BF-B vs. FZROX
BF-B (Brown-Forman Corporation) is a stock, while FZROX (Fidelity ZERO Total Market Index Fund) is Large Cap Blend Equities fund managed by Fidelity. Over the past 5 years, BF-B returned -16.32%/yr vs 12.61%/yr for FZROX. At a 0.41 correlation, their price movements are largely independent.
Performance
BF-B vs. FZROX - Performance Comparison
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Returns By Period
In the year-to-date period, BF-B achieves a 6.41% return, which is significantly lower than FZROX's 10.41% return.
BF-B
- 1D
- -0.07%
- 1M
- 4.88%
- YTD
- 6.41%
- 6M
- 4.10%
- 1Y
- 6.37%
- 3Y*
- -23.33%
- 5Y*
- -16.32%
- 10Y*
- -1.35%
FZROX
- 1D
- -0.31%
- 1M
- 0.62%
- YTD
- 10.41%
- 6M
- 9.30%
- 1Y
- 26.02%
- 3Y*
- 21.31%
- 5Y*
- 12.61%
- 10Y*
- —
BF-B vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 6.41% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.71% |
FZROX Fidelity ZERO Total Market Index Fund | 10.41% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Correlation
The correlation between BF-B and FZROX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2018 | 0.41 |
Over the past year, the correlation between BF-B and FZROX has dropped to 0.11 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
BF-B vs. FZROX — Risk / Return Rank
BF-B
FZROX
BF-B vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) and Fidelity ZERO Total Market Index Fund (FZROX). 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.
| BF-B | FZROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.38 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 3.08 | -2.83 |
| Martin ratioReturn relative to average drawdown | 0.57 | 13.77 | -13.20 |
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Drawdowns
BF-B vs. FZROX - Drawdown Comparison
The maximum BF-B drawdown since its inception was -68.96%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for BF-B and FZROX.
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Drawdown Indicators
| BF-B | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.96% | -34.96% | -34.00% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -8.89% | -16.59% |
Max Drawdown (3Y)Largest decline over 3 years | -65.65% | -19.38% | -46.27% |
Max Drawdown (5Y)Largest decline over 5 years | -68.31% | -25.12% | -43.19% |
Max Drawdown (10Y)Largest decline over 10 years | -68.96% | — | — |
Current DrawdownCurrent decline from peak | -62.59% | -1.44% | -61.15% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -5.48% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.27% | 1.98% | +9.29% |
Volatility
BF-B vs. FZROX - Volatility Comparison
Brown-Forman Corporation (BF-B) has a higher volatility of 9.37% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.82%. This indicates that BF-B's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BF-B | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 4.82% | +4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 31.36% | 10.10% | +21.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.64% | 12.88% | +25.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.97% | 17.53% | +12.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.07% | 20.13% | +7.94% |
Dividends
BF-B vs. FZROX - Dividend Comparison
BF-B's dividend yield for the trailing twelve months is around 3.38%, more than FZROX's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.38% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
FZROX Fidelity ZERO Total Market Index Fund | 0.93% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BF-B and FZROX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BF-B has higher volatility (9.37%) compared to FZROX (4.82%). In terms of maximum drawdown, BF-B dropped -68.96% vs FZROX's -34.96%.
FZROX currently has the higher Sharpe Ratio (2.13 vs 0.17), 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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