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FZILX vs. NINDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZILX and NINDX is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FZILX vs. NINDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO International Index Fund (FZILX) and Columbia Large Cap Index Fund (NINDX). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
44.37%
19.59%
FZILX
NINDX

Key characteristics

Sharpe Ratio

FZILX:

0.70

NINDX:

0.13

Sortino Ratio

FZILX:

1.07

NINDX:

0.32

Omega Ratio

FZILX:

1.15

NINDX:

1.05

Calmar Ratio

FZILX:

0.85

NINDX:

0.12

Martin Ratio

FZILX:

2.63

NINDX:

0.40

Ulcer Index

FZILX:

4.34%

NINDX:

6.83%

Daily Std Dev

FZILX:

16.25%

NINDX:

20.11%

Max Drawdown

FZILX:

-34.37%

NINDX:

-55.32%

Current Drawdown

FZILX:

-1.44%

NINDX:

-15.04%

Returns By Period

In the year-to-date period, FZILX achieves a 8.47% return, which is significantly higher than NINDX's -5.78% return.


FZILX

YTD

8.47%

1M

1.32%

6M

4.18%

1Y

11.14%

5Y*

10.58%

10Y*

N/A

NINDX

YTD

-5.78%

1M

-0.94%

6M

-9.93%

1Y

2.11%

5Y*

5.36%

10Y*

5.04%

*Annualized

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FZILX vs. NINDX - Expense Ratio Comparison

FZILX has a 0.00% expense ratio, which is lower than NINDX's 0.20% 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%.


Expense ratio chart for NINDX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NINDX: 0.20%
Expense ratio chart for FZILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FZILX: 0.00%

Risk-Adjusted Performance

FZILX vs. NINDX — Risk-Adjusted Performance Rank

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

FZILX
The Risk-Adjusted Performance Rank of FZILX is 7171
Overall Rank
The Sharpe Ratio Rank of FZILX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 6868
Martin Ratio Rank

NINDX
The Risk-Adjusted Performance Rank of NINDX is 3232
Overall Rank
The Sharpe Ratio Rank of NINDX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of NINDX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of NINDX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of NINDX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of NINDX is 3131
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.

FZILX vs. NINDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and Columbia Large Cap Index Fund (NINDX). 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 chart of Sharpe ratio for FZILX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.00
FZILX: 0.70
NINDX: 0.13
The chart of Sortino ratio for FZILX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
FZILX: 1.07
NINDX: 0.32
The chart of Omega ratio for FZILX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
FZILX: 1.15
NINDX: 1.05
The chart of Calmar ratio for FZILX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.00
FZILX: 0.85
NINDX: 0.12
The chart of Martin ratio for FZILX, currently valued at 2.63, compared to the broader market0.0010.0020.0030.0040.00
FZILX: 2.63
NINDX: 0.40

The current FZILX Sharpe Ratio is 0.70, which is higher than the NINDX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FZILX and NINDX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.70
0.13
FZILX
NINDX

Dividends

FZILX vs. NINDX - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.77%, more than NINDX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
FZILX
Fidelity ZERO International Index Fund
2.77%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%
NINDX
Columbia Large Cap Index Fund
1.35%1.27%1.43%1.71%1.27%1.60%1.93%2.19%1.78%1.94%2.42%1.71%

Drawdowns

FZILX vs. NINDX - Drawdown Comparison

The maximum FZILX drawdown since its inception was -34.37%, smaller than the maximum NINDX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for FZILX and NINDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.44%
-15.04%
FZILX
NINDX

Volatility

FZILX vs. NINDX - Volatility Comparison

The current volatility for Fidelity ZERO International Index Fund (FZILX) is 10.47%, while Columbia Large Cap Index Fund (NINDX) has a volatility of 14.20%. This indicates that FZILX experiences smaller price fluctuations and is considered to be less risky than NINDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.47%
14.20%
FZILX
NINDX