FNILX vs. RESGX
FNILX (Fidelity ZERO Large Cap Index Fund) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 5 years, FNILX returned 12.80%/yr vs 9.35%/yr for RESGX. Their correlation of 0.90 means they have usually moved in the same direction. FNILX charges 0.00%/yr vs 0.85%/yr for RESGX.
Performance
FNILX vs. RESGX - Performance Comparison
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Returns By Period
In the year-to-date period, FNILX achieves a 11.48% return, which is significantly lower than RESGX's 23.30% return.
FNILX
- 1D
- 1.49%
- 1M
- 1.53%
- 6M
- 10.57%
- YTD
- 11.48%
- 1Y
- 20.92%
- 3Y*
- 21.06%
- 5Y*
- 12.80%
- 10Y*
- —
- ALL TIME*
- 14.82%
RESGX
- 1D
- 0.92%
- 1M
- 0.46%
- 6M
- 16.23%
- YTD
- 23.30%
- 1Y
- 34.28%
- 3Y*
- 16.86%
- 5Y*
- 9.35%
- 10Y*
- 12.18%
- ALL TIME*
- 12.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FNILX vs. RESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FNILX Fidelity ZERO Large Cap Index Fund | 11.48% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 23.30% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -13.01% |
Correlation
The correlation between FNILX and RESGX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.90 |
Over the past year, the correlation between FNILX and RESGX has dropped to 0.69 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
FNILX vs. RESGX — Risk / Return Rank
FNILX
RESGX
FNILX vs. RESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Large Cap Index Fund (FNILX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FNILX | RESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.63 | -2.10 |
| Martin ratioReturn relative to average drawdown | 10.66 | 14.52 | -3.86 |
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Drawdowns
FNILX vs. RESGX - Drawdown Comparison
The maximum FNILX drawdown since its inception was -33.76%, smaller than the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FNILX and RESGX.
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Drawdown Indicators
| FNILX | RESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -37.80% | +4.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -7.84% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -20.50% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -23.58% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.80% | — |
Current DrawdownCurrent decline from peak | -0.07% | -3.61% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -4.97% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.50% | -0.36% |
Volatility
FNILX vs. RESGX - Volatility Comparison
Fidelity ZERO Large Cap Index Fund (FNILX) has a higher volatility of 3.83% compared to Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) at 3.53%. This indicates that FNILX's price experiences larger fluctuations and is considered to be riskier than RESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNILX | RESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.53% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 11.32% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 14.88% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 17.31% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 18.66% | +1.29% |
FNILX vs. RESGX - Expense Ratio Comparison
FNILX has a 0.00% expense ratio, which is lower than RESGX's 0.85% expense ratio.
Dividends
FNILX vs. RESGX - Dividend Comparison
FNILX's dividend yield for the trailing twelve months is around 0.91%, less than RESGX's 6.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FNILX Fidelity ZERO Large Cap Index Fund | 0.91% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 6.91% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% |
Frequently Asked Questions
FNILX and RESGX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNILX has higher volatility (3.83%) compared to RESGX (3.53%). In terms of maximum drawdown, FNILX dropped -33.76% vs RESGX's -37.80%.
RESGX currently has the higher Sharpe Ratio (2.44 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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