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Fidelity ZERO Large Cap Index Fund (FNILX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3159116280

Issuer

Fidelity

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FNILX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for FNILX: 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%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FNILX vs. FXAIX FNILX vs. VOO FNILX vs. FZROX FNILX vs. SPY FNILX vs. FSPGX FNILX vs. SWPPX FNILX vs. IVV FNILX vs. ^SP500TR FNILX vs. SPLG FNILX vs. IAU
Popular comparisons:
FNILX vs. FXAIX FNILX vs. VOO FNILX vs. FZROX FNILX vs. SPY FNILX vs. FSPGX FNILX vs. SWPPX FNILX vs. IVV FNILX vs. ^SP500TR FNILX vs. SPLG FNILX vs. IAU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity ZERO Large Cap Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
125.10%
104.09%
FNILX (Fidelity ZERO Large Cap Index Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity ZERO Large Cap Index Fund had a return of 25.28% year-to-date (YTD) and 25.91% in the last 12 months.


FNILX

YTD

25.28%

1M

-0.61%

6M

8.70%

1Y

25.91%

5Y*

14.69%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of FNILX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.72%5.37%3.10%-4.03%4.81%3.68%1.13%2.44%2.14%-0.73%6.23%25.28%
20236.49%-2.31%3.66%1.38%0.75%6.57%3.37%-1.60%-4.69%-2.16%9.45%4.58%27.45%
2022-5.57%-3.08%3.63%-9.06%-0.21%-8.26%9.31%-3.98%-9.23%7.96%5.47%-5.87%-19.37%
2021-1.12%2.48%3.67%5.45%0.47%2.81%2.40%2.98%-4.74%7.05%-0.97%3.95%26.67%
20200.09%-8.09%-12.28%13.01%5.17%2.23%5.81%7.63%-3.90%-2.74%11.42%4.17%21.13%
20198.11%3.22%1.87%4.08%-6.27%7.00%1.56%-1.63%1.86%2.21%3.66%3.02%31.79%
20180.20%-6.87%1.93%-9.10%-13.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, FNILX is among the top 8% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FNILX is 9292
Overall Rank
The Sharpe Ratio Rank of FNILX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity ZERO Large Cap Index Fund (FNILX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FNILX, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.002.132.10
The chart of Sortino ratio for FNILX, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.80
The chart of Omega ratio for FNILX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.39
The chart of Calmar ratio for FNILX, currently valued at 3.15, compared to the broader market0.002.004.006.008.0010.0012.0014.003.153.09
The chart of Martin ratio for FNILX, currently valued at 13.80, compared to the broader market0.0020.0040.0060.0013.8013.49
FNILX
^GSPC

The current Fidelity ZERO Large Cap Index Fund Sharpe ratio is 2.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity ZERO Large Cap Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.13
2.10
FNILX (Fidelity ZERO Large Cap Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity ZERO Large Cap Index Fund provided a 0.02% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 5 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.05$0.10$0.15$0.20201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.00$0.23$0.21$0.16$0.16$0.13$0.04

Dividend yield

0.02%1.34%1.53%0.95%1.20%1.17%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity ZERO Large Cap Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2018$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.70%
-2.62%
FNILX (Fidelity ZERO Large Cap Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity ZERO Large Cap Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity ZERO Large Cap Index Fund was 33.75%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Fidelity ZERO Large Cap Index Fund drawdown is 3.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.75%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-25.4%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.51%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-9.59%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-8.63%Jul 17, 202414Aug 5, 202432Sep 19, 202446

Volatility

Volatility Chart

The current Fidelity ZERO Large Cap Index Fund volatility is 4.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
3.79%
FNILX (Fidelity ZERO Large Cap Index Fund)
Benchmark (^GSPC)
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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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