PortfoliosLab logoPortfoliosLab logo
FNILX vs. FTINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNILX vs. FTINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO Large Cap Index Fund (FNILX) and Fidelity Advisor Asset Manager 30% Fund Class I (FTINX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, FNILX achieves a -3.85% return, which is significantly lower than FTINX's 0.33% return.


FNILX

1D
0.09%
1M
-3.58%
YTD
-3.85%
6M
-1.92%
1Y
31.20%
3Y*
18.73%
5Y*
11.70%
10Y*

FTINX

1D
0.08%
1M
-1.16%
YTD
0.33%
6M
1.75%
1Y
13.71%
3Y*
7.71%
5Y*
3.73%
10Y*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNILX vs. FTINX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNILX
Fidelity ZERO Large Cap Index Fund
-3.85%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%
FTINX
Fidelity Advisor Asset Manager 30% Fund Class I
0.33%11.24%6.22%9.83%-12.35%6.08%10.95%13.43%-4.51%

Correlation

The correlation between FNILX and FTINX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


FNILX vs. FTINX - Expense Ratio Comparison

FNILX has a 0.00% expense ratio, which is lower than FTINX's 0.55% expense ratio.


Compare stocks, funds, or ETFs

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


Return for Risk

FNILX vs. FTINX — Risk / Return Rank

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

FNILX
FNILX Risk / Return Rank: 4444
Overall Rank
FNILX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4343
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5656
Martin Ratio Rank

FTINX
FTINX Risk / Return Rank: 8080
Overall Rank
FTINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTINX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FTINX Omega Ratio Rank: 8080
Omega Ratio Rank
FTINX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTINX Martin Ratio Rank: 8080
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.

FNILX vs. FTINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Large Cap Index Fund (FNILX) and Fidelity Advisor Asset Manager 30% Fund Class I (FTINX). 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.


FNILXFTINXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.64

-0.69

Sortino ratio

Return per unit of downside risk

1.45

2.30

-0.84

Omega ratio

Gain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratio

Return relative to maximum drawdown

1.49

2.31

-0.82

Martin ratio

Return relative to average drawdown

6.95

9.12

-2.17

FNILX vs. FTINX - Sharpe Ratio Comparison

The current FNILX Sharpe Ratio is 0.95, which is lower than the FTINX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FNILX and FTINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


FNILXFTINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.64

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.58

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.71

-0.05

Drawdowns

FNILX vs. FTINX - Drawdown Comparison

The maximum FNILX drawdown since its inception was -33.76%, which is greater than FTINX's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for FNILX and FTINX.


Loading graphics...

Drawdown Indicators


FNILXFTINXDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-26.30%

-7.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-4.32%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-16.58%

-8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-16.58%

Current Drawdown

Current decline from peak

-5.63%

-2.88%

-2.75%

Average Drawdown

Average peak-to-trough decline

-5.47%

-3.12%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

1.15%

+1.47%

Volatility

FNILX vs. FTINX - Volatility Comparison

Fidelity ZERO Large Cap Index Fund (FNILX) has a higher volatility of 5.27% compared to Fidelity Advisor Asset Manager 30% Fund Class I (FTINX) at 2.71%. This indicates that FNILX's price experiences larger fluctuations and is considered to be riskier than FTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FNILXFTINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

2.71%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

4.12%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.44%

6.34%

+12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

6.43%

+10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

6.13%

+14.05%

Dividends

FNILX vs. FTINX - Dividend Comparison

FNILX's dividend yield for the trailing twelve months is around 1.05%, less than FTINX's 2.91% yield.


TTM20252024202320222021202020192018201720162015
FNILX
Fidelity ZERO Large Cap Index Fund
1.05%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%
FTINX
Fidelity Advisor Asset Manager 30% Fund Class I
2.70%2.78%3.03%2.73%4.85%1.84%2.22%3.20%3.78%2.74%1.57%3.49%