FCDTX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Stock Selector Small Cap Fund Class M (FCDTX) and Fidelity ZERO Total Market Index Fund (FZROX).
FCDTX is managed by Fidelity. It was launched on May 2, 2007. FZROX is managed by Fidelity.
Performance
FCDTX vs. FZROX - Performance Comparison
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FCDTX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FCDTX Fidelity Advisor Stock Selector Small Cap Fund Class M | 4.00% | 13.73% | 13.89% | 18.79% | -18.70% | 24.02% | 21.08% | 29.68% | -18.67% |
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, FCDTX achieves a 4.00% return, which is significantly higher than FZROX's -3.98% return.
FCDTX
- 1D
- 3.73%
- 1M
- -5.40%
- YTD
- 4.00%
- 6M
- 9.42%
- 1Y
- 30.03%
- 3Y*
- 15.27%
- 5Y*
- 7.15%
- 10Y*
- 11.40%
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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FCDTX vs. FZROX - Expense Ratio Comparison
FCDTX has a 1.46% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FCDTX vs. FZROX — Risk / Return Rank
FCDTX
FZROX
FCDTX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Small Cap Fund Class M (FCDTX) 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.
| FCDTX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.98 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.50 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.51 | +0.65 |
Martin ratioReturn relative to average drawdown | 9.13 | 7.28 | +1.85 |
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
| FCDTX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.98 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.62 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.63 | -0.32 |
Correlation
The correlation between FCDTX and FZROX is 0.88, 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
FCDTX vs. FZROX - Dividend Comparison
FCDTX's dividend yield for the trailing twelve months is around 0.40%, less than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCDTX Fidelity Advisor Stock Selector Small Cap Fund Class M | 0.40% | 0.42% | 2.47% | 0.00% | 0.04% | 11.15% | 1.50% | 1.91% | 23.15% | 10.48% | 1.20% | 6.83% |
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
FCDTX vs. FZROX - Drawdown Comparison
The maximum FCDTX drawdown since its inception was -65.78%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FCDTX and FZROX.
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Drawdown Indicators
| FCDTX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.78% | -34.96% | -30.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -12.44% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -30.78% | -25.12% | -5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.48% | — | — |
Current DrawdownCurrent decline from peak | -6.50% | -6.16% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -5.61% | -6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.58% | +0.70% |
Volatility
FCDTX vs. FZROX - Volatility Comparison
Fidelity Advisor Stock Selector Small Cap Fund Class M (FCDTX) has a higher volatility of 8.00% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FCDTX'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
| FCDTX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 5.52% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 9.81% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 18.68% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 17.45% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.82% | 20.28% | +1.54% |