FADCX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class C (FADCX) and Fidelity ZERO Total Market Index Fund (FZROX).
FADCX is managed by Fidelity. It was launched on Dec 17, 1998. FZROX is managed by Fidelity.
Performance
FADCX vs. FZROX - Performance Comparison
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FADCX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FADCX Fidelity Advisor Diversified International Fund Class C | -4.15% | 26.30% | 5.35% | 16.16% | -24.48% | 11.75% | 18.38% | 28.46% | -11.86% |
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
The year-to-date returns for both investments are quite close, with FADCX having a -4.15% return and FZROX slightly higher at -3.98%.
FADCX
- 1D
- 0.16%
- 1M
- -12.10%
- YTD
- -4.15%
- 6M
- -0.32%
- 1Y
- 15.46%
- 3Y*
- 10.94%
- 5Y*
- 4.60%
- 10Y*
- 7.17%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
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FADCX vs. FZROX - Expense Ratio Comparison
FADCX has a 1.95% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FADCX vs. FZROX — Risk / Return Rank
FADCX
FZROX
FADCX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class C (FADCX) 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.
| FADCX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.98 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.50 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.51 | -0.52 |
Martin ratioReturn relative to average drawdown | 3.97 | 7.28 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FADCX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.98 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.62 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.63 | -0.28 |
Correlation
The correlation between FADCX and FZROX is 0.81, 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.
Dividends
FADCX vs. FZROX - Dividend Comparison
FADCX's dividend yield for the trailing twelve months is around 14.83%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FADCX Fidelity Advisor Diversified International Fund Class C | 14.83% | 14.21% | 5.74% | 3.42% | 1.92% | 10.13% | 0.00% | 0.34% | 4.01% | 0.19% | 0.42% |
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
FADCX vs. FZROX - Drawdown Comparison
The maximum FADCX drawdown since its inception was -61.77%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FADCX and FZROX.
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Drawdown Indicators
| FADCX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.77% | -34.96% | -26.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.44% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -35.88% | -25.12% | -10.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | — | — |
Current DrawdownCurrent decline from peak | -12.50% | -6.16% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -14.60% | -5.61% | -8.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.58% | +0.59% |
Volatility
FADCX vs. FZROX - Volatility Comparison
Fidelity Advisor Diversified International Fund Class C (FADCX) has a higher volatility of 8.17% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FADCX'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.
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Volatility by Period
| FADCX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 5.52% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 9.81% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 18.68% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 17.45% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 20.28% | -3.40% |