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FZROX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZROX and VIGAX is 0.94, 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.


Performance

FZROX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO Total Market Index Fund (FZROX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
112.84%
161.83%
FZROX
VIGAX

Key characteristics

Sharpe Ratio

FZROX:

0.51

VIGAX:

0.55

Sortino Ratio

FZROX:

0.85

VIGAX:

0.91

Omega Ratio

FZROX:

1.12

VIGAX:

1.13

Calmar Ratio

FZROX:

0.52

VIGAX:

0.58

Martin Ratio

FZROX:

2.00

VIGAX:

2.00

Ulcer Index

FZROX:

5.05%

VIGAX:

6.71%

Daily Std Dev

FZROX:

19.72%

VIGAX:

25.09%

Max Drawdown

FZROX:

-34.96%

VIGAX:

-50.66%

Current Drawdown

FZROX:

-7.88%

VIGAX:

-9.19%

Returns By Period

In the year-to-date period, FZROX achieves a -3.63% return, which is significantly higher than VIGAX's -5.39% return.


FZROX

YTD

-3.63%

1M

14.26%

6M

-5.11%

1Y

10.04%

5Y*

15.43%

10Y*

N/A

VIGAX

YTD

-5.39%

1M

17.99%

6M

-4.36%

1Y

13.69%

5Y*

16.69%

10Y*

14.64%

*Annualized

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FZROX vs. VIGAX - Expense Ratio Comparison

FZROX has a 0.00% expense ratio, which is lower than VIGAX's 0.05% 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%.


Risk-Adjusted Performance

FZROX vs. VIGAX — 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 5858
Overall Rank
The Sharpe Ratio Rank of FZROX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 5757
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 6060
Overall Rank
The Sharpe Ratio Rank of VIGAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 5757
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. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Total Market Index Fund (FZROX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 0.51, which is comparable to the VIGAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FZROX and VIGAX, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.51
0.55
FZROX
VIGAX

Dividends

FZROX vs. VIGAX - Dividend Comparison

FZROX's dividend yield for the trailing twelve months is around 1.20%, more than VIGAX's 0.49% yield.


TTM20242023202220212020201920182017201620152014
FZROX
Fidelity ZERO Total Market Index Fund
1.20%1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.49%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

FZROX vs. VIGAX - Drawdown Comparison

The maximum FZROX drawdown since its inception was -34.96%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FZROX and VIGAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.88%
-9.19%
FZROX
VIGAX

Volatility

FZROX vs. VIGAX - Volatility Comparison

The current volatility for Fidelity ZERO Total Market Index Fund (FZROX) is 11.33%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 13.95%. This indicates that FZROX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.33%
13.95%
FZROX
VIGAX