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

Correlation

The correlation between FZILX and FXNAX 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

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.

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

Key characteristics

Sharpe Ratio

FZILX:

0.39

FXNAX:

0.22

Sortino Ratio

FZILX:

0.61

FXNAX:

0.35

Omega Ratio

FZILX:

1.08

FXNAX:

1.04

Calmar Ratio

FZILX:

0.44

FXNAX:

0.08

Martin Ratio

FZILX:

1.52

FXNAX:

0.62

Ulcer Index

FZILX:

3.31%

FXNAX:

1.97%

Daily Std Dev

FZILX:

12.76%

FXNAX:

5.43%

Max Drawdown

FZILX:

-34.37%

FXNAX:

-19.64%

Current Drawdown

FZILX:

-11.30%

FXNAX:

-10.27%

Returns By Period

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


FZILX

YTD

2.08%

1M

-4.16%

6M

-2.92%

1Y

3.48%

5Y*

3.81%

10Y*

N/A

FXNAX

YTD

1.41%

1M

-0.21%

6M

1.31%

1Y

1.61%

5Y*

-0.55%

10Y*

1.24%

Compare stocks, funds, or ETFs

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


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%.


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

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.


Sharpe ratio
The chart of Sharpe ratio for FZILX, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.000.170.22
The chart of Sortino ratio for FZILX, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.0010.000.320.35
The chart of Omega ratio for FZILX, 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 FZILX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.190.08
The chart of Martin ratio for FZILX, currently valued at 0.65, compared to the broader market0.0020.0040.0060.000.650.62
FZILX
FXNAX

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


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

Dividends

FZILX vs. FXNAX - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

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.


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

Volatility

FZILX vs. FXNAX - Volatility Comparison

Fidelity ZERO International Index Fund (FZILX) has a higher volatility of 4.38% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.54%. 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.


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