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

Correlation

The correlation between FZIIX and FTIHX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FZIIX vs. FTIHX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FZIIX:

0.69

FTIHX:

0.89

Sortino Ratio

FZIIX:

0.83

FTIHX:

1.18

Omega Ratio

FZIIX:

1.15

FTIHX:

1.16

Calmar Ratio

FZIIX:

0.63

FTIHX:

0.94

Martin Ratio

FZIIX:

2.04

FTIHX:

2.88

Ulcer Index

FZIIX:

1.21%

FTIHX:

4.31%

Daily Std Dev

FZIIX:

4.00%

FTIHX:

15.71%

Max Drawdown

FZIIX:

-10.51%

FTIHX:

-35.75%

Current Drawdown

FZIIX:

-1.71%

FTIHX:

-0.45%

Returns By Period

In the year-to-date period, FZIIX achieves a -0.20% return, which is significantly lower than FTIHX's 14.30% return.


FZIIX

YTD

-0.20%

1M

0.00%

6M

-0.93%

1Y

2.47%

3Y*

2.00%

5Y*

0.98%

10Y*

1.96%

FTIHX

YTD

14.30%

1M

5.14%

6M

11.43%

1Y

13.11%

3Y*

9.21%

5Y*

10.35%

10Y*

N/A

*Annualized

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FZIIX vs. FTIHX - Expense Ratio Comparison

FZIIX has a 0.39% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FZIIX vs. FTIHX — Risk-Adjusted Performance Rank

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

FZIIX
The Risk-Adjusted Performance Rank of FZIIX is 5050
Overall Rank
The Sharpe Ratio Rank of FZIIX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FZIIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FZIIX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FZIIX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FZIIX is 4545
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 6666
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6363
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.

FZIIX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Intermediate Municipal Income Fund Class I (FZIIX) 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.


The current FZIIX Sharpe Ratio is 0.69, which is comparable to the FTIHX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FZIIX 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FZIIX vs. FTIHX - Dividend Comparison

FZIIX's dividend yield for the trailing twelve months is around 2.47%, less than FTIHX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
FZIIX
Fidelity Advisor Intermediate Municipal Income Fund Class I
2.47%2.60%2.35%2.00%1.90%2.11%2.53%2.58%2.56%2.91%2.50%2.76%
FTIHX
Fidelity Total International Index Fund
2.52%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%0.00%0.00%

Drawdowns

FZIIX vs. FTIHX - Drawdown Comparison

The maximum FZIIX drawdown since its inception was -10.51%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FZIIX and FTIHX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FZIIX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Intermediate Municipal Income Fund Class I (FZIIX) is 0.50%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 2.68%. This indicates that FZIIX 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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