FZROX vs. VTI
Compare and contrast key facts about Fidelity ZERO Total Market Index Fund (FZROX) and Vanguard Total Stock Market ETF (VTI).
FZROX is managed by Fidelity. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZROX or VTI.
Performance
FZROX vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FZROX having a 23.71% return and VTI slightly lower at 23.63%.
FZROX
23.71%
0.83%
11.44%
32.42%
14.76%
N/A
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| FZROX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.58 |
| Sortino Ratio | 3.44 | 3.45 |
| Omega Ratio | 1.47 | 1.48 |
| Calmar Ratio | 3.77 | 3.76 |
| Martin Ratio | 16.47 | 16.56 |
| Ulcer Index | 1.96% | 1.95% |
| Daily Std Dev | 12.58% | 12.51% |
| Max Drawdown | -34.96% | -55.45% |
| Current Drawdown | -2.42% | -2.43% |
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FZROX vs. VTI - Expense Ratio Comparison
FZROX has a 0.00% expense ratio, which is lower than VTI's 0.03% 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%.
Correlation
The correlation between FZROX and VTI is 0.99, 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.
Risk-Adjusted Performance
FZROX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Total Market Index Fund (FZROX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
FZROX vs. VTI - Dividend Comparison
FZROX's dividend yield for the trailing twelve months is around 1.10%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 1.10% | 1.36% | 1.57% | 1.08% | 1.27% | 1.45% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FZROX vs. VTI - Drawdown Comparison
The maximum FZROX drawdown since its inception was -34.96%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FZROX and VTI. For additional features, visit the drawdowns tool.
Volatility
FZROX vs. VTI - Volatility Comparison
Fidelity ZERO Total Market Index Fund (FZROX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.25% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.