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FXNAX vs. FZILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXNAX and FZILX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FXNAX vs. FZILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity U.S. Bond Index Fund (FXNAX) and Fidelity ZERO International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FXNAX:

0.85

FZILX:

0.73

Sortino Ratio

FXNAX:

1.26

FZILX:

1.17

Omega Ratio

FXNAX:

1.15

FZILX:

1.16

Calmar Ratio

FXNAX:

0.33

FZILX:

0.94

Martin Ratio

FXNAX:

2.02

FZILX:

2.91

Ulcer Index

FXNAX:

2.19%

FZILX:

4.34%

Daily Std Dev

FXNAX:

5.29%

FZILX:

16.28%

Max Drawdown

FXNAX:

-19.64%

FZILX:

-34.37%

Current Drawdown

FXNAX:

-9.12%

FZILX:

0.00%

Returns By Period

In the year-to-date period, FXNAX achieves a 1.08% return, which is significantly lower than FZILX's 12.44% return.


FXNAX

YTD

1.08%

1M

0.49%

6M

0.39%

1Y

4.53%

5Y*

-1.29%

10Y*

1.22%

FZILX

YTD

12.44%

1M

9.73%

6M

8.71%

1Y

11.77%

5Y*

11.60%

10Y*

N/A

*Annualized

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FXNAX vs. FZILX - Expense Ratio Comparison

FXNAX has a 0.03% 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%.


Risk-Adjusted Performance

FXNAX vs. FZILX — Risk-Adjusted Performance Rank

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

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7070
Overall Rank
The Sharpe Ratio Rank of FXNAX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 6565
Martin Ratio Rank

FZILX
The Risk-Adjusted Performance Rank of FZILX is 7777
Overall Rank
The Sharpe Ratio Rank of FZILX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXNAX vs. FZILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Bond Index Fund (FXNAX) 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.


The current FXNAX Sharpe Ratio is 0.85, which is comparable to the FZILX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FXNAX and FZILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FXNAX vs. FZILX - Dividend Comparison

FXNAX's dividend yield for the trailing twelve months is around 3.18%, while FZILX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FXNAX
Fidelity U.S. Bond Index Fund
3.18%3.40%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%
FZILX
Fidelity ZERO International Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FXNAX vs. FZILX - Drawdown Comparison

The maximum FXNAX drawdown since its inception was -19.64%, smaller than the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FXNAX and FZILX. For additional features, visit the drawdowns tool.


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Volatility

FXNAX vs. FZILX - Volatility Comparison

The current volatility for Fidelity U.S. Bond Index Fund (FXNAX) is 1.45%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 3.81%. This indicates that FXNAX 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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