PortfoliosLab logoPortfoliosLab logo
ISIN
US3159116363
Issuer
Fidelity
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

FZIPX Performance Chart

Fidelity ZERO Extended Market Index Fund (FZIPX) is up 15.5% since the beginning of the year. FZIPX is currently trading at $17 per share. Investors who bought $1,000 worth of FZIPX shares 5 years ago would now be looking at an investment worth $1,431.


Loading charts...

S&P 500 Index

Returns By Period

Fidelity ZERO Extended Market Index Fund (FZIPX) has returned 15.53% so far this year and 34.94% over the past 12 months.


Fidelity ZERO Extended Market Index Fund

1D
-0.06%
1M
2.76%
YTD
15.53%
6M
16.69%
1Y
34.94%
3Y*
18.21%
5Y*
7.43%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FZIPX Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2018, FZIPX's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Mar 2020 at -23.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FZIPX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.69%2.59%-5.35%10.34%3.06%-0.06%15.53%
20253.89%-4.53%-6.22%-1.97%5.72%4.57%1.97%5.22%1.83%0.60%1.59%-0.05%12.51%
2024-2.86%5.80%4.29%-7.01%4.01%-1.34%7.34%-0.07%1.49%-0.81%10.05%-7.54%12.39%
202310.08%-2.25%-3.80%-1.19%-1.95%8.82%5.23%-4.14%-5.53%-6.12%9.06%10.95%18.13%
2022-7.36%0.83%1.31%-8.43%-0.18%-9.31%10.17%-2.75%-9.67%10.10%4.22%-5.88%-18.01%
20213.47%6.80%2.75%3.90%0.74%0.58%-1.53%2.14%-2.96%4.84%-4.26%3.60%21.31%

Benchmark Metrics

Fidelity ZERO Extended Market Index Fund has an annualized alpha of -3.15%, beta of 1.08, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

  • This fund participated in 115.04% of S&P 500 Index downside but only 103.99% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.15% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.81, 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
-3.15%
Beta
1.08
0.81
Upside Capture
103.99%
Downside Capture
115.04%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FZIPX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FZIPX Risk / Return Rank: 5858
Overall Rank
FZIPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FZIPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FZIPX Omega Ratio Rank: 4242
Omega Ratio Rank
FZIPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FZIPX Martin Ratio Rank: 7272
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 Extended Market Index Fund (FZIPX) and compare them to S&P 500 Index.


FZIPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.39

-0.34

Sortino ratio

Return per unit of downside risk

2.88

3.25

-0.37

Omega ratio

Gain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

3.64

3.11

+0.53

Martin ratio

Return relative to average drawdown

13.88

14.38

-0.50

Dividends

Dividend History

Fidelity ZERO Extended Market Index Fund provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.19 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.19$0.19$0.17$0.18$0.17$0.91$0.25$0.18$0.04

Dividend yield

1.08%1.24%1.22%1.43%1.64%6.97%2.15%1.80%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity ZERO Extended Market 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$0.19$0.19
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity ZERO Extended Market 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 Extended Market Index Fund was 42.71%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Fidelity ZERO Extended Market Index Fund drawdown is 0.29%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.71%Mar 2020
1mo 1d7mo 21d
8mo 22dFeb 2020 - Nov 2020
Bear market2022
-28.19%Jun 2022
7mo 9d2y 1mo
2y 8moNov 2021 - Jul 2024
2025 selloff2025
-25.16%Apr 2025
4mo 13d4mo 22d
9mo 5dNov 2024 - Aug 2025
Rate-hike selloffLate 2018
-22.36%Dec 2018
2mo 24d10mo 16d
1y 1moOct 2018 - Nov 2019
2026 pullback2026
-9.61%Mar 2026
1mo 1d14d
1mo 15dFeb 2026 - Apr 2026

Drawdown Indicators


FZIPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-56.78%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.10%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-18.90%

-6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

-25.43%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-8.92%

-10.72%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.97%

+0.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FZIPX

Add Fidelity ZERO Extended Market Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FZIPX