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

Correlation

The correlation between FZILX and FTIHX is 0.77, 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.


Performance

FZILX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO International Index Fund (FZILX) 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

FZILX:

0.73

FTIHX:

0.70

Sortino Ratio

FZILX:

1.08

FTIHX:

1.11

Omega Ratio

FZILX:

1.15

FTIHX:

1.15

Calmar Ratio

FZILX:

0.85

FTIHX:

0.88

Martin Ratio

FZILX:

2.64

FTIHX:

2.66

Ulcer Index

FZILX:

4.34%

FTIHX:

4.33%

Daily Std Dev

FZILX:

16.22%

FTIHX:

15.79%

Max Drawdown

FZILX:

-34.37%

FTIHX:

-35.75%

Current Drawdown

FZILX:

-0.46%

FTIHX:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with FZILX having a 14.12% return and FTIHX slightly lower at 14.00%.


FZILX

YTD

14.12%

1M

9.02%

6M

12.86%

1Y

11.72%

3Y*

10.99%

5Y*

11.46%

10Y*

N/A

FTIHX

YTD

14.00%

1M

9.28%

6M

12.73%

1Y

11.45%

3Y*

10.43%

5Y*

11.05%

10Y*

N/A

*Annualized

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FZILX vs. FTIHX - Expense Ratio Comparison

FZILX has a 0.00% 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%.


Risk-Adjusted Performance

FZILX vs. FTIHX — Risk-Adjusted Performance Rank

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

FZILX
The Risk-Adjusted Performance Rank of FZILX is 7070
Overall Rank
The Sharpe Ratio Rank of FZILX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 6868
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 7070
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6969
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.

FZILX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) 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 FZILX Sharpe Ratio is 0.73, which is comparable to the FTIHX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FZILX 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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Dividends

FZILX vs. FTIHX - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.63%, more than FTIHX's 2.53% yield.


TTM202420232022202120202019201820172016
FZILX
Fidelity ZERO International Index Fund
2.63%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
2.53%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%

Drawdowns

FZILX vs. FTIHX - Drawdown Comparison

The maximum FZILX drawdown since its inception was -34.37%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FZILX and FTIHX. For additional features, visit the drawdowns tool.


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Volatility

FZILX vs. FTIHX - Volatility Comparison

Fidelity ZERO International Index Fund (FZILX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 2.72% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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