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FFIDX vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIDX and FZROX is 0.95, 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

FFIDX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fund (FFIDX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFIDX:

0.46

FZROX:

0.66

Sortino Ratio

FFIDX:

0.80

FZROX:

1.09

Omega Ratio

FFIDX:

1.11

FZROX:

1.16

Calmar Ratio

FFIDX:

0.48

FZROX:

0.71

Martin Ratio

FFIDX:

1.61

FZROX:

2.70

Ulcer Index

FFIDX:

6.68%

FZROX:

5.10%

Daily Std Dev

FFIDX:

22.85%

FZROX:

19.99%

Max Drawdown

FFIDX:

-55.18%

FZROX:

-34.96%

Current Drawdown

FFIDX:

-5.90%

FZROX:

-4.13%

Returns By Period

In the year-to-date period, FFIDX achieves a -0.30% return, which is significantly lower than FZROX's 0.29% return.


FFIDX

YTD

-0.30%

1M

11.57%

6M

-2.44%

1Y

10.50%

5Y*

14.08%

10Y*

8.92%

FZROX

YTD

0.29%

1M

9.60%

6M

-1.53%

1Y

13.14%

5Y*

16.97%

10Y*

N/A

*Annualized

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FFIDX vs. FZROX - Expense Ratio Comparison

FFIDX has a 0.45% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Risk-Adjusted Performance

FFIDX vs. FZROX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFIDX
The Risk-Adjusted Performance Rank of FFIDX is 5151
Overall Rank
The Sharpe Ratio Rank of FFIDX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIDX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FFIDX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FFIDX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FFIDX is 4949
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 6868
Overall Rank
The Sharpe Ratio Rank of FZROX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFIDX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) 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.


The current FFIDX Sharpe Ratio is 0.46, which is lower than the FZROX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FFIDX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FFIDX vs. FZROX - Dividend Comparison

FFIDX has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.16%.


TTM20242023202220212020201920182017201620152014
FFIDX
Fidelity Fund
0.00%0.00%0.66%0.67%0.26%0.75%0.83%1.08%1.00%1.06%5.15%12.31%
FZROX
Fidelity ZERO Total Market Index Fund
1.16%1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%

Drawdowns

FFIDX vs. FZROX - Drawdown Comparison

The maximum FFIDX drawdown since its inception was -55.18%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FFIDX and FZROX. For additional features, visit the drawdowns tool.


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Volatility

FFIDX vs. FZROX - Volatility Comparison

Fidelity Fund (FFIDX) has a higher volatility of 6.65% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 6.22%. This indicates that FFIDX'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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