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FGDDX vs. FZILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGDDX vs. FZILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Dividend Growth Fund Class A (FGDDX) and Fidelity ZERO International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FGDDX

1D
-0.08%
1M
5.08%
YTD
6M
1Y
3Y*
5Y*
10Y*

FZILX

1D
0.71%
1M
6.20%
YTD
16.29%
6M
19.11%
1Y
34.60%
3Y*
20.62%
5Y*
9.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGDDX vs. FZILX - Yearly Performance Comparison


Correlation

The correlation between FGDDX and FZILX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.88

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Return for Risk

FGDDX vs. FZILX — Risk / Return Rank

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

FGDDX

FZILX
FZILX Risk / Return Rank: 6060
Overall Rank
FZILX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FZILX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FZILX Omega Ratio Rank: 6060
Omega Ratio Rank
FZILX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FZILX Martin Ratio Rank: 6060
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.

FGDDX vs. FZILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class A (FGDDX) and Fidelity ZERO International Index Fund (FZILX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FGDDX vs. FZILX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGDDXFZILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

5.81

0.59

+5.22

Drawdowns

FGDDX vs. FZILX - Drawdown Comparison

The maximum FGDDX drawdown since its inception was -5.73%, smaller than the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FGDDX and FZILX.


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Drawdown Indicators


FGDDXFZILXDifference

Max Drawdown

Largest peak-to-trough decline

-5.73%

-34.37%

+28.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.87%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-1.02%

-6.69%

+5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

Volatility

FGDDX vs. FZILX - Volatility Comparison


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Volatility by Period


FGDDXFZILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

14.62%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

15.52%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

17.32%

-0.81%

FGDDX vs. FZILX - Expense Ratio Comparison

FGDDX has a 1.16% expense ratio, which is higher than FZILX's 0.00% expense ratio.


Dividends

FGDDX vs. FZILX - Dividend Comparison

FGDDX's dividend yield for the trailing twelve months is around 0.15%, less than FZILX's 2.30% yield.


PositionTTM20252024202320222021202020192018
FGDDX
Fidelity Advisor Dividend Growth Fund Class A
0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZILX
Fidelity ZERO International Index Fund
2.30%2.67%3.00%2.98%2.71%2.61%1.64%2.37%0.02%

Frequently Asked Questions


FGDDX and FZILX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FGDDX and FZILX

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