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FAGAX vs. FZILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGAX vs. FZILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and Fidelity ZERO International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

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FAGAX vs. FZILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
-13.66%22.17%38.71%45.14%-38.40%11.31%68.60%40.26%-6.27%
FZILX
Fidelity ZERO International Index Fund
-0.81%33.52%5.32%16.28%-15.96%8.19%11.06%21.69%-9.38%

Returns By Period

In the year-to-date period, FAGAX achieves a -13.66% return, which is significantly lower than FZILX's -0.81% return.


FAGAX

1D
-1.17%
1M
-9.95%
YTD
-13.66%
6M
-12.33%
1Y
18.39%
3Y*
22.90%
5Y*
7.34%
10Y*
18.64%

FZILX

1D
-0.14%
1M
-11.08%
YTD
-0.81%
6M
3.98%
1Y
24.73%
3Y*
14.86%
5Y*
7.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGAX vs. FZILX - Expense Ratio Comparison

FAGAX has a 1.04% expense ratio, which is higher than FZILX's 0.00% expense ratio.


Return for Risk

FAGAX vs. FZILX — Risk / Return Rank

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

FAGAX
FAGAX Risk / Return Rank: 3535
Overall Rank
FAGAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FAGAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FAGAX Omega Ratio Rank: 3838
Omega Ratio Rank
FAGAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FAGAX Martin Ratio Rank: 3232
Martin Ratio Rank

FZILX
FZILX Risk / Return Rank: 8080
Overall Rank
FZILX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FZILX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FZILX Omega Ratio Rank: 7878
Omega Ratio Rank
FZILX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FZILX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAGAX vs. FZILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and Fidelity ZERO International Index Fund (FZILX). 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.


FAGAXFZILXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.47

-0.72

Sortino ratio

Return per unit of downside risk

1.19

1.98

-0.79

Omega ratio

Gain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratio

Return relative to maximum drawdown

0.93

1.97

-1.04

Martin ratio

Return relative to average drawdown

3.40

7.73

-4.33

FAGAX vs. FZILX - Sharpe Ratio Comparison

The current FAGAX Sharpe Ratio is 0.75, which is lower than the FZILX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FAGAX and FZILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAGAXFZILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.47

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.48

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.47

-0.02

Correlation

The correlation between FAGAX and FZILX is 0.72, 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

FAGAX vs. FZILX - Dividend Comparison

FAGAX's dividend yield for the trailing twelve months is around 4.76%, more than FZILX's 2.70% yield.


TTM20252024202320222021202020192018201720162015
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
4.76%4.11%0.00%0.00%0.00%10.19%5.45%4.10%11.99%7.67%15.44%11.12%
FZILX
Fidelity ZERO International Index Fund
2.70%2.67%3.00%2.98%2.71%2.61%1.64%2.37%0.02%0.00%0.00%0.00%

Drawdowns

FAGAX vs. FZILX - Drawdown Comparison

The maximum FAGAX drawdown since its inception was -65.24%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FAGAX and FZILX.


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Drawdown Indicators


FAGAXFZILXDifference

Max Drawdown

Largest peak-to-trough decline

-65.24%

-34.37%

-30.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-11.24%

-4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-44.70%

-29.87%

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-44.70%

Current Drawdown

Current decline from peak

-16.19%

-11.24%

-4.95%

Average Drawdown

Average peak-to-trough decline

-15.27%

-6.80%

-8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

2.86%

+1.57%

Volatility

FAGAX vs. FZILX - Volatility Comparison

The current volatility for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) is 6.78%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 7.19%. This indicates that FAGAX experiences smaller price fluctuations and is considered to be less risky than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGAXFZILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

7.19%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

10.87%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

16.21%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

15.27%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

17.27%

+6.51%