FDIKX vs. FZROX
Compare and contrast key facts about Fidelity Diversified International Fund Class K (FDIKX) and Fidelity ZERO Total Market Index Fund (FZROX).
FDIKX is managed by Fidelity. It was launched on May 9, 2008. FZROX is managed by Fidelity.
Performance
FDIKX vs. FZROX - Performance Comparison
Loading graphics...
FDIKX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDIKX Fidelity Diversified International Fund Class K | -0.52% | 27.87% | 6.62% | 17.84% | -23.77% | 12.92% | 19.08% | 29.82% | -11.60% |
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 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, FDIKX achieves a -0.52% return, which is significantly higher than FZROX's -3.98% return.
FDIKX
- 1D
- 3.27%
- 1M
- -7.21%
- YTD
- -0.52%
- 6M
- 3.53%
- 1Y
- 20.45%
- 3Y*
- 13.62%
- 5Y*
- 6.28%
- 10Y*
- 8.48%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDIKX vs. FZROX - Expense Ratio Comparison
FDIKX has a 0.91% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FDIKX vs. FZROX — Risk / Return Rank
FDIKX
FZROX
FDIKX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund Class K (FDIKX) 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.
| FDIKX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.98 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.50 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.51 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.66 | 7.28 | -1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDIKX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.98 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.62 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.63 | -0.40 |
Correlation
The correlation between FDIKX and FZROX is 0.81, 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
FDIKX vs. FZROX - Dividend Comparison
FDIKX's dividend yield for the trailing twelve months is around 10.83%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIKX Fidelity Diversified International Fund Class K | 10.83% | 10.77% | 4.00% | 4.40% | 1.48% | 10.71% | 1.07% | 1.42% | 7.48% | 4.23% | 1.50% | 0.47% |
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDIKX vs. FZROX - Drawdown Comparison
The maximum FDIKX drawdown since its inception was -57.95%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDIKX and FZROX.
Loading graphics...
Drawdown Indicators
| FDIKX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.95% | -34.96% | -22.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.44% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -35.52% | -25.12% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.52% | — | — |
Current DrawdownCurrent decline from peak | -9.37% | -6.16% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -5.61% | -8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.58% | +0.59% |
Volatility
FDIKX vs. FZROX - Volatility Comparison
Fidelity Diversified International Fund Class K (FDIKX) has a higher volatility of 8.79% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FDIKX'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.
Loading graphics...
Volatility by Period
| FDIKX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 5.52% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 9.81% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 18.68% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 17.45% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 20.28% | -3.46% |