VTI vs. FZROX
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Fidelity ZERO Total Market Index Fund (FZROX).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. FZROX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTI or FZROX.
Performance
VTI vs. FZROX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VTI having a 24.77% return and FZROX slightly higher at 24.91%.
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
FZROX
24.91%
1.76%
12.52%
32.78%
15.07%
N/A
Key characteristics
| VTI | FZROX | |
|---|---|---|
| Sharpe Ratio | 2.58 | 2.57 |
| Sortino Ratio | 3.45 | 3.44 |
| Omega Ratio | 1.48 | 1.47 |
| Calmar Ratio | 3.76 | 3.77 |
| Martin Ratio | 16.48 | 16.41 |
| Ulcer Index | 1.96% | 1.97% |
| Daily Std Dev | 12.50% | 12.57% |
| Max Drawdown | -55.45% | -34.96% |
| Current Drawdown | -1.53% | -1.47% |
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VTI vs. FZROX - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is higher than FZROX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VTI and FZROX is 0.99, 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.
Risk-Adjusted Performance
VTI vs. FZROX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.
Dividends
VTI vs. FZROX - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.28%, more than FZROX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
FZROX Fidelity ZERO Total Market Index Fund | 1.09% | 1.36% | 1.57% | 1.08% | 1.27% | 1.45% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTI vs. FZROX - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for VTI and FZROX. For additional features, visit the drawdowns tool.
Volatility
VTI vs. FZROX - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.28% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.