FTIHX vs. PZRIX
Compare and contrast key facts about Fidelity Total International Index Fund (FTIHX) and PIMCO RAE Global ex-US Fund (PZRIX).
FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FTIHX vs. PZRIX - Performance Comparison
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FTIHX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTIHX Fidelity Total International Index Fund | 3.18% | 32.59% | 4.98% | 15.49% | -16.29% | 8.45% | 11.09% | 21.50% | -14.40% | 25.88% |
PZRIX PIMCO RAE Global ex-US Fund | 10.64% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, FTIHX achieves a 3.18% return, which is significantly lower than PZRIX's 10.64% return.
FTIHX
- 1D
- 1.36%
- 1M
- -2.40%
- YTD
- 3.18%
- 6M
- 6.94%
- 1Y
- 28.66%
- 3Y*
- 15.82%
- 5Y*
- 7.43%
- 10Y*
- —
PZRIX
- 1D
- 0.65%
- 1M
- -0.79%
- YTD
- 10.64%
- 6M
- 18.99%
- 1Y
- 38.00%
- 3Y*
- 19.91%
- 5Y*
- 10.95%
- 10Y*
- 10.23%
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FTIHX vs. PZRIX - Expense Ratio Comparison
FTIHX has a 0.06% expense ratio, which is higher than PZRIX'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%.
Return for Risk
FTIHX vs. PZRIX — Risk / Return Rank
FTIHX
PZRIX
FTIHX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.71 | -0.90 |
Sortino ratioReturn per unit of downside risk | 2.40 | 3.44 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.52 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.46 | -0.83 |
Martin ratioReturn relative to average drawdown | 10.15 | 15.46 | -5.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTIHX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.71 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.69 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.60 | -0.03 |
Correlation
The correlation between FTIHX and PZRIX is 0.93, 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. PZRIX - Dividend Comparison
FTIHX's dividend yield for the trailing twelve months is around 2.70%, less than PZRIX's 5.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTIHX Fidelity Total International Index Fund | 2.70% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% |
PZRIX PIMCO RAE Global ex-US Fund | 5.93% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
FTIHX vs. PZRIX - Drawdown Comparison
The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FTIHX and PZRIX.
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Drawdown Indicators
| FTIHX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.75% | -43.53% | +7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -9.18% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.99% | -30.85% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -7.36% | -4.59% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -8.99% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.39% | +0.52% |
Volatility
FTIHX vs. PZRIX - Volatility Comparison
Fidelity Total International Index Fund (FTIHX) has a higher volatility of 7.21% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 4.67%. This indicates that FTIHX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTIHX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 4.67% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 8.93% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 14.14% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 15.85% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 17.02% | -1.00% |