FIATX vs. FZROX
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) and Fidelity ZERO Total Market Index Fund (FZROX).
FIATX is managed by Fidelity. It was launched on Nov 3, 1997. FZROX is managed by Fidelity.
Performance
FIATX vs. FZROX - Performance Comparison
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FIATX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIATX Fidelity Advisor International Capital Appreciation Fund Class M | -5.00% | 18.07% | 7.49% | 27.01% | -26.94% | 11.67% | 21.60% | 32.08% | -10.35% |
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, FIATX achieves a -5.00% return, which is significantly lower than FZROX's -3.98% return.
FIATX
- 1D
- 3.57%
- 1M
- -9.08%
- YTD
- -5.00%
- 6M
- -5.60%
- 1Y
- 9.16%
- 3Y*
- 10.46%
- 5Y*
- 4.21%
- 10Y*
- 8.54%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
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FIATX vs. FZROX - Expense Ratio Comparison
FIATX has a 1.49% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FIATX vs. FZROX — Risk / Return Rank
FIATX
FZROX
FIATX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) 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.
| FIATX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.98 | -0.49 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.50 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.51 | -0.91 |
Martin ratioReturn relative to average drawdown | 2.36 | 7.28 | -4.92 |
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
| FIATX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.98 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.62 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.63 | -0.29 |
Correlation
The correlation between FIATX and FZROX is 0.82, 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
FIATX vs. FZROX - Dividend Comparison
FIATX's dividend yield for the trailing twelve months is around 5.96%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FIATX Fidelity Advisor International Capital Appreciation Fund Class M | 5.96% | 5.66% | 0.35% | 0.00% | 0.00% | 3.67% | 0.00% | 0.20% |
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% |
Drawdowns
FIATX vs. FZROX - Drawdown Comparison
The maximum FIATX drawdown since its inception was -68.05%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIATX and FZROX.
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Drawdown Indicators
| FIATX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -34.96% | -33.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -12.44% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -25.12% | -12.41% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | — | — |
Current DrawdownCurrent decline from peak | -11.46% | -6.16% | -5.30% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -5.61% | -10.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.58% | +1.13% |
Volatility
FIATX vs. FZROX - Volatility Comparison
Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) has a higher volatility of 8.80% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FIATX'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.
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Volatility by Period
| FIATX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 5.52% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.86% | 9.81% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 18.68% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 17.45% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 20.28% | -2.44% |