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

Correlation

The correlation between FZILX and FTIHX is 1.00, 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.


-0.50.00.51.01.0

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.

25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
28.99%
26.26%
FZILX
FTIHX

Key characteristics

Sharpe Ratio

FZILX:

0.39

FTIHX:

0.39

Sortino Ratio

FZILX:

0.61

FTIHX:

0.61

Omega Ratio

FZILX:

1.08

FTIHX:

1.08

Calmar Ratio

FZILX:

0.44

FTIHX:

0.45

Martin Ratio

FZILX:

1.52

FTIHX:

1.51

Ulcer Index

FZILX:

3.31%

FTIHX:

3.26%

Daily Std Dev

FZILX:

12.76%

FTIHX:

12.53%

Max Drawdown

FZILX:

-34.37%

FTIHX:

-35.75%

Current Drawdown

FZILX:

-11.30%

FTIHX:

-11.08%

Returns By Period

In the year-to-date period, FZILX achieves a 2.08% return, which is significantly higher than FTIHX's 1.90% return.


FZILX

YTD

2.08%

1M

-4.16%

6M

-2.92%

1Y

3.48%

5Y*

3.81%

10Y*

N/A

FTIHX

YTD

1.90%

1M

-4.01%

6M

-2.97%

1Y

3.40%

5Y*

3.64%

10Y*

N/A

Compare stocks, funds, or ETFs

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


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%.


FTIHX
Fidelity Total International Index Fund
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FZILX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.000.390.39
The chart of Sortino ratio for FZILX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.610.61
The chart of Omega ratio for FZILX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.08
The chart of Calmar ratio for FZILX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.440.45
The chart of Martin ratio for FZILX, currently valued at 1.52, compared to the broader market0.0020.0040.0060.001.521.51
FZILX
FTIHX

The current FZILX Sharpe Ratio is 0.39, which is comparable to the FTIHX Sharpe Ratio of 0.39. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.39
FZILX
FTIHX

Dividends

FZILX vs. FTIHX - Dividend Comparison

Neither FZILX nor FTIHX has paid dividends to shareholders.


TTM20232022202120202019201820172016
FZILX
Fidelity ZERO International Index Fund
0.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
0.00%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.30%
-11.08%
FZILX
FTIHX

Volatility

FZILX vs. FTIHX - Volatility Comparison

Fidelity ZERO International Index Fund (FZILX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 4.38% and 4.28%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
4.28%
FZILX
FTIHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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