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FGJEX vs. FZILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJEX vs. FZILX - Performance Comparison

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

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FGJEX vs. FZILX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGJEX achieves a -0.45% return, which is significantly lower than FZILX's 2.17% return.


FGJEX

1D
2.61%
1M
-4.79%
YTD
-0.45%
6M
3.18%
1Y
3Y*
5Y*
10Y*

FZILX

1D
3.01%
1M
-6.87%
YTD
2.17%
6M
6.45%
1Y
27.85%
3Y*
16.00%
5Y*
7.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJEX vs. FZILX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is higher than FZILX's 0.00% expense ratio.


Return for Risk

FGJEX vs. FZILX — Risk / Return Rank

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

FGJEX

FZILX
FZILX Risk / Return Rank: 8787
Overall Rank
FZILX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FZILX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FZILX Omega Ratio Rank: 8484
Omega Ratio Rank
FZILX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FZILX Martin Ratio Rank: 8888
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.

FGJEX vs. FZILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) 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.

FGJEX vs. FZILX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGJEXFZILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

2.34

0.49

+1.85

Correlation

The correlation between FGJEX and FZILX is 0.74, 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

FGJEX vs. FZILX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.63%, more than FZILX's 2.62% yield.


TTM20252024202320222021202020192018
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.63%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZILX
Fidelity ZERO International Index Fund
2.62%2.67%3.00%2.98%2.71%2.61%1.64%2.37%0.02%

Drawdowns

FGJEX vs. FZILX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, smaller than the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FGJEX and FZILX.


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Drawdown Indicators


FGJEXFZILXDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-34.37%

+26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-29.87%

Current Drawdown

Current decline from peak

-5.93%

-8.57%

+2.64%

Average Drawdown

Average peak-to-trough decline

-1.07%

-6.80%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

FGJEX vs. FZILX - Volatility Comparison


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Volatility by Period


FGJEXFZILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

16.44%

-5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

15.33%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

17.30%

-6.22%