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ISIN
US3159116280
Issuer
Fidelity
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FNILX Performance Chart

Fidelity ZERO Large Cap Index Fund (FNILX) is up 8.4% since the beginning of the year. FNILX is currently trading at $26 per share. Investors who bought $1,000 worth of FNILX shares 5 years ago would now be looking at an investment worth $1,851.


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S&P 500 Index

Returns By Period

Fidelity ZERO Large Cap Index Fund (FNILX) has returned 8.36% so far this year and 24.79% over the past 12 months.


Fidelity ZERO Large Cap Index Fund

1D
1.81%
1M
0.11%
YTD
8.36%
6M
8.67%
1Y
24.79%
3Y*
21.29%
5Y*
13.10%
10Y*

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNILX Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2018, FNILX's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FNILX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.19%-0.85%-4.90%10.31%5.41%-2.33%8.36%
20252.96%-1.53%-5.85%-0.55%6.50%5.20%2.29%1.93%3.66%2.41%0.04%0.02%17.81%
20241.72%5.37%3.10%-4.03%4.81%3.68%1.13%2.44%2.14%-0.73%6.23%-2.44%25.47%
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%

Benchmark Metrics

Fidelity ZERO Large Cap Index Fund has an annualized alpha of 1.57%, beta of 1.01, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since September 28, 2018.

  • This fund captured 104.98% of S&P 500 Index gains but only 98.30% of its losses - a favorable profile for investors.
  • With beta of 1.01 and R2 of 0.99, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.57%
Beta
1.01
0.99
Upside Capture
104.98%
Downside Capture
98.30%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FNILX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FNILX Risk / Return Rank: 6161
Overall Rank
FNILX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FNILX Omega Ratio Rank: 5656
Omega Ratio Rank
FNILX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FNILX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity ZERO Large Cap Index Fund (FNILX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNILXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

2.66

2.53

+0.13

Martin ratioReturn relative to average drawdown

11.84

11.37

+0.47

Dividends

Dividend History

Fidelity ZERO Large Cap Index Fund provided a 0.93% dividend yield over the last twelve months, with an annual payout of $0.25 per share. The fund has been increasing its distributions for 7 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.05$0.10$0.15$0.20$0.2520182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.25$0.25$0.23$0.23$0.21$0.16$0.16$0.13$0.05

Dividend yield

0.93%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2024$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
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

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.


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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 33.76%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Fidelity ZERO Large Cap Index Fund drawdown is 2.87%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.76%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-25.40%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.51%Dec 2018
2mo 21d3mo 19d
6mo 10dOct 2018 - Apr 2019
2025 selloff2025
-19.08%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2020 pullback2020
-9.59%Sep 2020
20d1mo 19d
2mo 9dSep 2020 - Nov 2020

Drawdown Indicators


FNILXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-56.78%

+23.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-9.10%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.08%

-18.90%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-25.43%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.87%

-2.34%

-0.53%

Average Drawdown

Average peak-to-trough decline

-5.36%

-10.72%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.02%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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