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FVIFX vs. FTIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVIFX vs. FTIHX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FVIFX achieves a 16.73% return, which is significantly higher than FTIHX's 15.53% return.


FVIFX

1D
0.31%
1M
3.49%
YTD
16.73%
6M
17.99%
1Y
34.59%
3Y*
18.91%
5Y*
10.23%
10Y*
12.13%

FTIHX

1D
0.70%
1M
5.76%
YTD
15.53%
6M
18.30%
1Y
33.42%
3Y*
19.89%
5Y*
8.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVIFX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVIFX
Fidelity Advisor Value Fund Class I
16.73%11.29%10.37%19.68%-9.15%35.08%9.87%31.79%-17.76%15.35%
FTIHX
Fidelity Total International Index Fund
15.53%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Correlation

The correlation between FVIFX and FTIHX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.74

The correlation between FVIFX and FTIHX has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

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Return for Risk

FVIFX vs. FTIHX — Risk / Return Rank

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

FVIFX
FVIFX Risk / Return Rank: 6565
Overall Rank
FVIFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FVIFX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FVIFX Omega Ratio Rank: 5252
Omega Ratio Rank
FVIFX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FVIFX Martin Ratio Rank: 7272
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 5858
Overall Rank
FTIHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 5959
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 5858
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.

FVIFX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Value Fund Class I (FVIFX) 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.


FVIFXFTIHXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

3.72

2.93

+0.79

Martin ratioReturn relative to average drawdown

13.68

11.54

+2.13

FVIFX vs. FTIHX - Sharpe Ratio Comparison

The current FVIFX Sharpe Ratio is 2.29, which is comparable to the FTIHX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FVIFX and FTIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FVIFXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.31

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.58

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.63

-0.20

Drawdowns

FVIFX vs. FTIHX - Drawdown Comparison

The maximum FVIFX drawdown since its inception was -66.85%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FVIFX and FTIHX.


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Drawdown Indicators


FVIFXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-66.85%

-35.75%

-31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-11.25%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.33%

-13.15%

-11.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-29.99%

+5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-48.52%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.65%

-7.22%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.85%

-0.16%

Volatility

FVIFX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Value Fund Class I (FVIFX) is 4.18%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 4.76%. This indicates that FVIFX 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


FVIFXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.76%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

12.02%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

14.30%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.49%

15.27%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

16.05%

+6.12%

FVIFX vs. FTIHX - Expense Ratio Comparison

FVIFX has a 0.90% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Dividends

FVIFX vs. FTIHX - Dividend Comparison

FVIFX's dividend yield for the trailing twelve months is around 7.16%, more than FTIHX's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
FTIHX
Fidelity Total International Index Fund
2.41%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%
FVIFX
Fidelity Advisor Value Fund Class I
7.16%8.36%12.68%1.05%0.64%4.68%0.68%3.33%15.05%3.49%0.91%1.84%

Frequently Asked Questions


FVIFX and FTIHX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTIHX has higher volatility (4.76%) compared to FVIFX (4.18%). In terms of maximum drawdown, FVIFX dropped -66.85% vs FTIHX's -35.75%.

FTIHX currently has the higher Sharpe Ratio (2.31 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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