FDEV vs. FZILX

In the year-to-date period, FDEV achieves a 14.93% return, which is significantly higher than FZILX's 13.59% return.

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FDEV has a 0.39% expense ratio, which is higher than FZILX's 0.00% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Multifactor ETF (FDEV) 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.

The current FDEV Sharpe Ratio is 1.02, which is higher than the FZILX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FDEV and FZILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDEV's dividend yield for the trailing twelve months is around 2.68%, more than FZILX's 2.64% yield.

The maximum FDEV drawdown since its inception was -30.11%, smaller than the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FDEV and FZILX. For additional features, visit the drawdowns tool.

Fidelity International Multifactor ETF (FDEV) has a higher volatility of 3.04% compared to Fidelity ZERO International Index Fund (FZILX) at 2.86%. This indicates that FDEV'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.