FALGX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Large Cap Fund Class M (FALGX) and Fidelity ZERO Total Market Index Fund (FZROX).
FALGX is managed by Fidelity. It was launched on Feb 20, 1996. FZROX is managed by Fidelity.
Performance
FALGX vs. FZROX - Performance Comparison
Loading graphics...
FALGX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FALGX Fidelity Advisor Large Cap Fund Class M | 0.00% | 19.09% | 18.68% | 22.88% | -8.40% | 25.20% | 8.27% | 31.01% | -13.37% |
FZROX Fidelity ZERO Total Market Index Fund | -6.77% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
FALGX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -1.20%
- 1Y
- 22.17%
- 3Y*
- 17.76%
- 5Y*
- 12.19%
- 10Y*
- 13.44%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FALGX vs. FZROX - Expense Ratio Comparison
FALGX has a 1.05% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FALGX vs. FZROX — Risk / Return Rank
FALGX
FZROX
FALGX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class M (FALGX) 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.
| FALGX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.84 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.30 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.20 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.05 | +0.07 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.11 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FALGX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.84 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.61 | -0.16 |
Correlation
The correlation between FALGX and FZROX is 0.90, 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
FALGX vs. FZROX - Dividend Comparison
FALGX's dividend yield for the trailing twelve months is around 5.76%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FALGX Fidelity Advisor Large Cap Fund Class M | 5.76% | 5.76% | 0.00% | 3.20% | 1.91% | 6.44% | 5.25% | 8.39% | 16.99% | 6.42% | 1.85% | 2.74% |
FZROX Fidelity ZERO Total Market Index Fund | 1.10% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FALGX vs. FZROX - Drawdown Comparison
The maximum FALGX drawdown since its inception was -64.07%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FALGX and FZROX.
Loading graphics...
Drawdown Indicators
| FALGX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -34.96% | -29.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.44% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.78% | -25.12% | +3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | — | — |
Current DrawdownCurrent decline from peak | -4.20% | -8.89% | +4.69% |
Average DrawdownAverage peak-to-trough decline | -14.48% | -5.61% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.56% | +1.37% |
Volatility
FALGX vs. FZROX - Volatility Comparison
The current volatility for Fidelity Advisor Large Cap Fund Class M (FALGX) is 0.00%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.41%. This indicates that FALGX 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.
Loading graphics...
Volatility by Period
| FALGX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.41% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 5.84% | 9.34% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 18.49% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 17.40% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 20.25% | -1.54% |