Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FIENX (FIDELITY INTERNATIONAL ENHANCED INDEX FUND FIDELITY INTERNATIONAL ENHANCED INDEX FUND) | NA | -54.52% | -22.94% | -12.06% | -4.82% | 0.56% | NA | -3.56% |
Data as of 11/28/2023, AR inception is 01/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIENX (FIDELITY INTERNATIONAL ENHANCED INDEX FUND FIDELITY INTERNATIONAL ENHANCED INDEX FUND) | 01/07/2008 | 11/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -54.52 | -22.94 | -12.06 | -4.82 | 0.56 | NA | -3.56 | -54.63 | -13.97 | 11.47 | 7.65 | 18.27 | -14.72 | 27.59 | 1.89 | 1.49 | -3.71 | 23.01 | 18.91 | -12.00 | 8.89 | 21.69 | -43.24 |
| Sharpe Ratio | NA | -0.64 | -0.46 | -0.30 | -0.17 | NA | NA | -0.13 | -0.65 | -0.74 | 0.90 | 0.25 | 1.59 | -1.18 | 3.68 | 0.10 | 0.09 | -0.33 | 1.89 | 1.21 | -0.45 | 0.42 | 0.77 | -1.03 |
| Standard Deviation(%) | NA | 91.38 | 54.56 | 44.61 | 32.92 | NA | NA | 30.76 | 95.75 | 21.03 | 12.73 | 29.89 | 10.54 | 13.70 | 7.36 | 17.62 | 15.45 | 11.22 | 12.17 | 15.75 | 26.89 | 21.17 | 28.20 | 43.26 |
| Draw Down(%) | NA | 61.15 | 62.52 | 62.52 | 62.52 | NA | NA | 62.52 | 61.15 | 28.27 | 7.22 | 33.77 | 9.24 | 22.82 | 2.25 | 12.78 | 15.93 | 13.96 | 9.88 | 15.88 | 25.62 | 19.28 | 29.22 | 54.46 |
| Yield(%) | 0.00 | 5.66 | 3.40 | 3.30 | 2.72 | 3.75 | 1.50 | 2.00 | 3.35 | 2.03 | 2.94 | 1.72 | 3.46 | 1.96 | 2.05 | 2.69 | 1.98 | 2.09 | 2.27 | 3.51 | 2.67 | 2.68 | 0.00 | 0.00 |
Data as of 11/28/2023, AR inception is 01/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIENX (FIDELITY INTERNATIONAL ENHANCED INDEX FUND FIDELITY INTERNATIONAL ENHANCED INDEX FUND) |
-6.62%
May 2008 - May 2011 |
-3.13%
May 2008 - May 2013 |
2.11%
May 2008 - May 2018 |
2.22%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIENX (FIDELITY INTERNATIONAL ENHANCED INDEX FUND FIDELITY INTERNATIONAL ENHANCED INDEX FUND) |
18.49%
Feb 2009 - Feb 2012 |
17.41%
Feb 2009 - Feb 2014 |
9.97%
Feb 2009 - Feb 2019 |
5.82%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison Chart