FDVAX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class A (FDVAX) and Fidelity ZERO Total Market Index Fund (FZROX).
FDVAX is managed by Fidelity. It was launched on Dec 17, 1998. FZROX is managed by Fidelity.
Performance
FDVAX vs. FZROX - Performance Comparison
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FDVAX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDVAX Fidelity Advisor Diversified International Fund Class A | -3.94% | 27.23% | 6.15% | 17.14% | -23.91% | 12.67% | 19.28% | 29.50% | -11.61% |
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, FDVAX achieves a -3.94% return, which is significantly higher than FZROX's -6.77% return.
FDVAX
- 1D
- 0.19%
- 1M
- -12.02%
- YTD
- -3.94%
- 6M
- 0.10%
- 1Y
- 16.35%
- 3Y*
- 11.80%
- 5Y*
- 5.42%
- 10Y*
- 7.93%
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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FDVAX vs. FZROX - Expense Ratio Comparison
FDVAX has a 1.16% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FDVAX vs. FZROX — Risk / Return Rank
FDVAX
FZROX
FDVAX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class A (FDVAX) 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.
| FDVAX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.84 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.30 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.05 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.27 | 5.11 | -0.85 |
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
| FDVAX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.84 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.60 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.61 | -0.22 |
Correlation
The correlation between FDVAX and FZROX is 0.81, 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
FDVAX vs. FZROX - Dividend Comparison
FDVAX's dividend yield for the trailing twelve months is around 14.53%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDVAX Fidelity Advisor Diversified International Fund Class A | 14.53% | 13.96% | 6.25% | 4.08% | 1.90% | 10.70% | 0.00% | 1.35% | 4.76% | 0.30% | 1.23% | 0.64% |
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
FDVAX vs. FZROX - Drawdown Comparison
The maximum FDVAX drawdown since its inception was -61.34%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDVAX and FZROX.
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Drawdown Indicators
| FDVAX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.34% | -34.96% | -26.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.59% | -12.44% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -35.44% | -25.12% | -10.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | — | — |
Current DrawdownCurrent decline from peak | -12.42% | -8.89% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -5.61% | -8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.56% | +0.60% |
Volatility
FDVAX vs. FZROX - Volatility Comparison
Fidelity Advisor Diversified International Fund Class A (FDVAX) has a higher volatility of 8.15% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FDVAX'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
| FDVAX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 4.41% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 9.34% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 18.49% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 17.40% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 20.25% | -3.37% |