FIVLX vs. FZROX
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Fidelity ZERO Total Market Index Fund (FZROX).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. FZROX is managed by Fidelity.
Performance
FIVLX vs. FZROX - Performance Comparison
Loading graphics...
FIVLX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | -1.56% | 43.67% | 5.33% | 19.27% | -7.99% | 14.89% | 3.36% | 18.92% | -11.19% |
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, FIVLX achieves a -1.56% return, which is significantly higher than FZROX's -6.77% return.
FIVLX
- 1D
- 0.80%
- 1M
- -9.21%
- YTD
- -1.56%
- 6M
- 4.00%
- 1Y
- 24.26%
- 3Y*
- 18.94%
- 5Y*
- 11.87%
- 10Y*
- 8.90%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIVLX vs. FZROX - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FIVLX vs. FZROX — Risk / Return Rank
FIVLX
FZROX
FIVLX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) 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.
| FIVLX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.84 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.30 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.05 | +0.72 |
Martin ratioReturn relative to average drawdown | 7.35 | 5.11 | +2.23 |
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
| FIVLX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.84 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.60 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.61 | -0.40 |
Correlation
The correlation between FIVLX and FZROX is 0.73, 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
FIVLX vs. FZROX - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 2.36%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 2.36% | 2.32% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 0.15% | 2.71% | 1.44% |
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
FIVLX vs. FZROX - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -65.21%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIVLX and FZROX.
Loading graphics...
Drawdown Indicators
| FIVLX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.21% | -34.96% | -30.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -12.44% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -25.12% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | — | — |
Current DrawdownCurrent decline from peak | -9.33% | -8.89% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -17.19% | -5.61% | -11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.56% | +0.38% |
Volatility
FIVLX vs. FZROX - Volatility Comparison
Fidelity International Value Fund (FIVLX) has a higher volatility of 7.04% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FIVLX'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
| FIVLX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 4.41% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 9.34% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 18.49% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 17.40% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 20.25% | -2.39% |