FDTZX vs. FNILX
Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class M (FDTZX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FDTZX is managed by Fidelity. It was launched on Jul 12, 2005. FNILX is managed by Fidelity.
Performance
FDTZX vs. FNILX - Performance Comparison
Loading graphics...
FDTZX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDTZX Fidelity Advisor Capital Development Fund Class M | -5.18% | 26.82% | 26.26% | 23.23% | -8.72% | 24.45% | 8.28% | 30.31% | -16.56% |
FNILX Fidelity ZERO Large Cap Index Fund | -7.30% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, FDTZX achieves a -5.18% return, which is significantly higher than FNILX's -7.30% return.
FDTZX
- 1D
- -0.59%
- 1M
- -8.12%
- YTD
- -5.18%
- 6M
- -0.45%
- 1Y
- 23.33%
- 3Y*
- 20.69%
- 5Y*
- 13.74%
- 10Y*
- 13.89%
FNILX
- 1D
- -0.35%
- 1M
- -7.60%
- YTD
- -7.30%
- 6M
- -5.00%
- 1Y
- 14.41%
- 3Y*
- 17.43%
- 5Y*
- 11.17%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDTZX vs. FNILX - Expense Ratio Comparison
FDTZX has a 1.33% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
FDTZX vs. FNILX — Risk / Return Rank
FDTZX
FNILX
FDTZX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class M (FDTZX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
| FDTZX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.83 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.28 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.04 | +0.67 |
Martin ratioReturn relative to average drawdown | 7.85 | 5.01 | +2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDTZX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.83 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.65 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.64 | -0.16 |
Correlation
The correlation between FDTZX and FNILX is 0.90, 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
FDTZX vs. FNILX - Dividend Comparison
FDTZX's dividend yield for the trailing twelve months is around 11.65%, more than FNILX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTZX Fidelity Advisor Capital Development Fund Class M | 11.65% | 11.04% | 9.30% | 4.11% | 5.35% | 5.32% | 4.07% | 7.18% | 15.77% | 5.66% | 2.35% | 5.37% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.09% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDTZX vs. FNILX - Drawdown Comparison
The maximum FDTZX drawdown since its inception was -58.26%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FDTZX and FNILX.
Loading graphics...
Drawdown Indicators
| FDTZX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -33.76% | -24.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.18% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.13% | -25.40% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | — | — |
Current DrawdownCurrent decline from peak | -9.71% | -9.01% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.47% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.54% | +0.18% |
Volatility
FDTZX vs. FNILX - Volatility Comparison
Fidelity Advisor Capital Development Fund Class M (FDTZX) has a higher volatility of 4.49% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that FDTZX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDTZX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.23% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.14% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 18.26% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 17.22% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 20.17% | -1.32% |