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

Correlation

The correlation between FTIHX and VXUS is 0.98, 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. 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.

70.00%75.00%80.00%85.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
68.72%
75.58%
FTIHX
VXUS

Key characteristics

Sharpe Ratio

FTIHX:

0.37

VXUS:

0.59

Sortino Ratio

FTIHX:

0.59

VXUS:

0.89

Omega Ratio

FTIHX:

1.07

VXUS:

1.11

Calmar Ratio

FTIHX:

0.43

VXUS:

0.81

Martin Ratio

FTIHX:

1.51

VXUS:

2.57

Ulcer Index

FTIHX:

3.11%

VXUS:

2.97%

Daily Std Dev

FTIHX:

12.60%

VXUS:

12.87%

Max Drawdown

FTIHX:

-35.75%

VXUS:

-35.97%

Current Drawdown

FTIHX:

-11.02%

VXUS:

-8.51%

Returns By Period

In the year-to-date period, FTIHX achieves a 1.98% return, which is significantly lower than VXUS's 4.85% return.


FTIHX

YTD

1.98%

1M

-4.21%

6M

-3.39%

1Y

3.87%

5Y*

3.66%

10Y*

N/A

VXUS

YTD

4.85%

1M

-1.63%

6M

-0.64%

1Y

6.68%

5Y*

4.39%

10Y*

5.02%

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. 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%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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. 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.


Sharpe ratio
The chart of Sharpe ratio for FTIHX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.000.370.59
The chart of Sortino ratio for FTIHX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.590.89
The chart of Omega ratio for FTIHX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.11
The chart of Calmar ratio for FTIHX, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.81
The chart of Martin ratio for FTIHX, currently valued at 1.51, compared to the broader market0.0020.0040.0060.001.512.57
FTIHX
VXUS

The current FTIHX Sharpe Ratio is 0.37, which is lower than the VXUS Sharpe Ratio of 0.59. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
0.59
FTIHX
VXUS

Dividends

FTIHX vs. VXUS - Dividend Comparison

FTIHX has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 1.64%.


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%
VXUS
Vanguard Total International Stock ETF
1.64%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.02%
-8.51%
FTIHX
VXUS

Volatility

FTIHX vs. VXUS - Volatility Comparison

Fidelity Total International Index Fund (FTIHX) has a higher volatility of 4.28% compared to Vanguard Total International Stock ETF (VXUS) at 3.42%. This indicates that FTIHX's price experiences larger fluctuations and is considered to be riskier than VXUS 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%
3.42%
FTIHX
VXUS
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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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