FIVE vs. FZROX
Compare and contrast key facts about Five Below, Inc. (FIVE) and Fidelity ZERO Total Market Index Fund (FZROX).
FZROX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVE or FZROX.
Key characteristics
| FIVE | FZROX | |
|---|---|---|
| YTD Return | -60.94% | 26.29% |
| 1Y Return | -51.61% | 38.44% |
| 3Y Return (Ann) | -26.50% | 9.02% |
| 5Y Return (Ann) | -7.73% | 15.46% |
| Sharpe Ratio | -1.07 | 3.03 |
| Sortino Ratio | -1.52 | 4.04 |
| Omega Ratio | 0.78 | 1.56 |
| Calmar Ratio | -0.73 | 4.47 |
| Martin Ratio | -1.27 | 19.60 |
| Ulcer Index | 41.60% | 1.96% |
| Daily Std Dev | 49.40% | 12.66% |
| Max Drawdown | -72.49% | -34.96% |
| Current Drawdown | -64.75% | -0.38% |
Correlation
The correlation between FIVE and FZROX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FIVE vs. FZROX - Performance Comparison
In the year-to-date period, FIVE achieves a -60.94% return, which is significantly lower than FZROX's 26.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FIVE vs. FZROX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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.
Dividends
FIVE vs. FZROX - Dividend Comparison
FIVE has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
FIVE Five Below, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FZROX Fidelity ZERO Total Market Index Fund | 1.08% | 1.36% | 1.57% | 1.08% | 1.27% | 1.45% | 0.63% |
Drawdowns
FIVE vs. FZROX - Drawdown Comparison
The maximum FIVE drawdown since its inception was -72.49%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIVE and FZROX. For additional features, visit the drawdowns tool.
Volatility
FIVE vs. FZROX - Volatility Comparison
Five Below, Inc. (FIVE) has a higher volatility of 17.56% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.02%. This indicates that FIVE'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.