PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PREIX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PREIX and FTIHX is 0.76, 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.


-0.50.00.51.00.8

Performance

PREIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Index 500 Fund (PREIX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.89%
-3.03%
PREIX
FTIHX

Key characteristics

Sharpe Ratio

PREIX:

2.15

FTIHX:

0.32

Sortino Ratio

PREIX:

2.86

FTIHX:

0.51

Omega Ratio

PREIX:

1.40

FTIHX:

1.06

Calmar Ratio

PREIX:

3.18

FTIHX:

0.36

Martin Ratio

PREIX:

13.94

FTIHX:

1.18

Ulcer Index

PREIX:

1.93%

FTIHX:

3.33%

Daily Std Dev

PREIX:

12.55%

FTIHX:

12.47%

Max Drawdown

PREIX:

-55.32%

FTIHX:

-35.75%

Current Drawdown

PREIX:

-2.20%

FTIHX:

-10.62%

Returns By Period

In the year-to-date period, PREIX achieves a 26.28% return, which is significantly higher than FTIHX's 2.43% return.


PREIX

YTD

26.28%

1M

-0.17%

6M

9.90%

1Y

26.70%

5Y*

14.68%

10Y*

12.88%

FTIHX

YTD

2.43%

1M

-3.85%

6M

-3.02%

1Y

4.02%

5Y*

3.70%

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.


PREIX vs. FTIHX - Expense Ratio Comparison

PREIX has a 0.15% expense ratio, which is higher than FTIHX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


PREIX
T. Rowe Price Equity Index 500 Fund
Expense ratio chart for PREIX: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
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%

Risk-Adjusted Performance

PREIX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund (PREIX) 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 PREIX, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.002.150.32
The chart of Sortino ratio for PREIX, currently valued at 2.86, compared to the broader market-2.000.002.004.006.008.0010.002.860.51
The chart of Omega ratio for PREIX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.06
The chart of Calmar ratio for PREIX, currently valued at 3.18, compared to the broader market0.002.004.006.008.0010.0012.003.180.36
The chart of Martin ratio for PREIX, currently valued at 13.94, compared to the broader market0.0020.0040.0060.0013.941.18
PREIX
FTIHX

The current PREIX Sharpe Ratio is 2.15, which is higher than the FTIHX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of PREIX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.15
0.32
PREIX
FTIHX

Dividends

PREIX vs. FTIHX - Dividend Comparison

PREIX's dividend yield for the trailing twelve months is around 0.80%, while FTIHX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PREIX
T. Rowe Price Equity Index 500 Fund
0.80%1.33%1.50%1.15%1.56%1.78%1.95%1.65%1.83%2.02%1.69%1.63%
FTIHX
Fidelity Total International Index Fund
0.00%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%0.00%

Drawdowns

PREIX vs. FTIHX - Drawdown Comparison

The maximum PREIX drawdown since its inception was -55.32%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for PREIX and FTIHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.20%
-10.62%
PREIX
FTIHX

Volatility

PREIX vs. FTIHX - Volatility Comparison

The current volatility for T. Rowe Price Equity Index 500 Fund (PREIX) is 3.89%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 4.34%. This indicates that PREIX 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
4.34%
PREIX
FTIHX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab