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

Key characteristics


PREIXFTIHX
YTD Return27.08%8.59%
1Y Return37.61%19.40%
3Y Return (Ann)10.17%0.88%
5Y Return (Ann)15.84%5.75%
Sharpe Ratio3.221.49
Sortino Ratio4.272.16
Omega Ratio1.611.28
Calmar Ratio4.701.33
Martin Ratio21.268.54
Ulcer Index1.87%2.32%
Daily Std Dev12.29%13.27%
Max Drawdown-55.32%-35.75%
Current Drawdown0.00%-5.24%

Correlation

-0.50.00.51.00.8

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.

Performance

PREIX vs. FTIHX - Performance Comparison

In the year-to-date period, PREIX achieves a 27.08% return, which is significantly higher than FTIHX's 8.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.60%
2.52%
PREIX
FTIHX

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.


PREIX
Sharpe ratio
The chart of Sharpe ratio for PREIX, currently valued at 3.22, compared to the broader market0.002.004.003.22
Sortino ratio
The chart of Sortino ratio for PREIX, currently valued at 4.27, compared to the broader market0.005.0010.004.27
Omega ratio
The chart of Omega ratio for PREIX, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for PREIX, currently valued at 4.70, compared to the broader market0.005.0010.0015.0020.0025.004.70
Martin ratio
The chart of Martin ratio for PREIX, currently valued at 21.26, compared to the broader market0.0020.0040.0060.0080.00100.0021.26
FTIHX
Sharpe ratio
The chart of Sharpe ratio for FTIHX, currently valued at 1.49, compared to the broader market0.002.004.001.49
Sortino ratio
The chart of Sortino ratio for FTIHX, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for FTIHX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for FTIHX, currently valued at 1.33, compared to the broader market0.005.0010.0015.0020.0025.001.33
Martin ratio
The chart of Martin ratio for FTIHX, currently valued at 8.54, compared to the broader market0.0020.0040.0060.0080.00100.008.54

PREIX vs. FTIHX - Sharpe Ratio Comparison

The current PREIX Sharpe Ratio is 3.22, which is higher than the FTIHX Sharpe Ratio of 1.49. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.22
1.49
PREIX
FTIHX

Dividends

PREIX vs. FTIHX - Dividend Comparison

PREIX's dividend yield for the trailing twelve months is around 1.09%, less than FTIHX's 2.56% yield.


TTM20232022202120202019201820172016201520142013
PREIX
T. Rowe Price Equity Index 500 Fund
1.09%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
2.56%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.24%
PREIX
FTIHX

Volatility

PREIX vs. FTIHX - Volatility Comparison

T. Rowe Price Equity Index 500 Fund (PREIX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 3.88% and 3.70%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.88%
3.70%
PREIX
FTIHX