AVVIY vs. FZILX
Compare and contrast key facts about Aviva plc (AVVIY) and Fidelity ZERO International Index Fund (FZILX).
FZILX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVVIY or FZILX.
Key characteristics
| AVVIY | FZILX | |
|---|---|---|
| YTD Return | 13.06% | 6.50% |
| 1Y Return | 22.20% | 13.96% |
| 3Y Return (Ann) | 6.92% | 0.56% |
| 5Y Return (Ann) | 6.92% | 5.36% |
| Sharpe Ratio | 1.32 | 1.24 |
| Sortino Ratio | 1.88 | 1.81 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 1.83 | 1.46 |
| Martin Ratio | 6.41 | 6.84 |
| Ulcer Index | 3.70% | 2.48% |
| Daily Std Dev | 17.99% | 13.66% |
| Max Drawdown | -64.63% | -34.37% |
| Current Drawdown | -12.98% | -7.46% |
Correlation
The correlation between AVVIY and FZILX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AVVIY vs. FZILX - Performance Comparison
In the year-to-date period, AVVIY achieves a 13.06% return, which is significantly higher than FZILX's 6.50% return. 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
AVVIY vs. FZILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aviva plc (AVVIY) and Fidelity ZERO International Index Fund (FZILX). 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.
Dividends
AVVIY vs. FZILX - Dividend Comparison
AVVIY's dividend yield for the trailing twelve months is around 7.49%, more than FZILX's 2.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVVIY Aviva plc | 7.49% | 7.01% | 29.68% | 5.31% | 8.59% | 6.98% | 8.02% | 4.42% | 5.03% | 3.81% | 3.44% | 2.94% |
FZILX Fidelity ZERO International Index Fund | 2.80% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AVVIY vs. FZILX - Drawdown Comparison
The maximum AVVIY drawdown since its inception was -64.63%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for AVVIY and FZILX. For additional features, visit the drawdowns tool.
Volatility
AVVIY vs. FZILX - Volatility Comparison
Aviva plc (AVVIY) has a higher volatility of 5.86% compared to Fidelity ZERO International Index Fund (FZILX) at 3.72%. This indicates that AVVIY's price experiences larger fluctuations and is considered to be riskier than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.