PortfoliosLab logo
RYH vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYH and FZROX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

RYH vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Health Care ETF (RYH) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
51.28%
105.79%
RYH
FZROX

Key characteristics

Returns By Period


RYH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FZROX

YTD

-6.82%

1M

-5.10%

6M

-5.17%

1Y

8.87%

5Y*

15.59%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RYH vs. FZROX - Expense Ratio Comparison

RYH has a 0.40% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Expense ratio chart for RYH: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYH: 0.40%
Expense ratio chart for FZROX: 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%
FZROX: 0.00%

Risk-Adjusted Performance

RYH vs. FZROX — Risk-Adjusted Performance Rank

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

RYH
The Risk-Adjusted Performance Rank of RYH is 1515
Overall Rank
The Sharpe Ratio Rank of RYH is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RYH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of RYH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of RYH is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RYH is 1515
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 6262
Overall Rank
The Sharpe Ratio Rank of FZROX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6161
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.

RYH vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Health Care ETF (RYH) 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.


The chart of Calmar ratio for RYH, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
RYH: 0.00
FZROX: 0.53


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
RYH
FZROX

Dividends

RYH vs. FZROX - Dividend Comparison

RYH has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.00%0.00%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%
FZROX
Fidelity ZERO Total Market Index Fund
1.24%1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%

Drawdowns

RYH vs. FZROX - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.07%
-10.93%
RYH
FZROX

Volatility

RYH vs. FZROX - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Health Care ETF (RYH) is 0.00%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 14.39%. This indicates that RYH experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
14.39%
RYH
FZROX