FGETX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Global Capital Appreciation Fund Class M (FGETX) and Fidelity ZERO Total Market Index Fund (FZROX).
FGETX is managed by Fidelity. It was launched on Dec 17, 1998. FZROX is managed by Fidelity.
Performance
FGETX vs. FZROX - Performance Comparison
Loading graphics...
FGETX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FGETX Fidelity Advisor Global Capital Appreciation Fund Class M | -5.74% | 17.50% | 38.90% | 28.15% | -24.87% | 18.56% | 24.04% | 22.43% | -17.26% |
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, FGETX achieves a -5.74% return, which is significantly lower than FZROX's -3.98% return.
FGETX
- 1D
- 3.79%
- 1M
- -6.16%
- YTD
- -5.74%
- 6M
- -3.47%
- 1Y
- 15.38%
- 3Y*
- 22.09%
- 5Y*
- 11.25%
- 10Y*
- 11.51%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FGETX vs. FZROX - Expense Ratio Comparison
FGETX has a 1.41% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FGETX vs. FZROX — Risk / Return Rank
FGETX
FZROX
FGETX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class M (FGETX) 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.
| FGETX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.98 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.50 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.51 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.58 | 7.28 | -2.70 |
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
| FGETX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.98 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.63 | -0.26 |
Correlation
The correlation between FGETX and FZROX is 0.93, 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
FGETX vs. FZROX - Dividend Comparison
FGETX's dividend yield for the trailing twelve months is around 11.21%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGETX Fidelity Advisor Global Capital Appreciation Fund Class M | 11.21% | 10.57% | 15.99% | 6.61% | 0.00% | 8.54% | 0.00% | 0.20% | 11.00% | 14.29% | 1.07% | 0.59% |
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
FGETX vs. FZROX - Drawdown Comparison
The maximum FGETX drawdown since its inception was -61.87%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FGETX and FZROX.
Loading graphics...
Drawdown Indicators
| FGETX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.87% | -34.96% | -26.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -12.44% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -33.08% | -25.12% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | — | — |
Current DrawdownCurrent decline from peak | -9.77% | -6.16% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -5.61% | -8.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.58% | +0.91% |
Volatility
FGETX vs. FZROX - Volatility Comparison
Fidelity Advisor Global Capital Appreciation Fund Class M (FGETX) has a higher volatility of 8.20% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FGETX'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.
Loading graphics...
Volatility by Period
| FGETX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.20% | 5.52% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 9.81% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.36% | 18.68% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 17.45% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.49% | 20.28% | -1.79% |