PortfoliosLab logoPortfoliosLab logo
FZFLX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZFLX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FZFLX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZFLX
Fidelity SAI Small-Mid Cap 500 Index Fund
7.81%10.76%15.52%17.75%-15.62%20.40%19.78%31.96%-9.25%18.41%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FZFLX achieves a 7.81% return, which is significantly higher than FTIHX's 1.79% return.


FZFLX

1D
5.00%
1M
-6.21%
YTD
7.81%
6M
9.60%
1Y
26.35%
3Y*
16.05%
5Y*
8.15%
10Y*
12.08%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FZFLX vs. FTIHX - Expense Ratio Comparison

FZFLX has a 0.05% 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

FZFLX vs. FTIHX — Risk / Return Rank

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

FZFLX
FZFLX Risk / Return Rank: 6464
Overall Rank
FZFLX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FZFLX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FZFLX Omega Ratio Rank: 5656
Omega Ratio Rank
FZFLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FZFLX Martin Ratio Rank: 7474
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.

FZFLX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) 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.


FZFLXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.74

-0.62

Sortino ratio

Return per unit of downside risk

1.66

2.32

-0.66

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.73

2.38

-0.65

Martin ratio

Return relative to average drawdown

7.43

9.30

-1.87

FZFLX vs. FTIHX - Sharpe Ratio Comparison

The current FZFLX Sharpe Ratio is 1.13, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FZFLX 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.


Loading graphics...

Sharpe Ratios by Period


FZFLXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.74

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.48

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.56

-0.02

Correlation

The correlation between FZFLX and FTIHX is 0.73, 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.


Dividends

FZFLX vs. FTIHX - Dividend Comparison

FZFLX's dividend yield for the trailing twelve months is around 53.58%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FZFLX
Fidelity SAI Small-Mid Cap 500 Index Fund
53.58%57.77%10.20%2.35%79.79%50.77%7.19%6.49%7.69%1.68%0.93%0.67%
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%0.00%

Drawdowns

FZFLX vs. FTIHX - Drawdown Comparison

The maximum FZFLX drawdown since its inception was -42.03%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FZFLX and FTIHX.


Loading graphics...

Drawdown Indicators


FZFLXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-42.03%

-35.75%

-6.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-11.25%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

-29.99%

+5.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

Current Drawdown

Current decline from peak

-6.21%

-8.61%

+2.40%

Average Drawdown

Average peak-to-trough decline

-5.81%

-7.31%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.88%

+0.50%

Volatility

FZFLX vs. FTIHX - Volatility Comparison

Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a higher volatility of 11.32% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FZFLX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FZFLXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.32%

7.78%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

11.04%

+5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.32%

16.05%

+8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

15.09%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

16.02%

+4.89%