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

Correlation

The correlation between FXNAX and FZILX 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.


-0.50.00.51.00.0

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.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
7.11%
28.99%
FXNAX
FZILX

Key characteristics

Sharpe Ratio

FXNAX:

0.22

FZILX:

0.39

Sortino Ratio

FXNAX:

0.35

FZILX:

0.61

Omega Ratio

FXNAX:

1.04

FZILX:

1.08

Calmar Ratio

FXNAX:

0.08

FZILX:

0.44

Martin Ratio

FXNAX:

0.62

FZILX:

1.52

Ulcer Index

FXNAX:

1.97%

FZILX:

3.31%

Daily Std Dev

FXNAX:

5.43%

FZILX:

12.76%

Max Drawdown

FXNAX:

-19.64%

FZILX:

-34.37%

Current Drawdown

FXNAX:

-10.27%

FZILX:

-11.30%

Returns By Period

In the year-to-date period, FXNAX achieves a 1.41% return, which is significantly lower than FZILX's 2.08% return.


FXNAX

YTD

1.41%

1M

-0.21%

6M

1.31%

1Y

1.61%

5Y*

-0.55%

10Y*

1.24%

FZILX

YTD

2.08%

1M

-4.16%

6M

-2.92%

1Y

3.48%

5Y*

3.81%

10Y*

N/A

Compare stocks, funds, or ETFs

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


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%.


FXNAX
Fidelity U.S. Bond Index Fund
Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

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.


Sharpe ratio
The chart of Sharpe ratio for FXNAX, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.000.220.17
The chart of Sortino ratio for FXNAX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.350.32
The chart of Omega ratio for FXNAX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.04
The chart of Calmar ratio for FXNAX, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.000.080.19
The chart of Martin ratio for FXNAX, currently valued at 0.62, compared to the broader market0.0020.0040.0060.000.620.65
FXNAX
FZILX

The current FXNAX Sharpe Ratio is 0.22, which is lower than the FZILX Sharpe Ratio of 0.39. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.22
0.17
FXNAX
FZILX

Dividends

FXNAX vs. FZILX - Dividend Comparison

FXNAX's dividend yield for the trailing twelve months is around 3.36%, while FZILX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FXNAX
Fidelity U.S. Bond Index Fund
3.36%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
0.00%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.27%
-11.30%
FXNAX
FZILX

Volatility

FXNAX vs. FZILX - Volatility Comparison

The current volatility for Fidelity U.S. Bond Index Fund (FXNAX) is 1.54%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 4.38%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.54%
4.38%
FXNAX
FZILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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