PortfoliosLab logoPortfoliosLab logo
FIDRX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDRX vs. FZROX - Performance Comparison

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

Loading graphics...

FIDRX vs. FZROX - Yearly Performance Comparison


Returns By Period


FIDRX

1D
-1.93%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIDRX vs. FZROX - Expense Ratio Comparison

FIDRX has a 0.68% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FIDRX vs. FZROX — Risk / Return Rank

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

FIDRX

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIDRX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FIDRX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FIDRX vs. FZROX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


FIDRXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-3.34

0.61

-3.95

Correlation

The correlation between FIDRX and FZROX is 0.77, 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

FIDRX vs. FZROX - Dividend Comparison

FIDRX has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.10%.


TTM2025202420232022202120202019
FIDRX
Fidelity Select Industrials Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%

Drawdowns

FIDRX vs. FZROX - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIDRX and FZROX.


Loading graphics...

Drawdown Indicators


FIDRXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-34.96%

+28.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

Current Drawdown

Current decline from peak

-6.17%

-8.89%

+2.72%

Average Drawdown

Average peak-to-trough decline

-2.01%

-5.61%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

FIDRX vs. FZROX - Volatility Comparison


Loading graphics...

Volatility by Period


FIDRXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

18.49%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.89%

17.40%

+6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

20.25%

+3.64%