MBLY vs. FZROX

Last updated Aug 1, 2026

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 -40.80%/yr vs 18.70%/yr for FZROX. Their 0.44 correlation means their historical movements had little consistent relationship.

Performance

MBLY vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mobileye Global Inc. Class A Common Stock (MBLY) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MBLY achieves a -23.95% return, which is significantly lower than FZROX's 9.94% return.

MBLY

• 1D: 0.51%
• 1M: -17.03%
• 6M: -11.58%
• YTD: -23.95%
• 1Y: -43.00%
• 3Y*: -40.80%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -27.57%

FZROX

• 1D: 1.64%
• 1M: -0.73%
• 6M: 8.29%
• YTD: 9.94%
• 1Y: 21.21%
• 3Y*: 18.70%
• 5Y*: 11.84%
• 10Y*: —
• ALL TIME*: 13.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FZROX Fidelity ZERO Total Market Index Fund	$0.00	$0.00	$0.00
MBLY Mobileye Global Inc. Class A Common Stock	$80.94M	$73.34M	$64.39M

MBLY vs. FZROX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MBLY Mobileye Global Inc. Class A Common Stock	-23.95%	-47.59%	-54.02%	23.56%	31.26%
FZROX Fidelity ZERO Total Market Index Fund	9.94%	17.23%	23.94%	26.20%	-0.32%

Correlation

The correlation between MBLY and FZROX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	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 0.53 - a consistent structural relationship.

Return for Risk

MBLY vs. FZROX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MBLY

MBLY Risk / Return Rank: 12
MBLY Sharpe Ratio Rank: 10
MBLY Sortino Ratio Rank: 12
MBLY Omega Ratio Rank: 13
MBLY Calmar Ratio Rank: 14
MBLY Martin Ratio Rank: 12

FZROX

FZROX Risk / Return Rank: 64
FZROX Sharpe Ratio Rank: 61
FZROX Sortino Ratio Rank: 58
FZROX Omega Ratio Rank: 58
FZROX Calmar Ratio Rank: 67
FZROX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	-0.79	1.43	-2.21
Sortino ratio: Return per unit of downside risk	-1.06	2.00	-3.06
Omega ratio: Gain probability vs. loss probability	0.88	1.26	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.77	2.12	-2.89
Martin ratio: Return relative to average drawdown	-1.29	9.14	-10.43

MBLY vs. FZROX - Sharpe Ratio Comparison

The current MBLY Sharpe Ratio is -0.79, which is lower than the FZROX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of MBLY and FZROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	MBLY	FZROX	Difference
Max Drawdown Largest peak-to-trough decline	-86.05%	-34.96%	-51.09%
Max Drawdown (1Y) Largest decline over 1 year	-57.79%	-8.89%	-48.90%
Max Drawdown (3Y) Largest decline over 3 years	-85.08%	-19.38%	-65.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.12%	—
Current Drawdown Current decline from peak	-83.11%	-1.85%	-81.26%
Average Drawdown Average peak-to-trough decline	-48.50%	-5.43%	-43.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.46%	2.06%	+32.40%

Volatility

MBLY vs. FZROX - Volatility Comparison

Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 23.84% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.43%. 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.

Volatility by Period

	MBLY	FZROX	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.84%	3.43%	+20.41%
Volatility (6M) Calculated over the trailing 6-month period	45.83%	10.34%	+35.49%
Volatility (1Y) Calculated over the trailing 1-year period	56.56%	13.19%	+43.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.59%	17.54%	+44.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.59%	20.04%	+41.55%

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 0.93%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FZROX Fidelity ZERO Total Market Index Fund	0.93%	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

Can I hold both MBLY and FZROX in my portfolio?

MBLY and FZROX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MBLY or FZROX?

MBLY has higher volatility (23.84%) compared to FZROX (3.43%). In terms of maximum drawdown, MBLY dropped -86.05% vs FZROX's -34.96%.

Which has better risk-adjusted returns?

FZROX currently has the higher Sharpe Ratio (1.43 vs -0.79), 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.