield for the trailing twelve months is around 2.46%, more than IJR's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTIHX Fidelity Total International Index Fund | 2.46% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.11% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
FTIHX and IJR have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTIHX has higher volatility (6.49%) compared to IJR (5.18%). In terms of maximum drawdown, FTIHX dropped -35.75% vs IJR's -58.15%.
IJR currently has the higher Sharpe Ratio (1.94 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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