FDTOX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity ZERO Total Market Index Fund (FZROX).
FDTOX is managed by Fidelity. It was launched on Apr 30, 1999. FZROX is managed by Fidelity.
Performance
FDTOX vs. FZROX - Performance Comparison
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FDTOX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDTOX Fidelity Advisor Diversified Stock Fund Class A | -5.76% | 13.68% | 27.66% | 27.89% | -20.14% | 27.77% | 27.02% | 27.81% | -14.26% |
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, FDTOX achieves a -5.76% return, which is significantly higher than FZROX's -6.77% return.
FDTOX
- 1D
- -0.73%
- 1M
- -8.70%
- YTD
- -5.76%
- 6M
- -3.41%
- 1Y
- 15.40%
- 3Y*
- 17.90%
- 5Y*
- 10.73%
- 10Y*
- 14.07%
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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FDTOX vs. FZROX - Expense Ratio Comparison
FDTOX has a 0.80% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FDTOX vs. FZROX — Risk / Return Rank
FDTOX
FZROX
FDTOX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) 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.
| FDTOX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.30 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.05 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.70 | 5.11 | -0.42 |
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
| FDTOX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.61 | -0.21 |
Correlation
The correlation between FDTOX 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
FDTOX vs. FZROX - Dividend Comparison
FDTOX's dividend yield for the trailing twelve months is around 7.03%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTOX Fidelity Advisor Diversified Stock Fund Class A | 7.03% | 6.62% | 14.36% | 3.39% | 9.03% | 17.16% | 5.14% | 2.99% | 13.50% | 7.81% | 1.38% | 8.36% |
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
FDTOX vs. FZROX - Drawdown Comparison
The maximum FDTOX drawdown since its inception was -72.07%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDTOX and FZROX.
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Drawdown Indicators
| FDTOX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.07% | -34.96% | -37.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -12.44% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -27.38% | -25.12% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -30.39% | — | — |
Current DrawdownCurrent decline from peak | -10.04% | -8.89% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -5.61% | -14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.56% | +0.27% |
Volatility
FDTOX vs. FZROX - Volatility Comparison
Fidelity Advisor Diversified Stock Fund Class A (FDTOX) has a higher volatility of 5.39% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FDTOX'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
| FDTOX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.41% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 9.34% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 18.49% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 17.40% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 20.25% | -0.72% |