^SP500TR vs. FNILX
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and Fidelity ZERO Large Cap Index Fund (FNILX).
FNILX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or FNILX.
Key characteristics
| ^SP500TR | FNILX | |
|---|---|---|
| YTD Return | 19.30% | 18.99% |
| 1Y Return | 28.44% | 28.46% |
| 3Y Return (Ann) | 9.72% | 9.42% |
| 5Y Return (Ann) | 15.27% | 15.26% |
| Sharpe Ratio | 2.11 | 2.16 |
| Daily Std Dev | 12.72% | 12.94% |
| Max Drawdown | -55.25% | -33.75% |
| Current Drawdown | -0.35% | -0.59% |
Correlation
The correlation between ^SP500TR and FNILX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^SP500TR vs. FNILX - Performance Comparison
The year-to-date returns for both stocks are quite close, with ^SP500TR having a 19.30% return and FNILX slightly lower at 18.99%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SP500TR vs. FNILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and Fidelity ZERO Large Cap Index Fund (FNILX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^SP500TR vs. FNILX - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and FNILX. For additional features, visit the drawdowns tool.
Volatility
^SP500TR vs. FNILX - Volatility Comparison
S&P 500 Total Return (^SP500TR) and Fidelity ZERO Large Cap Index Fund (FNILX) have volatilities of 4.09% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.