FZILX vs. SSSYX
Compare and contrast key facts about Fidelity ZERO International Index Fund (FZILX) and State Street Equity 500 Index Fund Class K (SSSYX).
FZILX is managed by Fidelity. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
FZILX vs. SSSYX - Performance Comparison
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FZILX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FZILX Fidelity ZERO International Index Fund | 2.17% | 33.52% | 5.32% | 16.28% | -15.96% | 8.19% | 11.06% | 21.69% | -9.38% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -11.12% |
Returns By Period
In the year-to-date period, FZILX achieves a 2.17% return, which is significantly higher than SSSYX's -4.34% return.
FZILX
- 1D
- 3.01%
- 1M
- -6.87%
- YTD
- 2.17%
- 6M
- 6.45%
- 1Y
- 27.85%
- 3Y*
- 16.00%
- 5Y*
- 7.70%
- 10Y*
- —
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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FZILX vs. SSSYX - Expense Ratio Comparison
FZILX has a 0.00% expense ratio, which is lower than SSSYX's 0.02% 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%.
Return for Risk
FZILX vs. SSSYX — Risk / Return Rank
FZILX
SSSYX
FZILX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| FZILX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 0.97 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.49 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.52 | +0.92 |
Martin ratioReturn relative to average drawdown | 9.45 | 7.30 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FZILX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.97 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.70 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.11 | +0.39 |
Correlation
The correlation between FZILX and SSSYX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FZILX vs. SSSYX - Dividend Comparison
FZILX's dividend yield for the trailing twelve months is around 2.62%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZILX Fidelity ZERO International Index Fund | 2.62% | 2.67% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.37% | 0.02% | 0.00% | 0.00% | 0.00% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
FZILX vs. SSSYX - Drawdown Comparison
The maximum FZILX drawdown since its inception was -34.37%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FZILX and SSSYX.
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Drawdown Indicators
| FZILX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -91.48% | +57.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -12.10% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -24.49% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -8.57% | -6.22% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -4.20% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.52% | +0.38% |
Volatility
FZILX vs. SSSYX - Volatility Comparison
Fidelity ZERO International Index Fund (FZILX) has a higher volatility of 7.90% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that FZILX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZILX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 5.34% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 9.53% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 18.29% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 16.89% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 124.43% | -107.13% |