FICVX vs. FNILX
Compare and contrast key facts about Fidelity Advisor Convertible Securities Fund Class I (FICVX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FICVX is managed by Fidelity. It was launched on Feb 19, 2009. FNILX is managed by Fidelity.
Performance
FICVX vs. FNILX - Performance Comparison
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FICVX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FICVX Fidelity Advisor Convertible Securities Fund Class I | 1.37% | 18.28% | 8.11% | 11.39% | -15.38% | 9.93% | 42.46% | 28.58% | -7.79% |
FNILX Fidelity ZERO Large Cap Index Fund | -4.59% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, FICVX achieves a 1.37% return, which is significantly higher than FNILX's -4.59% return.
FICVX
- 1D
- -1.71%
- 1M
- -5.61%
- YTD
- 1.37%
- 6M
- 2.53%
- 1Y
- 24.52%
- 3Y*
- 11.55%
- 5Y*
- 5.27%
- 10Y*
- 11.11%
FNILX
- 1D
- 2.92%
- 1M
- -4.98%
- YTD
- -4.59%
- 6M
- -2.55%
- 1Y
- 17.28%
- 3Y*
- 18.57%
- 5Y*
- 11.53%
- 10Y*
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FICVX vs. FNILX - Expense Ratio Comparison
FICVX has a 0.70% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
FICVX vs. FNILX — Risk / Return Rank
FICVX
FNILX
FICVX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Convertible Securities Fund Class I (FICVX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
| FICVX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.97 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.48 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.51 | +1.37 |
Martin ratioReturn relative to average drawdown | 10.86 | 7.14 | +3.72 |
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
| FICVX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.97 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.67 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.66 | +0.29 |
Correlation
The correlation between FICVX and FNILX is 0.85, 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
FICVX vs. FNILX - Dividend Comparison
FICVX's dividend yield for the trailing twelve months is around 11.23%, more than FNILX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICVX Fidelity Advisor Convertible Securities Fund Class I | 11.23% | 11.38% | 2.02% | 2.12% | 3.73% | 20.65% | 10.73% | 3.28% | 9.85% | 4.09% | 4.90% | 10.39% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.06% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
FICVX vs. FNILX - Drawdown Comparison
The maximum FICVX drawdown since its inception was -25.06%, smaller than the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FICVX and FNILX.
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Drawdown Indicators
| FICVX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -33.76% | +8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -12.18% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.20% | -25.40% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -25.06% | — | — |
Current DrawdownCurrent decline from peak | -6.80% | -6.36% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.47% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.57% | -0.52% |
Volatility
FICVX vs. FNILX - Volatility Comparison
Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a higher volatility of 6.34% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 5.33%. This indicates that FICVX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICVX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 5.33% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 9.59% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 18.44% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 17.27% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.50% | 20.19% | -6.69% |