FLCPX vs. FZILX
Compare and contrast key facts about Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fidelity ZERO International Index Fund (FZILX).
FLCPX is managed by Fidelity. It was launched on Feb 2, 2016. FZILX is managed by Fidelity.
Performance
FLCPX vs. FZILX - Performance Comparison
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FLCPX vs. FZILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | -7.05% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -11.11% |
FZILX Fidelity ZERO International Index Fund | -0.81% | 33.52% | 5.32% | 16.28% | -15.96% | 8.19% | 11.06% | 21.69% | -9.38% |
Returns By Period
In the year-to-date period, FLCPX achieves a -7.05% return, which is significantly lower than FZILX's -0.81% return.
FLCPX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.05%
- 6M
- -4.58%
- 1Y
- 14.45%
- 3Y*
- 17.20%
- 5Y*
- 11.42%
- 10Y*
- 13.75%
FZILX
- 1D
- -0.14%
- 1M
- -11.08%
- YTD
- -0.81%
- 6M
- 3.98%
- 1Y
- 24.73%
- 3Y*
- 14.86%
- 5Y*
- 7.32%
- 10Y*
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FLCPX vs. FZILX - Expense Ratio Comparison
FLCPX has a 0.02% expense ratio, which is higher than FZILX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FLCPX vs. FZILX — Risk / Return Rank
FLCPX
FZILX
FLCPX vs. FZILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fidelity ZERO International Index Fund (FZILX). 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.
| FLCPX | FZILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.47 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.98 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.97 | -0.97 |
Martin ratioReturn relative to average drawdown | 4.86 | 7.73 | -2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCPX | FZILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.47 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.48 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.47 | +0.35 |
Correlation
The correlation between FLCPX and FZILX 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
FLCPX vs. FZILX - Dividend Comparison
FLCPX's dividend yield for the trailing twelve months is around 0.60%, less than FZILX's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.60% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% |
FZILX Fidelity ZERO International Index Fund | 2.70% | 2.67% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.37% | 0.02% | 0.00% | 0.00% |
Drawdowns
FLCPX vs. FZILX - Drawdown Comparison
The maximum FLCPX drawdown since its inception was -33.87%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FLCPX and FZILX.
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Drawdown Indicators
| FLCPX | FZILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -34.37% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -11.24% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -29.87% | +5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.87% | — | — |
Current DrawdownCurrent decline from peak | -8.89% | -11.24% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -6.80% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.86% | -0.30% |
Volatility
FLCPX vs. FZILX - Volatility Comparison
The current volatility for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) is 4.24%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 7.19%. This indicates that FLCPX experiences smaller price fluctuations and is considered to be less risky than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCPX | FZILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 7.19% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 10.87% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 16.21% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 15.27% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 17.27% | +0.85% |