FXNAX vs. FZILX
Compare and contrast key facts about Fidelity U.S. Bond Index Fund (FXNAX) and Fidelity ZERO International Index Fund (FZILX).
FXNAX is managed by Fidelity. FZILX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXNAX or FZILX.
Performance
FXNAX vs. FZILX - Performance Comparison
Returns By Period
In the year-to-date period, FXNAX achieves a 1.62% return, which is significantly lower than FZILX's 6.50% return.
FXNAX
1.62%
-0.87%
2.91%
6.17%
-0.52%
1.27%
FZILX
6.50%
-4.22%
-0.34%
12.70%
5.48%
N/A
Key characteristics
| FXNAX | FZILX | |
|---|---|---|
| Sharpe Ratio | 1.05 | 0.92 |
| Sortino Ratio | 1.57 | 1.36 |
| Omega Ratio | 1.19 | 1.17 |
| Calmar Ratio | 0.40 | 1.16 |
| Martin Ratio | 3.29 | 4.57 |
| Ulcer Index | 1.81% | 2.69% |
| Daily Std Dev | 5.69% | 13.41% |
| Max Drawdown | -19.64% | -34.37% |
| Current Drawdown | -10.08% | -7.46% |
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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%.
Correlation
The correlation between FXNAX and FZILX is 0.02, 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.
Risk-Adjusted Performance
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.
Dividends
FXNAX vs. FZILX - Dividend Comparison
FXNAX's dividend yield for the trailing twelve months is around 3.32%, more than FZILX's 2.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXNAX Fidelity U.S. Bond Index Fund | 3.32% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
FZILX Fidelity ZERO International Index Fund | 2.80% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 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.
Volatility
FXNAX vs. FZILX - Volatility Comparison
The current volatility for Fidelity U.S. Bond Index Fund (FXNAX) is 1.46%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 3.65%. 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.