FGTAX vs. FZILX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) and Fidelity ZERO International Index Fund (FZILX).
FGTAX is managed by Fidelity. It was launched on Feb 5, 2008. FZILX is managed by Fidelity.
Performance
FGTAX vs. FZILX - Performance Comparison
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FGTAX vs. FZILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FGTAX Fidelity Advisor Mega Cap Stock Fund Class A | -2.19% | 26.58% | 25.62% | 26.18% | -9.26% | 25.98% | 12.59% | 30.74% | -12.28% |
FZILX Fidelity ZERO International Index Fund | 2.17% | 33.52% | 5.32% | 16.28% | -15.96% | 8.19% | 11.06% | 21.69% | -9.38% |
Returns By Period
In the year-to-date period, FGTAX achieves a -2.19% return, which is significantly lower than FZILX's 2.17% return.
FGTAX
- 1D
- 3.13%
- 1M
- -4.73%
- YTD
- -2.19%
- 6M
- 2.33%
- 1Y
- 25.96%
- 3Y*
- 22.12%
- 5Y*
- 14.60%
- 10Y*
- 15.11%
FZILX
- 1D
- 3.01%
- 1M
- -6.87%
- YTD
- 2.17%
- 6M
- 6.45%
- 1Y
- 27.85%
- 3Y*
- 16.00%
- 5Y*
- 7.70%
- 10Y*
- —
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FGTAX vs. FZILX - Expense Ratio Comparison
FGTAX has a 0.90% expense ratio, which is higher than FZILX's 0.00% expense ratio.
Return for Risk
FGTAX vs. FZILX — Risk / Return Rank
FGTAX
FZILX
FGTAX vs. FZILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) 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.
| FGTAX | FZILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.74 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.32 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.44 | -0.22 |
Martin ratioReturn relative to average drawdown | 10.24 | 9.45 | +0.79 |
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
| FGTAX | FZILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.74 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.51 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.06 |
Correlation
The correlation between FGTAX and FZILX is 0.79, 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
FGTAX vs. FZILX - Dividend Comparison
FGTAX's dividend yield for the trailing twelve months is around 3.80%, more than FZILX's 2.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGTAX Fidelity Advisor Mega Cap Stock Fund Class A | 3.80% | 3.72% | 2.48% | 1.86% | 4.17% | 4.61% | 7.84% | 12.91% | 21.65% | 16.21% | 1.75% | 3.75% |
FZILX Fidelity ZERO International Index Fund | 2.62% | 2.67% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.37% | 0.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
FGTAX vs. FZILX - Drawdown Comparison
The maximum FGTAX drawdown since its inception was -53.07%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FGTAX and FZILX.
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Drawdown Indicators
| FGTAX | FZILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.07% | -34.37% | -18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -11.24% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -29.87% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | — | — |
Current DrawdownCurrent decline from peak | -6.19% | -8.57% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -6.80% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.90% | -0.26% |
Volatility
FGTAX vs. FZILX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) is 5.53%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 7.90%. This indicates that FGTAX experiences smaller price fluctuations and is considered to be less risky than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGTAX | FZILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 7.90% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 11.25% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 16.44% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 15.33% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 17.30% | +0.82% |