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

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.


Performance

VTI vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VTI:

0.62

FZROX:

0.63

Sortino Ratio

VTI:

1.00

FZROX:

1.00

Omega Ratio

VTI:

1.15

FZROX:

1.15

Calmar Ratio

VTI:

0.64

FZROX:

0.65

Martin Ratio

VTI:

2.41

FZROX:

2.43

Ulcer Index

VTI:

5.15%

FZROX:

5.15%

Daily Std Dev

VTI:

20.42%

FZROX:

20.19%

Max Drawdown

VTI:

-55.45%

FZROX:

-34.96%

Current Drawdown

VTI:

-3.69%

FZROX:

-3.66%

Returns By Period

In the year-to-date period, VTI achieves a 0.73% return, which is significantly lower than FZROX's 0.79% return.


VTI

YTD

0.73%

1M

7.49%

6M

-2.07%

1Y

12.58%

3Y*

13.53%

5Y*

15.39%

10Y*

12.19%

FZROX

YTD

0.79%

1M

7.49%

6M

-2.03%

1Y

12.64%

3Y*

13.65%

5Y*

15.55%

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.


Vanguard Total Stock Market ETF

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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VTI vs. FZROX — Risk-Adjusted Performance Rank

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

VTI
The Risk-Adjusted Performance Rank of VTI is 6767
Overall Rank
The Sharpe Ratio Rank of VTI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 6464
Overall Rank
The Sharpe Ratio Rank of FZROX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6464
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.

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.


The current VTI Sharpe Ratio is 0.62, which is comparable to the FZROX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VTI and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VTI vs. FZROX - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.29%, more than FZROX's 1.15% yield.


TTM20242023202220212020201920182017201620152014
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
FZROX
Fidelity ZERO Total Market Index Fund
1.15%1.16%1.36%1.57%1.25%1.27%1.51%0.74%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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VTI vs. FZROX - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.81% and 4.91%, 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.


Loading data...