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

Correlation

The correlation between FZILX and VXUS is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FZILX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO International Index Fund (FZILX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
44.37%
41.26%
FZILX
VXUS

Key characteristics

Sharpe Ratio

FZILX:

0.70

VXUS:

0.64

Sortino Ratio

FZILX:

1.07

VXUS:

1.01

Omega Ratio

FZILX:

1.15

VXUS:

1.13

Calmar Ratio

FZILX:

0.85

VXUS:

0.80

Martin Ratio

FZILX:

2.63

VXUS:

2.52

Ulcer Index

FZILX:

4.34%

VXUS:

4.29%

Daily Std Dev

FZILX:

16.25%

VXUS:

16.97%

Max Drawdown

FZILX:

-34.37%

VXUS:

-35.97%

Current Drawdown

FZILX:

-1.44%

VXUS:

-1.41%

Returns By Period

In the year-to-date period, FZILX achieves a 8.47% return, which is significantly higher than VXUS's 7.84% return.


FZILX

YTD

8.47%

1M

0.41%

6M

4.18%

1Y

11.92%

5Y*

11.09%

10Y*

N/A

VXUS

YTD

7.84%

1M

0.40%

6M

3.62%

1Y

11.17%

5Y*

10.95%

10Y*

4.75%

*Annualized

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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%.


Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%
Expense ratio chart for FZILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FZILX: 0.00%

Risk-Adjusted Performance

FZILX vs. VXUS — 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 7070
Overall Rank
The Sharpe Ratio Rank of FZILX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 6767
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
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. 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.


The chart of Sharpe ratio for FZILX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.00
FZILX: 0.70
VXUS: 0.64
The chart of Sortino ratio for FZILX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
FZILX: 1.07
VXUS: 1.01
The chart of Omega ratio for FZILX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
FZILX: 1.15
VXUS: 1.13
The chart of Calmar ratio for FZILX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.00
FZILX: 0.85
VXUS: 0.80
The chart of Martin ratio for FZILX, currently valued at 2.63, compared to the broader market0.0010.0020.0030.0040.00
FZILX: 2.63
VXUS: 2.52

The current FZILX Sharpe Ratio is 0.70, which is comparable to the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FZILX and VXUS, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
0.64
FZILX
VXUS

Dividends

FZILX vs. VXUS - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.77%, less than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
FZILX
Fidelity ZERO International Index Fund
2.77%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.44%
-1.41%
FZILX
VXUS

Volatility

FZILX vs. VXUS - Volatility Comparison

The current volatility for Fidelity ZERO International Index Fund (FZILX) is 10.47%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.22%. This indicates that FZILX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.47%
11.22%
FZILX
VXUS