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

Performance

FTABX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Tax-Free Bond Fund (FTABX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTABX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTABX
Fidelity Tax-Free Bond Fund
-0.77%5.60%1.54%7.51%-10.74%2.20%4.80%8.58%1.76%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FTABX achieves a -0.77% return, which is significantly higher than FNILX's -7.30% return.


FTABX

1D
0.18%
1M
-2.93%
YTD
-0.77%
6M
0.87%
1Y
4.33%
3Y*
3.49%
5Y*
0.93%
10Y*
2.29%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FTABX vs. FNILX - Expense Ratio Comparison

FTABX has a 0.25% expense ratio, which is higher than FNILX'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

FTABX vs. FNILX — Risk / Return Rank

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

FTABX
FTABX Risk / Return Rank: 5656
Overall Rank
FTABX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTABX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FTABX Omega Ratio Rank: 7878
Omega Ratio Rank
FTABX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTABX Martin Ratio Rank: 3838
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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.

FTABX vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Tax-Free Bond Fund (FTABX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FTABXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.83

+0.25

Sortino ratio

Return per unit of downside risk

1.46

1.28

+0.18

Omega ratio

Gain probability vs. loss probability

1.30

1.20

+0.10

Calmar ratio

Return relative to maximum drawdown

1.16

1.04

+0.11

Martin ratio

Return relative to average drawdown

4.03

5.01

-0.98

FTABX vs. FNILX - Sharpe Ratio Comparison

The current FTABX Sharpe Ratio is 1.08, which is higher than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FTABX and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTABXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.83

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.65

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.64

+0.40

Correlation

The correlation between FTABX and FNILX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTABX vs. FNILX - Dividend Comparison

FTABX's dividend yield for the trailing twelve months is around 3.21%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FTABX
Fidelity Tax-Free Bond Fund
3.21%4.18%2.81%2.90%2.16%2.27%2.64%2.94%3.01%3.49%4.22%3.29%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FTABX vs. FNILX - Drawdown Comparison

The maximum FTABX drawdown since its inception was -16.14%, smaller than the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FTABX and FNILX.


Loading graphics...

Drawdown Indicators


FTABXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-16.14%

-33.76%

+17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.74%

-12.18%

+7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-25.40%

+9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-16.14%

Current Drawdown

Current decline from peak

-2.93%

-9.01%

+6.08%

Average Drawdown

Average peak-to-trough decline

-2.13%

-5.47%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

2.54%

-1.18%

Volatility

FTABX vs. FNILX - Volatility Comparison

The current volatility for Fidelity Tax-Free Bond Fund (FTABX) is 1.10%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.23%. This indicates that FTABX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTABXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

4.23%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.77%

9.14%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

18.26%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

17.22%

-13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

20.17%

-15.90%