We derive upper and lower bounds on the fidelity susceptibility in terms of macroscopic thermodynamical quantities, like susceptibilities and thermal average values.The quality of the bounds is checked by the exact expressions for a single spin in an external magnetic field. Their usefulness is illustrated by two examples of manyparticle models which are exactly solved in the thermodynamic limit: the Dicke superradiance model and the single impurity Kondo model. It is shown that as far as divergent behavior is considered, the fidelity susceptibility and the thermodynamic susceptibility are equivalent for a large class of models exhibiting critical behavior.

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