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FGBAX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGBAX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Investment Grade Bond Fund Class A (FGBAX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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FGBAX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGBAX
Fidelity Advisor Investment Grade Bond Fund Class A
-0.27%6.90%0.67%5.86%-14.15%-1.38%9.59%9.33%0.73%
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, FGBAX achieves a -0.27% return, which is significantly higher than FZROX's -3.98% return.


FGBAX

1D
0.14%
1M
-1.63%
YTD
-0.27%
6M
0.23%
1Y
3.49%
3Y*
3.26%
5Y*
-0.16%
10Y*
1.92%

FZROX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-1.97%
1Y
17.77%
3Y*
17.96%
5Y*
10.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGBAX vs. FZROX - Expense Ratio Comparison

FGBAX has a 0.75% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FGBAX vs. FZROX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGBAX
FGBAX Risk / Return Rank: 3939
Overall Rank
FGBAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FGBAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FGBAX Omega Ratio Rank: 2727
Omega Ratio Rank
FGBAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FGBAX Martin Ratio Rank: 3737
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 6060
Overall Rank
FZROX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FZROX Omega Ratio Rank: 5656
Omega Ratio Rank
FZROX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FZROX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGBAX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Investment Grade Bond Fund Class A (FGBAX) 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.


FGBAXFZROXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.98

-0.10

Sortino ratio

Return per unit of downside risk

1.27

1.50

-0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.49

1.51

-0.02

Martin ratio

Return relative to average drawdown

4.26

7.28

-3.02

FGBAX vs. FZROX - Sharpe Ratio Comparison

The current FGBAX Sharpe Ratio is 0.88, which is comparable to the FZROX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FGBAX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGBAXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.98

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.62

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.63

-0.13

Correlation

The correlation between FGBAX and FZROX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGBAX vs. FZROX - Dividend Comparison

FGBAX's dividend yield for the trailing twelve months is around 3.30%, more than FZROX's 1.07% yield.


TTM20252024202320222021202020192018201720162015
FGBAX
Fidelity Advisor Investment Grade Bond Fund Class A
3.30%3.58%3.07%2.97%1.73%1.09%4.51%2.44%2.54%1.87%2.37%2.36%
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

FGBAX vs. FZROX - Drawdown Comparison

The maximum FGBAX drawdown since its inception was -18.94%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FGBAX and FZROX.


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Drawdown Indicators


FGBAXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-34.96%

+16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-12.44%

+9.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

-25.12%

+6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

Current Drawdown

Current decline from peak

-3.81%

-6.16%

+2.35%

Average Drawdown

Average peak-to-trough decline

-4.86%

-5.61%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.58%

-1.59%

Volatility

FGBAX vs. FZROX - Volatility Comparison

The current volatility for Fidelity Advisor Investment Grade Bond Fund Class A (FGBAX) is 1.48%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.52%. This indicates that FGBAX experiences smaller price fluctuations and is considered to be less risky 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


FGBAXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

5.52%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

9.81%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

18.68%

-14.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

17.45%

-11.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

20.28%

-15.30%