FBRNX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) and Fidelity ZERO Total Market Index Fund (FZROX).
FBRNX is managed by Fidelity. It was launched on Oct 23, 2012. FZROX is managed by Fidelity.
Performance
FBRNX vs. FZROX - Performance Comparison
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FBRNX vs. FZROX - 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% |
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
In the year-to-date period, FBRNX achieves a -2.81% return, which is significantly higher than FZROX's -3.98% 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%
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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FBRNX vs. FZROX - Expense Ratio Comparison
FBRNX has a 0.62% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FBRNX vs. FZROX — Risk / Return Rank
FBRNX
FZROX
FBRNX vs. FZROX - 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 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.
| FBRNX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.98 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.50 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.51 | +0.41 |
Martin ratioReturn relative to average drawdown | 9.22 | 7.28 | +1.94 |
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
| FBRNX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.98 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.62 | -0.05 |
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 | 0.63 | +0.13 |
Correlation
The correlation between FBRNX 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.
Dividends
FBRNX vs. FZROX - Dividend Comparison
FBRNX's dividend yield for the trailing twelve months is around 4.73%, more than FZROX's 1.07% 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% |
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% | 0.00% |
Drawdowns
FBRNX vs. FZROX - Drawdown Comparison
The maximum FBRNX drawdown since its inception was -34.37%, roughly equal to the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FBRNX and FZROX.
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Drawdown Indicators
| FBRNX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -34.96% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.44% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -25.12% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.37% | — | — |
Current DrawdownCurrent decline from peak | -6.25% | -6.16% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -5.61% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.58% | -0.01% |
Volatility
FBRNX vs. FZROX - Volatility Comparison
Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) has a higher volatility of 6.13% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FBRNX'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
| FBRNX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 5.52% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 9.81% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 18.68% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 17.45% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 20.28% | -1.75% |