PortfoliosLab logoPortfoliosLab logo
KLG vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLG vs. FZROX - Performance Comparison

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

Loading graphics...

KLG vs. FZROX - Yearly Performance Comparison


2026 (YTD)202520242023
KLG
WK Kellogg Co
0.00%0.00%0.00%-21.47%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%12.62%

Returns By Period


KLG

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KLG vs. FZROX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KLG

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KLG vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WK Kellogg Co (KLG) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KLG vs. FZROX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


KLGFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Correlation

The correlation between KLG and FZROX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KLG vs. FZROX - Dividend Comparison

KLG has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.10%.


TTM2025202420232022202120202019
KLG
WK Kellogg Co
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%

Drawdowns

KLG vs. FZROX - Drawdown Comparison


Loading graphics...

Drawdown Indicators


KLGFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

Current Drawdown

Current decline from peak

-8.89%

Average Drawdown

Average peak-to-trough decline

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

KLG vs. FZROX - Volatility Comparison


Loading graphics...

Volatility by Period


KLGFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%