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

Correlation

The correlation between FTIHX and SWISX is 0.96, 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. SWISX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
-0.94%
-1.90%
FTIHX
SWISX

Key characteristics

Sharpe Ratio

FTIHX:

0.87

SWISX:

0.66

Sortino Ratio

FTIHX:

1.26

SWISX:

0.97

Omega Ratio

FTIHX:

1.16

SWISX:

1.12

Calmar Ratio

FTIHX:

1.04

SWISX:

0.82

Martin Ratio

FTIHX:

2.79

SWISX:

2.00

Ulcer Index

FTIHX:

3.72%

SWISX:

4.22%

Daily Std Dev

FTIHX:

11.96%

SWISX:

12.83%

Max Drawdown

FTIHX:

-35.75%

SWISX:

-60.65%

Current Drawdown

FTIHX:

-7.51%

SWISX:

-7.91%

Returns By Period

In the year-to-date period, FTIHX achieves a 0.97% return, which is significantly lower than SWISX's 1.64% return.


FTIHX

YTD

0.97%

1M

1.12%

6M

-0.93%

1Y

9.58%

5Y*

3.98%

10Y*

N/A

SWISX

YTD

1.64%

1M

1.72%

6M

-1.90%

1Y

7.52%

5Y*

4.83%

10Y*

5.42%

*Annualized

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. SWISX - Expense Ratio Comparison

Both FTIHX and SWISX 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%.


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 SWISX: 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. SWISX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 4747
Overall Rank
The Sharpe Ratio Rank of FTIHX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 3939
Martin Ratio Rank

SWISX
The Risk-Adjusted Performance Rank of SWISX is 3434
Overall Rank
The Sharpe Ratio Rank of SWISX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTIHX vs. SWISX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and Schwab International Index Fund (SWISX). 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 0.87, compared to the broader market-1.000.001.002.003.004.000.870.66
The chart of Sortino ratio for FTIHX, currently valued at 1.26, compared to the broader market0.005.0010.001.260.97
The chart of Omega ratio for FTIHX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.12
The chart of Calmar ratio for FTIHX, currently valued at 1.04, compared to the broader market0.005.0010.0015.0020.001.040.82
The chart of Martin ratio for FTIHX, currently valued at 2.79, compared to the broader market0.0020.0040.0060.0080.002.792.00
FTIHX
SWISX

The current FTIHX Sharpe Ratio is 0.87, which is higher than the SWISX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FTIHX and SWISX, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.87
0.66
FTIHX
SWISX

Dividends

FTIHX vs. SWISX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.85%, less than SWISX's 3.24% yield.


TTM20242023202220212020201920182017201620152014
FTIHX
Fidelity Total International Index Fund
2.85%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%
SWISX
Schwab International Index Fund
3.24%3.30%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%

Drawdowns

FTIHX vs. SWISX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for FTIHX and SWISX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.51%
-7.91%
FTIHX
SWISX

Volatility

FTIHX vs. SWISX - Volatility Comparison

The current volatility for Fidelity Total International Index Fund (FTIHX) is 3.55%, while Schwab International Index Fund (SWISX) has a volatility of 3.91%. This indicates that FTIHX experiences smaller price fluctuations and is considered to be less risky than SWISX 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%AugustSeptemberOctoberNovemberDecember2025
3.55%
3.91%
FTIHX
SWISX
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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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