FZROX vs. DFIEX
Compare and contrast key facts about Fidelity ZERO Total Market Index Fund (FZROX) and DFA International Core Equity Portfolio I (DFIEX).
FZROX is managed by Fidelity. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FZROX vs. DFIEX - Performance Comparison
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FZROX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -12.59% |
Returns By Period
In the year-to-date period, FZROX achieves a -3.98% return, which is significantly lower than DFIEX's 2.80% return.
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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FZROX vs. DFIEX - Expense Ratio Comparison
FZROX has a 0.00% expense ratio, which is lower than DFIEX's 0.24% 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
FZROX vs. DFIEX — Risk / Return Rank
FZROX
DFIEX
FZROX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Total Market Index Fund (FZROX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| FZROX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.95 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.55 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.57 | -1.06 |
Martin ratioReturn relative to average drawdown | 7.28 | 10.07 | -2.80 |
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
| FZROX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.95 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.60 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.35 | +0.28 |
Correlation
The correlation between FZROX and DFIEX 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.
Dividends
FZROX vs. DFIEX - Dividend Comparison
FZROX's dividend yield for the trailing twelve months is around 1.07%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FZROX vs. DFIEX - Drawdown Comparison
The maximum FZROX drawdown since its inception was -34.96%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FZROX and DFIEX.
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Drawdown Indicators
| FZROX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.96% | -62.22% | +27.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -11.01% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -28.66% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -6.16% | -7.75% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -12.26% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.81% | -0.23% |
Volatility
FZROX vs. DFIEX - Volatility Comparison
The current volatility for Fidelity ZERO Total Market Index Fund (FZROX) is 5.52%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FZROX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZROX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 7.09% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 10.45% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 15.90% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 15.65% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 16.35% | +3.93% |