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

Correlation

The correlation between FTIHX and RERGX is 0.94, 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.


-0.50.00.51.00.9

Performance

FTIHX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Index Fund (FTIHX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
68.72%
48.10%
FTIHX
RERGX

Key characteristics

Sharpe Ratio

FTIHX:

0.37

RERGX:

0.51

Sortino Ratio

FTIHX:

0.59

RERGX:

0.78

Omega Ratio

FTIHX:

1.07

RERGX:

1.10

Calmar Ratio

FTIHX:

0.43

RERGX:

0.26

Martin Ratio

FTIHX:

1.51

RERGX:

2.05

Ulcer Index

FTIHX:

3.11%

RERGX:

3.19%

Daily Std Dev

FTIHX:

12.60%

RERGX:

12.85%

Max Drawdown

FTIHX:

-35.75%

RERGX:

-40.72%

Current Drawdown

FTIHX:

-11.02%

RERGX:

-19.62%

Returns By Period

In the year-to-date period, FTIHX achieves a 1.98% return, which is significantly lower than RERGX's 4.38% return.


FTIHX

YTD

1.98%

1M

-4.21%

6M

-3.39%

1Y

3.87%

5Y*

3.66%

10Y*

N/A

RERGX

YTD

4.38%

1M

-0.39%

6M

-0.75%

1Y

5.54%

5Y*

1.84%

10Y*

3.29%

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. RERGX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than RERGX's 0.46% expense ratio.


RERGX
American Funds EuroPacific Growth Fund Class R-6
Expense ratio chart for RERGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
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. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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-1.000.001.002.003.004.000.370.51
The chart of Sortino ratio for FTIHX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.590.78
The chart of Omega ratio for FTIHX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.10
The chart of Calmar ratio for FTIHX, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.26
The chart of Martin ratio for FTIHX, currently valued at 1.51, compared to the broader market0.0020.0040.0060.001.512.05
FTIHX
RERGX

The current FTIHX Sharpe Ratio is 0.37, which is comparable to the RERGX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FTIHX and RERGX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
0.51
FTIHX
RERGX

Dividends

FTIHX vs. RERGX - Dividend Comparison

FTIHX has not paid dividends to shareholders, while RERGX's dividend yield for the trailing twelve months is around 0.45%.


TTM20232022202120202019201820172016201520142013
FTIHX
Fidelity Total International Index Fund
0.00%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%0.00%
RERGX
American Funds EuroPacific Growth Fund Class R-6
0.45%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.74%1.25%

Drawdowns

FTIHX vs. RERGX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum RERGX drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for FTIHX and RERGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.02%
-19.62%
FTIHX
RERGX

Volatility

FTIHX vs. RERGX - Volatility Comparison

Fidelity Total International Index Fund (FTIHX) has a higher volatility of 4.28% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.27%. This indicates that FTIHX's price experiences larger fluctuations and is considered to be riskier than RERGX based on this measure. 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%
3.27%
FTIHX
RERGX
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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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