FDGFX vs. FZROX
Compare and contrast key facts about Fidelity Dividend Growth Fund (FDGFX) and Fidelity ZERO Total Market Index Fund (FZROX).
FDGFX is managed by Fidelity. It was launched on Apr 27, 1993. FZROX is managed by Fidelity.
Performance
FDGFX vs. FZROX - Performance Comparison
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FDGFX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDGFX Fidelity Dividend Growth Fund | -3.17% | 22.48% | 27.58% | 17.86% | -11.61% | 27.96% | 2.20% | 28.75% | -10.45% |
FZROX Fidelity ZERO Total Market Index Fund | -6.77% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
In the year-to-date period, FDGFX achieves a -3.17% return, which is significantly higher than FZROX's -6.77% return.
FDGFX
- 1D
- -0.63%
- 1M
- -9.11%
- YTD
- -3.17%
- 6M
- 1.77%
- 1Y
- 25.21%
- 3Y*
- 20.48%
- 5Y*
- 13.17%
- 10Y*
- 12.06%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
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FDGFX vs. FZROX - Expense Ratio Comparison
FDGFX has a 0.48% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FDGFX vs. FZROX — Risk / Return Rank
FDGFX
FZROX
FDGFX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund (FDGFX) 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.
| FDGFX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.84 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.30 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.05 | +0.83 |
Martin ratioReturn relative to average drawdown | 8.47 | 5.11 | +3.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDGFX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.84 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.60 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.61 | -0.11 |
Correlation
The correlation between FDGFX and FZROX 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.
Dividends
FDGFX vs. FZROX - Dividend Comparison
FDGFX's dividend yield for the trailing twelve months is around 9.66%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGFX Fidelity Dividend Growth Fund | 9.66% | 9.35% | 9.81% | 3.48% | 11.46% | 7.81% | 1.89% | 4.84% | 22.93% | 15.35% | 1.58% | 8.44% |
FZROX Fidelity ZERO Total Market Index Fund | 1.10% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDGFX vs. FZROX - Drawdown Comparison
The maximum FDGFX drawdown since its inception was -60.77%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDGFX and FZROX.
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Drawdown Indicators
| FDGFX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.77% | -34.96% | -25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.44% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.37% | -25.12% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.29% | — | — |
Current DrawdownCurrent decline from peak | -10.16% | -8.89% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -5.61% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.56% | +0.14% |
Volatility
FDGFX vs. FZROX - Volatility Comparison
Fidelity Dividend Growth Fund (FDGFX) has a higher volatility of 5.29% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FDGFX'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
| FDGFX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.41% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 9.34% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 18.49% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 17.40% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 20.25% | -1.11% |