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

Correlation

The correlation between FZILX and FXNAX 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

FZILX vs. FXNAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FZILX:

0.65

FXNAX:

0.92

Sortino Ratio

FZILX:

1.04

FXNAX:

1.47

Omega Ratio

FZILX:

1.14

FXNAX:

1.17

Calmar Ratio

FZILX:

0.81

FXNAX:

0.39

Martin Ratio

FZILX:

2.52

FXNAX:

2.43

Ulcer Index

FZILX:

4.34%

FXNAX:

2.16%

Daily Std Dev

FZILX:

16.20%

FXNAX:

5.32%

Max Drawdown

FZILX:

-34.37%

FXNAX:

-19.64%

Current Drawdown

FZILX:

-0.71%

FXNAX:

-8.49%

Returns By Period

In the year-to-date period, FZILX achieves a 10.86% return, which is significantly higher than FXNAX's 1.77% return.


FZILX

YTD

10.86%

1M

11.05%

6M

6.99%

1Y

10.19%

5Y*

10.87%

10Y*

N/A

FXNAX

YTD

1.77%

1M

0.68%

6M

0.89%

1Y

5.25%

5Y*

-1.07%

10Y*

1.35%

*Annualized

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FZILX vs. FXNAX - Expense Ratio Comparison

FZILX has a 0.00% expense ratio, which is lower than FXNAX's 0.03% expense ratio. Despite the difference, 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

FZILX vs. FXNAX — Risk-Adjusted Performance Rank

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

FZILX
The Risk-Adjusted Performance Rank of FZILX is 7171
Overall Rank
The Sharpe Ratio Rank of FZILX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 7070
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7272
Overall Rank
The Sharpe Ratio Rank of FXNAX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 6868
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.

FZILX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and Fidelity U.S. Bond Index Fund (FXNAX). 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 FZILX Sharpe Ratio is 0.65, which is comparable to the FXNAX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FZILX and FXNAX, 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

FZILX vs. FXNAX - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.71%, less than FXNAX's 3.17% yield.


TTM20242023202220212020201920182017201620152014
FZILX
Fidelity ZERO International Index Fund
2.71%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.17%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

FZILX vs. FXNAX - Drawdown Comparison

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


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Volatility

FZILX vs. FXNAX - Volatility Comparison

Fidelity ZERO International Index Fund (FZILX) has a higher volatility of 4.13% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.62%. This indicates that FZILX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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