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FZIPX vs. VXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZIPX vs. VXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO Extended Market Index Fund (FZIPX) and Vanguard Extended Market ETF (VXF). The values are adjusted to include any dividend payments, if applicable.

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FZIPX vs. VXF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FZIPX
Fidelity ZERO Extended Market Index Fund
-1.78%12.51%12.39%18.13%-18.01%21.31%16.64%26.50%-17.57%
VXF
Vanguard Extended Market ETF
-1.27%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-18.21%

Returns By Period

In the year-to-date period, FZIPX achieves a -1.78% return, which is significantly lower than VXF's -1.27% return.


FZIPX

1D
-1.26%
1M
-8.55%
YTD
-1.78%
6M
0.33%
1Y
18.79%
3Y*
12.32%
5Y*
5.14%
10Y*

VXF

1D
3.44%
1M
-4.60%
YTD
-1.27%
6M
-1.07%
1Y
20.89%
3Y*
15.08%
5Y*
3.98%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZIPX vs. VXF - Expense Ratio Comparison

FZIPX has a 0.00% expense ratio, which is lower than VXF's 0.06% 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

FZIPX vs. VXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FZIPX
FZIPX Risk / Return Rank: 4646
Overall Rank
FZIPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FZIPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FZIPX Omega Ratio Rank: 4141
Omega Ratio Rank
FZIPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FZIPX Martin Ratio Rank: 5151
Martin Ratio Rank

VXF
VXF Risk / Return Rank: 5858
Overall Rank
VXF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 5858
Sortino Ratio Rank
VXF Omega Ratio Rank: 5555
Omega Ratio Rank
VXF Calmar Ratio Rank: 6060
Calmar Ratio Rank
VXF Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FZIPX vs. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Extended Market Index Fund (FZIPX) and Vanguard Extended Market ETF (VXF). 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.


FZIPXVXFDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.91

-0.05

Sortino ratio

Return per unit of downside risk

1.33

1.41

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.15

1.39

-0.24

Martin ratio

Return relative to average drawdown

4.98

5.72

-0.74

FZIPX vs. VXF - Sharpe Ratio Comparison

The current FZIPX Sharpe Ratio is 0.86, which is comparable to the VXF Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FZIPX and VXF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FZIPXVXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.91

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.18

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.43

-0.10

Correlation

The correlation between FZIPX and VXF is 0.97, 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

FZIPX vs. VXF - Dividend Comparison

FZIPX's dividend yield for the trailing twelve months is around 1.27%, more than VXF's 1.18% yield.


TTM20252024202320222021202020192018201720162015
FZIPX
Fidelity ZERO Extended Market Index Fund
1.27%1.24%1.22%1.43%1.64%6.97%2.15%1.80%0.50%0.00%0.00%0.00%
VXF
Vanguard Extended Market ETF
1.18%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Drawdowns

FZIPX vs. VXF - Drawdown Comparison

The maximum FZIPX drawdown since its inception was -42.71%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for FZIPX and VXF.


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Drawdown Indicators


FZIPXVXFDifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-58.03%

+15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-14.68%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

-36.39%

+8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-9.61%

-7.12%

-2.49%

Average Drawdown

Average peak-to-trough decline

-9.09%

-9.61%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.56%

-0.25%

Volatility

FZIPX vs. VXF - Volatility Comparison

The current volatility for Fidelity ZERO Extended Market Index Fund (FZIPX) is 6.41%, while Vanguard Extended Market ETF (VXF) has a volatility of 7.00%. This indicates that FZIPX experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZIPXVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

7.00%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

13.49%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

23.05%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

22.36%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

22.26%

+1.69%