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FUAMX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUAMX vs. FTIHX - Performance Comparison

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

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FUAMX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.36%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%1.68%

Returns By Period

In the year-to-date period, FUAMX achieves a -0.36% return, which is significantly lower than FTIHX's 1.79% return.


FUAMX

1D
0.10%
1M
-1.81%
YTD
-0.36%
6M
0.24%
1Y
3.60%
3Y*
2.83%
5Y*
-0.21%
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUAMX vs. FTIHX - Expense Ratio Comparison

FUAMX has a 0.03% expense ratio, which is lower than FTIHX's 0.06% 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%.


Return for Risk

FUAMX vs. FTIHX — Risk / Return Rank

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

FUAMX
FUAMX Risk / Return Rank: 3737
Overall Rank
FUAMX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 2323
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 3737
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUAMX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity Total International Index Fund (FTIHX). 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.


FUAMXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.74

-0.96

Sortino ratio

Return per unit of downside risk

1.18

2.32

-1.14

Omega ratio

Gain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

1.43

2.38

-0.95

Martin ratio

Return relative to average drawdown

4.04

9.30

-5.27

FUAMX vs. FTIHX - Sharpe Ratio Comparison

The current FUAMX Sharpe Ratio is 0.79, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FUAMX and FTIHX, 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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Sharpe Ratios by Period


FUAMXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.74

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.48

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.56

-0.33

Correlation

The correlation between FUAMX and FTIHX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FUAMX vs. FTIHX - Dividend Comparison

FUAMX's dividend yield for the trailing twelve months is around 3.35%, more than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.35%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Drawdowns

FUAMX vs. FTIHX - Drawdown Comparison

The maximum FUAMX drawdown since its inception was -20.25%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FUAMX and FTIHX.


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Drawdown Indicators


FUAMXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-35.75%

+15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-11.25%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.27%

-29.99%

+11.72%

Current Drawdown

Current decline from peak

-6.78%

-8.61%

+1.83%

Average Drawdown

Average peak-to-trough decline

-7.33%

-7.31%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.88%

-1.79%

Volatility

FUAMX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) is 1.65%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FUAMX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUAMXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

7.78%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

11.04%

-8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

16.05%

-11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

15.09%

-8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

16.02%

-10.15%