FZILX vs. VXUS
Compare and contrast key facts about Fidelity ZERO International Index Fund (FZILX) and Vanguard Total International Stock ETF (VXUS).
FZILX is managed by Fidelity. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZILX or VXUS.
Performance
FZILX vs. VXUS - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FZILX having a 6.59% return and VXUS slightly lower at 6.42%.
FZILX
6.59%
-3.59%
0.34%
12.79%
5.49%
N/A
VXUS
6.42%
-3.62%
0.49%
12.52%
5.46%
4.77%
Key characteristics
| FZILX | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.95 | 1.00 |
| Sortino Ratio | 1.41 | 1.44 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 1.21 | 1.16 |
| Martin Ratio | 4.69 | 4.97 |
| Ulcer Index | 2.73% | 2.54% |
| Daily Std Dev | 13.41% | 12.67% |
| Max Drawdown | -34.37% | -35.97% |
| Current Drawdown | -7.38% | -7.14% |
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FZILX vs. VXUS - Expense Ratio Comparison
FZILX has a 0.00% expense ratio, which is lower than VXUS's 0.07% 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%.
Correlation
The correlation between FZILX and VXUS is 0.98, 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.
Risk-Adjusted Performance
FZILX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and Vanguard Total International Stock ETF (VXUS). 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.
Dividends
FZILX vs. VXUS - Dividend Comparison
FZILX's dividend yield for the trailing twelve months is around 2.80%, less than VXUS's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZILX Fidelity ZERO International Index Fund | 2.80% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
FZILX vs. VXUS - Drawdown Comparison
The maximum FZILX drawdown since its inception was -34.37%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FZILX and VXUS. For additional features, visit the drawdowns tool.
Volatility
FZILX vs. VXUS - Volatility Comparison
Fidelity ZERO International Index Fund (FZILX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.61% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.