MBLY vs. FZROX
MBLY (Mobileye Global Inc. Class A Common Stock) is a stock, while FZROX (Fidelity ZERO Total Market Index Fund) is Large Cap Blend Equities fund managed by Fidelity. Over the past 3 years, MBLY returned -38.55%/yr vs 20.77%/yr for FZROX. At a 0.44 correlation, their price movements are largely independent.
Performance
MBLY vs. FZROX - Performance Comparison
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Returns By Period
In the year-to-date period, MBLY achieves a -6.61% return, which is significantly lower than FZROX's 11.89% return.
MBLY
- 1D
- 2.09%
- 1M
- 4.39%
- 6M
- -14.77%
- YTD
- -6.61%
- 1Y
- -39.48%
- 3Y*
- -38.55%
- 5Y*
- —
- 10Y*
- —
FZROX
- 1D
- 0.34%
- 1M
- 2.01%
- 6M
- 9.39%
- YTD
- 11.89%
- 1Y
- 22.78%
- 3Y*
- 20.77%
- 5Y*
- 12.32%
- 10Y*
- —
MBLY vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MBLY Mobileye Global Inc. Class A Common Stock | -6.61% | -47.59% | -54.02% | 23.56% | 31.26% |
FZROX Fidelity ZERO Total Market Index Fund | 11.89% | 17.23% | 23.94% | 26.20% | -0.32% |
Correlation
The correlation between MBLY and FZROX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022 | 0.44 |
The correlation between MBLY and FZROX has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.
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Return for Risk
MBLY vs. FZROX — Risk / Return Rank
MBLY
FZROX
MBLY vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mobileye Global Inc. Class A Common Stock (MBLY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MBLY | FZROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.31 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.52 | -3.17 |
| Martin ratioReturn relative to average drawdown | -1.08 | 11.05 | -12.14 |
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Drawdowns
MBLY vs. FZROX - Drawdown Comparison
The maximum MBLY drawdown since its inception was -86.05%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for MBLY and FZROX.
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Drawdown Indicators
| MBLY | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.05% | -34.96% | -51.09% |
Max Drawdown (1Y)Largest decline over 1 year | -60.41% | -8.89% | -51.52% |
Max Drawdown (3Y)Largest decline over 3 years | -85.21% | -19.38% | -65.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.12% | — |
Current DrawdownCurrent decline from peak | -79.26% | -0.11% | -79.15% |
Average DrawdownAverage peak-to-trough decline | -48.00% | -5.46% | -42.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.44% | 2.02% | +34.42% |
Volatility
MBLY vs. FZROX - Volatility Comparison
Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 23.45% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.31%. This indicates that MBLY's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBLY | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.45% | 4.31% | +19.14% |
Volatility (6M)Calculated over the trailing 6-month period | 42.76% | 10.19% | +32.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.63% | 12.89% | +40.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.09% | 17.54% | +43.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.09% | 20.08% | +41.01% |
Dividends
MBLY vs. FZROX - Dividend Comparison
MBLY has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 0.91% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% |
MBLY Mobileye Global Inc. Class A Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MBLY and FZROX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBLY has higher volatility (23.45%) compared to FZROX (4.31%). In terms of maximum drawdown, MBLY dropped -86.05% vs FZROX's -34.96%.
FZROX currently has the higher Sharpe Ratio (1.74 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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