FBRNX vs. FZILX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) and Fidelity ZERO International Index Fund (FZILX).

FBRNX is managed by Fidelity. It was launched on Oct 23, 2012. FZILX is managed by Fidelity.

Performance

FBRNX vs. FZILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) and Fidelity ZERO International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

FBRNX vs. FZILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FBRNX Fidelity Advisor Stock Selector All Cap Fund Class I	-2.81%	18.84%	19.74%	26.90%	-19.59%	22.96%	24.89%	32.20%	-15.18%
FZILX Fidelity ZERO International Index Fund	2.17%	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, FBRNX achieves a -2.81% return, which is significantly lower than FZILX's 2.17% return.

FBRNX

• 1D: 3.26%
• 1M: -5.27%
• YTD: -2.81%
• 6M: 0.86%
• 1Y: 22.60%
• 3Y*: 17.49%
• 5Y*: 10.02%
• 10Y*: 13.63%

FZILX

• 1D: 3.01%
• 1M: -6.87%
• YTD: 2.17%
• 6M: 6.45%
• 1Y: 27.85%
• 3Y*: 16.00%
• 5Y*: 7.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FBRNX vs. FZILX - Expense Ratio Comparison

FBRNX has a 0.62% expense ratio, which is higher than FZILX's 0.00% expense ratio.

FBRNX

Fidelity Advisor Stock Selector All Cap Fund Class I

FZILX

Fidelity ZERO International Index Fund

Return for Risk

FBRNX vs. FZILX — Risk / Return Rank

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

FBRNX

FBRNX Risk / Return Rank: 72
FBRNX Sharpe Ratio Rank: 64
FBRNX Sortino Ratio Rank: 67
FBRNX Omega Ratio Rank: 69
FBRNX Calmar Ratio Rank: 75
FBRNX Martin Ratio Rank: 84

FZILX

FZILX Risk / Return Rank: 87
FZILX Sharpe Ratio Rank: 87
FZILX Sortino Ratio Rank: 86
FZILX Omega Ratio Rank: 84
FZILX Calmar Ratio Rank: 89
FZILX Martin Ratio Rank: 88

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.

FBRNX vs. FZILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) 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.

	FBRNX	FZILX	Difference
Sharpe ratio Return per unit of total volatility	1.23	1.74	-0.51
Sortino ratio Return per unit of downside risk	1.82	2.32	-0.50
Omega ratio Gain probability vs. loss probability	1.28	1.35	-0.07
Calmar ratio Return relative to maximum drawdown	1.92	2.44	-0.52
Martin ratio Return relative to average drawdown	9.22	9.45	-0.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FBRNX vs. FZILX - Sharpe Ratio Comparison

The current FBRNX Sharpe Ratio is 1.23, which is comparable to the FZILX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FBRNX 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.

Sharpe Ratios by Period

	FBRNX	FZILX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	1.74	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.51	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.49	+0.26

Correlation

The correlation between FBRNX and FZILX is 0.80, 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

FBRNX vs. FZILX - Dividend Comparison

FBRNX's dividend yield for the trailing twelve months is around 4.73%, more than FZILX's 2.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBRNX Fidelity Advisor Stock Selector All Cap Fund Class I	4.73%	4.60%	4.66%	1.94%	0.35%	0.00%	5.15%	5.28%	4.39%	3.07%	0.99%	5.06%
FZILX Fidelity ZERO International Index Fund	2.62%	2.67%	3.00%	2.98%	2.71%	2.61%	1.64%	2.37%	0.02%	0.00%	0.00%	0.00%

Drawdowns

FBRNX vs. FZILX - Drawdown Comparison

The maximum FBRNX drawdown since its inception was -34.37%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FBRNX and FZILX.

Drawdown Indicators

	FBRNX	FZILX	Difference
Max Drawdown Largest peak-to-trough decline	-34.37%	-34.37%	0.00%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-11.24%	-1.07%
Max Drawdown (5Y) Largest decline over 5 years	-25.29%	-29.87%	+4.58%
Max Drawdown (10Y) Largest decline over 10 years	-34.37%	—	—
Current Drawdown Current decline from peak	-6.25%	-8.57%	+2.32%
Average Drawdown Average peak-to-trough decline	-4.48%	-6.80%	+2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	2.90%	-0.33%

Volatility

FBRNX vs. FZILX - Volatility Comparison

The current volatility for Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) is 6.13%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 7.90%. This indicates that FBRNX 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.

Volatility by Period

	FBRNX	FZILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	7.90%	-1.77%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	11.25%	-0.86%
Volatility (1Y) Calculated over the trailing 1-year period	18.96%	16.44%	+2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.73%	15.33%	+2.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.53%	17.30%	+1.23%