FDTEX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class M (FDTEX) and Fidelity ZERO Total Market Index Fund (FZROX).
FDTEX is managed by Fidelity. It was launched on Jul 12, 2005. FZROX is managed by Fidelity.
Performance
FDTEX vs. FZROX - Performance Comparison
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FDTEX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDTEX Fidelity Advisor Diversified Stock Fund Class M | -5.84% | 13.31% | 48.66% | 27.49% | -20.43% | 27.39% | 26.58% | 27.30% | -14.39% |
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
In the year-to-date period, FDTEX achieves a -5.84% return, which is significantly higher than FZROX's -6.77% return.
FDTEX
- 1D
- -0.71%
- 1M
- -8.71%
- YTD
- -5.84%
- 6M
- -3.55%
- 1Y
- 15.04%
- 3Y*
- 23.77%
- 5Y*
- 13.86%
- 10Y*
- 15.50%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
- —
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FDTEX vs. FZROX - Expense Ratio Comparison
FDTEX has a 1.13% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FDTEX vs. FZROX — Risk / Return Rank
FDTEX
FZROX
FDTEX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class M (FDTEX) 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.
| FDTEX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.30 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.05 | -0.02 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.11 | -0.55 |
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
| FDTEX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.13 |
Correlation
The correlation between FDTEX and FZROX is 0.95, 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
FDTEX vs. FZROX - Dividend Comparison
FDTEX's dividend yield for the trailing twelve months is around 6.87%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTEX Fidelity Advisor Diversified Stock Fund Class M | 6.87% | 6.47% | 28.65% | 3.15% | 8.76% | 17.04% | 4.97% | 2.62% | 13.14% | 7.87% | 1.03% | 7.93% |
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
FDTEX vs. FZROX - Drawdown Comparison
The maximum FDTEX drawdown since its inception was -63.20%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDTEX and FZROX.
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Drawdown Indicators
| FDTEX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.20% | -34.96% | -28.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -12.44% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -25.12% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -30.43% | — | — |
Current DrawdownCurrent decline from peak | -10.05% | -8.89% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -5.61% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.56% | +0.28% |
Volatility
FDTEX vs. FZROX - Volatility Comparison
Fidelity Advisor Diversified Stock Fund Class M (FDTEX) has a higher volatility of 5.38% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FDTEX'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
| FDTEX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.41% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 9.34% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 18.49% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.83% | 17.40% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 20.25% | +1.46% |