FTIHX vs. VTIAX
Compare and contrast key facts about Fidelity Total International Index Fund (FTIHX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
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. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTIHX or VTIAX.
Key characteristics
| FTIHX | VTIAX | |
|---|---|---|
| YTD Return | 5.55% | 5.76% |
| 1Y Return | 13.11% | 13.33% |
| 3Y Return (Ann) | 0.04% | 0.24% |
| 5Y Return (Ann) | 5.04% | 5.19% |
| Sharpe Ratio | 0.97 | 1.07 |
| Sortino Ratio | 1.44 | 1.53 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 1.01 | 1.05 |
| Martin Ratio | 5.11 | 5.53 |
| Ulcer Index | 2.49% | 2.33% |
| Daily Std Dev | 13.13% | 12.08% |
| Max Drawdown | -35.75% | -35.83% |
| Current Drawdown | -7.90% | -7.61% |
Correlation
The correlation between FTIHX and VTIAX is 0.99, 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.
Performance
FTIHX vs. VTIAX - Performance Comparison
The year-to-date returns for both investments are quite close, with FTIHX having a 5.55% return and VTIAX slightly higher at 5.76%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTIHX vs. VTIAX - Expense Ratio Comparison
FTIHX has a 0.06% expense ratio, which is lower than VTIAX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FTIHX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
Dividends
FTIHX vs. VTIAX - Dividend Comparison
FTIHX's dividend yield for the trailing twelve months is around 2.64%, less than VTIAX's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTIHX Fidelity Total International Index Fund | 2.64% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
FTIHX vs. VTIAX - Drawdown Comparison
The maximum FTIHX drawdown since its inception was -35.75%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for FTIHX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
FTIHX vs. VTIAX - Volatility Comparison
Fidelity Total International Index Fund (FTIHX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.67% and 3.59%, 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.