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FZROX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZROX and BRK-B is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

FZROX vs. BRK-B

Last updated May 25, 2025

Compare and contrast key facts about Fidelity ZERO Total Market Index Fund (FZROX) and Berkshire Hathaway Inc. (BRK-B).

FZROX is managed by Fidelity.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZROX or BRK-B.

Performance

FZROX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO Total Market Index Fund (FZROX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FZROX:

0.56

BRK-B:

1.23

Sortino Ratio

FZROX:

0.83

BRK-B:

1.56

Omega Ratio

FZROX:

1.12

BRK-B:

1.22

Calmar Ratio

FZROX:

0.51

BRK-B:

2.44

Martin Ratio

FZROX:

1.92

BRK-B:

5.90

Ulcer Index

FZROX:

5.15%

BRK-B:

3.64%

Daily Std Dev

FZROX:

20.08%

BRK-B:

19.81%

Max Drawdown

FZROX:

-34.96%

BRK-B:

-53.86%

Current Drawdown

FZROX:

-5.63%

BRK-B:

-6.73%

Returns By Period

In the year-to-date period, FZROX achieves a -1.28% return, which is significantly lower than BRK-B's 11.07% return.

FZROX

YTD

-1.28%

1M

5.95%

6M

-3.21%

1Y

10.34%

3Y*

15.04%

5Y*

15.66%

10Y*

N/A

BRK-B

YTD

11.07%

1M

-5.30%

6M

5.64%

1Y

23.58%

3Y*

17.65%

5Y*

23.54%

10Y*

13.36%

*Annualized

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Fidelity ZERO Total Market Index Fund

Berkshire Hathaway Inc.

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Risk-Adjusted Performance

FZROX vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FZROX
The Risk-Adjusted Performance Rank of FZROX is 5555
Overall Rank
The Sharpe Ratio Rank of FZROX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 5656
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8686
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
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.

FZROX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Total Market Index Fund (FZROX) and Berkshire Hathaway Inc. (BRK-B). 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 current FZROX Sharpe Ratio is 0.56, which is lower than the BRK-B Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FZROX and BRK-B, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FZROX vs. BRK-B - Dividend Comparison

FZROX's dividend yield for the trailing twelve months is around 1.17%, while BRK-B has not paid dividends to shareholders.

TTM2024202320222021202020192018
FZROX
Fidelity ZERO Total Market Index Fund		1.17%1.16%1.36%1.57%1.25%1.27%1.51%0.74%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FZROX vs. BRK-B - Drawdown Comparison

The maximum FZROX drawdown since its inception was -34.96%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FZROX and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FZROX vs. BRK-B - Volatility Comparison

The current volatility for Fidelity ZERO Total Market Index Fund (FZROX) is 4.58%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.42%. This indicates that FZROX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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