COIIX vs. FZILX
Compare and contrast key facts about Calvert International Opportunities Fund (COIIX) and Fidelity ZERO International Index Fund (FZILX).
COIIX is managed by Calvert Research and Management. It was launched on May 30, 2007. FZILX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COIIX or FZILX.
Correlation
The correlation between COIIX and FZILX is 0.92, 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
COIIX vs. FZILX - Performance Comparison
Key characteristics
COIIX:
0.37
FZILX:
0.95
COIIX:
0.61
FZILX:
1.37
COIIX:
1.07
FZILX:
1.17
COIIX:
0.17
FZILX:
1.21
COIIX:
1.01
FZILX:
3.00
COIIX:
4.95%
FZILX:
3.94%
COIIX:
13.71%
FZILX:
12.50%
COIIX:
-57.29%
FZILX:
-34.37%
COIIX:
-23.83%
FZILX:
-3.56%
Returns By Period
In the year-to-date period, COIIX achieves a 3.08% return, which is significantly lower than FZILX's 5.38% return.
COIIX
3.08%
6.75%
1.97%
4.93%
0.48%
2.72%
FZILX
5.38%
6.42%
5.92%
11.70%
5.40%
N/A
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COIIX vs. FZILX - Expense Ratio Comparison
COIIX has a 1.06% expense ratio, which is higher than FZILX's 0.00% expense ratio.
Risk-Adjusted Performance
COIIX vs. FZILX — Risk-Adjusted Performance Rank
COIIX
FZILX
COIIX vs. FZILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Opportunities Fund (COIIX) 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
COIIX vs. FZILX - Dividend Comparison
COIIX's dividend yield for the trailing twelve months is around 3.14%, more than FZILX's 2.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COIIX Calvert International Opportunities Fund | 3.14% | 3.24% | 1.77% | 0.61% | 1.53% | 0.78% | 1.33% | 1.94% | 1.82% | 1.52% | 1.17% | 1.61% |
FZILX Fidelity ZERO International Index Fund | 2.85% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COIIX vs. FZILX - Drawdown Comparison
The maximum COIIX drawdown since its inception was -57.29%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for COIIX and FZILX. For additional features, visit the drawdowns tool.
Volatility
COIIX vs. FZILX - Volatility Comparison
Calvert International Opportunities Fund (COIIX) has a higher volatility of 4.53% compared to Fidelity ZERO International Index Fund (FZILX) at 3.88%. This indicates that COIIX'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.