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AGO vs. FNILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGO vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assured Guaranty Ltd. (AGO) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGO achieves a -14.12% return, which is significantly lower than FNILX's 8.36% return.


AGO

1D
1.08%
1M
0.94%
YTD
-14.12%
6M
-14.45%
1Y
-8.27%
3Y*
13.91%
5Y*
12.01%
10Y*
13.58%

FNILX

1D
1.81%
1M
-1.16%
YTD
8.36%
6M
8.67%
1Y
24.79%
3Y*
21.29%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGO vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGO
Assured Guaranty Ltd.
-14.12%1.44%22.08%22.52%26.20%62.33%-33.94%30.12%-8.58%
FNILX
Fidelity ZERO Large Cap Index Fund
8.36%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Correlation

The correlation between AGO and FNILX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2018

0.46

Over the past year, the correlation between AGO and FNILX has dropped to 0.21 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

AGO vs. FNILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGO
AGO Risk / Return Rank: 2424
Overall Rank
AGO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AGO Sortino Ratio Rank: 2323
Sortino Ratio Rank
AGO Omega Ratio Rank: 2323
Omega Ratio Rank
AGO Calmar Ratio Rank: 2929
Calmar Ratio Rank
AGO Martin Ratio Rank: 2121
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 7070
Overall Rank
FNILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FNILX Omega Ratio Rank: 6666
Omega Ratio Rank
FNILX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FNILX Martin Ratio Rank: 8181
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.

AGO vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) 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.

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.


AGOFNILXDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.95

1.35

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.43

2.66

-3.09

Martin ratioReturn relative to average drawdown

-1.04

11.84

-12.87

AGO vs. FNILX - Sharpe Ratio Comparison

The current AGO Sharpe Ratio is -0.39, which is lower than the FNILX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of AGO and FNILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGO vs. FNILX - Drawdown Comparison

The maximum AGO drawdown since its inception was -90.18%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for AGO and FNILX.


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Drawdown Indicators


AGOFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-33.76%

-56.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.84%

-9.01%

-10.83%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-19.08%

-2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-30.23%

-25.40%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-61.48%

Current Drawdown

Current decline from peak

-17.86%

-2.87%

-14.99%

Average Drawdown

Average peak-to-trough decline

-19.83%

-5.36%

-14.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

2.02%

+6.10%

Volatility

AGO vs. FNILX - Volatility Comparison

Assured Guaranty Ltd. (AGO) has a higher volatility of 5.98% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.59%. This indicates that AGO's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGOFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.59%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.99%

9.76%

+7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

12.47%

+9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.30%

17.32%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.96%

20.05%

+13.91%

Dividends

AGO vs. FNILX - Dividend Comparison

AGO's dividend yield for the trailing twelve months is around 1.88%, more than FNILX's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
AGO
Assured Guaranty Ltd.
1.88%1.51%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.68%1.38%1.82%
FNILX
Fidelity ZERO Large Cap Index Fund
0.93%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Frequently Asked Questions


AGO and FNILX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGO has higher volatility (5.98%) compared to FNILX (4.59%). In terms of maximum drawdown, AGO dropped -90.18% vs FNILX's -33.76%.

FNILX currently has the higher Sharpe Ratio (1.92 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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