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Fidelity ZERO International Index Fund (FZILX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31635T6091
IssuerFidelity
CategoryLarge Cap Blend Equities, Foreign Large Cap Equities
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for FZILX: 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.


Fidelity ZERO International Index Fund

Popular comparisons: FZILX vs. FTIHX, FZILX vs. VXUS, FZILX vs. FSPSX, FZILX vs. FZROX, FZILX vs. FXAIX, FZILX vs. FXNAX, FZILX vs. FWWFX, FZILX vs. VHGEX, FZILX vs. 1000, FZILX vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity ZERO International 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.


20.00%40.00%60.00%80.00%100.00%FebruaryMarchAprilMayJuneJuly
35.50%
93.81%
FZILX (Fidelity ZERO International Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity ZERO International Index Fund had a return of 7.23% year-to-date (YTD) and 10.69% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.23%15.41%
1 month1.54%0.33%
6 months10.11%13.74%
1 year10.69%21.39%
5 years (annualized)6.22%13.11%
10 years (annualized)N/A10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.54%3.03%3.29%-2.50%4.07%-0.68%7.23%
20238.56%-4.13%2.84%1.81%-3.27%4.55%3.70%-4.37%-3.36%-3.57%8.61%5.13%16.28%
2022-2.75%-3.26%-0.18%-6.66%1.62%-8.61%3.79%-4.05%-10.08%3.89%13.55%-2.27%-15.96%
20210.00%2.02%1.55%2.80%2.97%-0.40%-1.37%1.88%-3.36%2.73%-4.36%3.81%8.19%
2020-3.26%-6.75%-15.43%7.55%4.68%4.25%3.64%4.45%-1.98%-2.32%13.34%5.59%11.06%
20197.41%1.70%1.23%2.69%-5.25%5.86%-1.81%-2.25%2.83%3.36%1.09%4.12%22.30%
2018-1.39%0.50%-8.15%1.31%-4.58%-12.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FZILX is 30, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FZILX is 3030
FZILX (Fidelity ZERO International Index Fund)
The Sharpe Ratio Rank of FZILX is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 2525Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 2727Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 4141Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 3030Martin 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 International Index Fund (FZILX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FZILX
Sharpe ratio
The chart of Sharpe ratio for FZILX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.005.000.82
Sortino ratio
The chart of Sortino ratio for FZILX, currently valued at 1.26, compared to the broader market0.005.0010.001.26
Omega ratio
The chart of Omega ratio for FZILX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for FZILX, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.000.57
Martin ratio
The chart of Martin ratio for FZILX, currently valued at 2.41, compared to the broader market0.0020.0040.0060.0080.00100.002.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current Fidelity ZERO International Index Fund Sharpe ratio is 0.82. 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 International 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 Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.82
1.82
FZILX (Fidelity ZERO International Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity ZERO International Index Fund granted a 2.78% dividend yield in the last twelve months. The annual payout for that period amounted to $0.33 per share.


PeriodTTM202320222021202020192018
Dividend$0.33$0.33$0.27$0.31$0.19$0.30$0.06

Dividend yield

2.78%2.98%2.71%2.61%1.64%2.83%0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity ZERO International 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2019$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.30
2018$0.06$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.70%
-2.86%
FZILX (Fidelity ZERO International Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity ZERO International 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 International Index Fund was 34.37%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Fidelity ZERO International Index Fund drawdown is 2.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.37%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-29.87%Sep 8, 2021279Oct 14, 2022393May 9, 2024672
-14.88%Aug 8, 201896Dec 24, 2018129Jul 1, 2019225
-7.85%Jul 5, 201929Aug 14, 201950Oct 24, 201979
-5.41%Feb 17, 202114Mar 8, 202128Apr 16, 202142

Volatility

Volatility Chart

The current Fidelity ZERO International Index Fund volatility is 2.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.80%
2.76%
FZILX (Fidelity ZERO International Index Fund)
Benchmark (^GSPC)