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

Correlation

The correlation between FTIHX and VXUS is 0.75, 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. VXUS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FTIHX:

0.67

VXUS:

0.61

Sortino Ratio

FTIHX:

1.09

VXUS:

1.04

Omega Ratio

FTIHX:

1.15

VXUS:

1.14

Calmar Ratio

FTIHX:

0.86

VXUS:

0.82

Martin Ratio

FTIHX:

2.61

VXUS:

2.59

Ulcer Index

FTIHX:

4.33%

VXUS:

4.29%

Daily Std Dev

FTIHX:

15.80%

VXUS:

16.95%

Max Drawdown

FTIHX:

-35.75%

VXUS:

-35.97%

Current Drawdown

FTIHX:

-0.20%

VXUS:

-0.08%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTIHX having a 12.06% return and VXUS slightly lower at 11.81%.


FTIHX

YTD

12.06%

1M

8.59%

6M

10.82%

1Y

10.50%

5Y*

11.49%

10Y*

N/A

VXUS

YTD

11.81%

1M

8.24%

6M

10.51%

1Y

10.25%

5Y*

11.64%

10Y*

5.09%

*Annualized

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FTIHX vs. VXUS - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than VXUS's 0.07% 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. VXUS — 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 6868
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6767
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6363
Overall Rank
The Sharpe Ratio Rank of VXUS is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6565
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. VXUS - 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 ETF (VXUS). 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.


The current FTIHX Sharpe Ratio is 0.67, which is comparable to the VXUS Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FTIHX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FTIHX vs. VXUS - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.57%, less than VXUS's 2.97% yield.


TTM20242023202220212020201920182017201620152014
FTIHX
Fidelity Total International Index Fund
2.57%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

FTIHX vs. VXUS - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FTIHX and VXUS. For additional features, visit the drawdowns tool.


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Volatility

FTIHX vs. VXUS - Volatility Comparison

The current volatility for Fidelity Total International Index Fund (FTIHX) is 2.83%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.34%. This indicates that FTIHX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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