FUSIX vs. FZILX
Compare and contrast key facts about Strategic Advisers Fidelity International Fund (FUSIX) and Fidelity ZERO International Index Fund (FZILX).
FUSIX is managed by Fidelity. It was launched on Mar 8, 2007. FZILX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSIX or FZILX.
Performance
FUSIX vs. FZILX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FUSIX having a 6.11% return and FZILX slightly lower at 5.96%.
FUSIX
6.11%
-4.96%
-2.78%
13.90%
4.92%
4.72%
FZILX
5.96%
-4.94%
-1.76%
13.49%
5.24%
N/A
Key characteristics
| FUSIX | FZILX | |
|---|---|---|
| Sharpe Ratio | 1.12 | 0.97 |
| Sortino Ratio | 1.60 | 1.44 |
| Omega Ratio | 1.20 | 1.18 |
| Calmar Ratio | 0.92 | 1.12 |
| Martin Ratio | 5.51 | 5.09 |
| Ulcer Index | 2.52% | 2.57% |
| Daily Std Dev | 12.40% | 13.43% |
| Max Drawdown | -34.30% | -34.37% |
| Current Drawdown | -8.23% | -7.93% |
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FUSIX vs. FZILX - Expense Ratio Comparison
FUSIX has a 0.54% expense ratio, which is higher than FZILX's 0.00% expense ratio.
Correlation
The correlation between FUSIX and FZILX is 0.97, 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.
Risk-Adjusted Performance
FUSIX vs. FZILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) 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.
Dividends
FUSIX vs. FZILX - Dividend Comparison
FUSIX's dividend yield for the trailing twelve months is around 2.43%, less than FZILX's 2.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUSIX Strategic Advisers Fidelity International Fund | 2.43% | 2.43% | 2.11% | 1.97% | 0.68% | 1.72% | 1.64% | 1.02% | 1.56% | 1.60% | 2.21% | 2.71% |
FZILX Fidelity ZERO International Index Fund | 2.81% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FUSIX vs. FZILX - Drawdown Comparison
The maximum FUSIX drawdown since its inception was -34.30%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FUSIX and FZILX. For additional features, visit the drawdowns tool.
Volatility
FUSIX vs. FZILX - Volatility Comparison
Strategic Advisers Fidelity International Fund (FUSIX) and Fidelity ZERO International Index Fund (FZILX) have volatilities of 3.67% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.