FZROX vs. FDIV
Compare and contrast key facts about Fidelity ZERO Total Market Index Fund (FZROX) and MarketDesk Focused U.S. Dividend ETF (FDIV).
FZROX is managed by Fidelity. FDIV is an actively managed fund by MarketDesk. It was launched on Sep 19, 2023.
Performance
FZROX vs. FDIV - Performance Comparison
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FZROX vs. FDIV - 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% |
FDIV MarketDesk Focused U.S. Dividend ETF | -0.87% | 2.95% | -37.35% | 6.78% | -9.97% | 10.20% | -2.84% | 15.78% | -5.09% |
Returns By Period
In the year-to-date period, FZROX achieves a -3.98% return, which is significantly lower than FDIV's -0.87% return.
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
FDIV
- 1D
- -0.09%
- 1M
- -5.97%
- YTD
- -0.87%
- 6M
- 0.70%
- 1Y
- 2.39%
- 3Y*
- -12.52%
- 5Y*
- -8.24%
- 10Y*
- -1.90%
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FZROX vs. FDIV - Expense Ratio Comparison
FZROX has a 0.00% expense ratio, which is lower than FDIV's 0.35% expense ratio.
Return for Risk
FZROX vs. FDIV — Risk / Return Rank
FZROX
FDIV
FZROX vs. FDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Total Market Index Fund (FZROX) and MarketDesk Focused U.S. Dividend ETF (FDIV). 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 | FDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.14 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.34 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.19 | +1.32 |
Martin ratioReturn relative to average drawdown | 7.28 | 0.67 | +6.61 |
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 | FDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.14 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | -0.40 | +1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | -0.09 | +0.71 |
Correlation
The correlation between FZROX and FDIV is 0.56, 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.
Dividends
FZROX vs. FDIV - Dividend Comparison
FZROX's dividend yield for the trailing twelve months is around 1.07%, less than FDIV's 2.93% 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% |
FDIV MarketDesk Focused U.S. Dividend ETF | 2.93% | 2.95% | 4.12% | 4.63% | 3.81% | 3.79% | 4.17% | 3.93% | 5.13% | 3.81% | 3.84% | 4.13% |
Drawdowns
FZROX vs. FDIV - Drawdown Comparison
The maximum FZROX drawdown since its inception was -34.96%, smaller than the maximum FDIV drawdown of -47.90%. Use the drawdown chart below to compare losses from any high point for FZROX and FDIV.
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Drawdown Indicators
| FZROX | FDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.96% | -47.90% | +12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -13.03% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -47.90% | +22.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.90% | — |
Current DrawdownCurrent decline from peak | -6.16% | -39.03% | +32.87% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -10.76% | +5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.76% | -1.18% |
Volatility
FZROX vs. FDIV - Volatility Comparison
Fidelity ZERO Total Market Index Fund (FZROX) has a higher volatility of 5.52% compared to MarketDesk Focused U.S. Dividend ETF (FDIV) at 3.71%. This indicates that FZROX's price experiences larger fluctuations and is considered to be riskier than FDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZROX | FDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.71% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 8.31% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 17.41% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 20.68% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 17.58% | +2.70% |