FZILX vs. VTWIX
Compare and contrast key facts about Fidelity ZERO International Index Fund (FZILX) and Vanguard Total World Stock Index Fund Institutional Shares (VTWIX).
FZILX is managed by Fidelity. VTWIX is managed by Vanguard. It was launched on Oct 9, 2008.
Performance
FZILX vs. VTWIX - Performance Comparison
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FZILX vs. VTWIX - 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% |
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | -1.89% | 22.43% | 16.47% | 21.87% | -18.00% | 18.21% | 16.70% | 26.77% | -10.83% |
Returns By Period
In the year-to-date period, FZILX achieves a 2.17% return, which is significantly higher than VTWIX's -1.89% return.
FZILX
- 1D
- 3.01%
- 1M
- -6.87%
- YTD
- 2.17%
- 6M
- 6.45%
- 1Y
- 27.85%
- 3Y*
- 16.00%
- 5Y*
- 7.70%
- 10Y*
- —
VTWIX
- 1D
- 2.91%
- 1M
- -5.96%
- YTD
- -1.89%
- 6M
- 0.74%
- 1Y
- 20.93%
- 3Y*
- 16.78%
- 5Y*
- 9.19%
- 10Y*
- 11.51%
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FZILX vs. VTWIX - Expense Ratio Comparison
FZILX has a 0.00% expense ratio, which is lower than VTWIX's 0.08% 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. VTWIX — Risk / Return Rank
FZILX
VTWIX
FZILX vs. VTWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and Vanguard Total World Stock Index Fund Institutional Shares (VTWIX). 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 | VTWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.28 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.86 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.28 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.82 | +0.62 |
Martin ratioReturn relative to average drawdown | 9.45 | 8.44 | +1.01 |
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 | VTWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.28 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.59 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.42 | +0.07 |
Correlation
The correlation between FZILX and VTWIX is 0.90, 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. VTWIX - Dividend Comparison
FZILX's dividend yield for the trailing twelve months is around 2.62%, more than VTWIX's 1.81% 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% |
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 1.81% | 1.82% | 1.94% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% |
Drawdowns
FZILX vs. VTWIX - Drawdown Comparison
The maximum FZILX drawdown since its inception was -34.37%, smaller than the maximum VTWIX drawdown of -50.16%. Use the drawdown chart below to compare losses from any high point for FZILX and VTWIX.
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Drawdown Indicators
| FZILX | VTWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -50.16% | +15.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -11.74% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -26.39% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -8.57% | -7.01% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -7.02% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.53% | +0.37% |
Volatility
FZILX vs. VTWIX - Volatility Comparison
Fidelity ZERO International Index Fund (FZILX) has a higher volatility of 7.90% compared to Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) at 6.07%. This indicates that FZILX's price experiences larger fluctuations and is considered to be riskier than VTWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZILX | VTWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 6.07% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 9.75% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 16.76% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 15.66% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 16.73% | +0.57% |