FICVX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Convertible Securities Fund Class I (FICVX) and Fidelity ZERO Total Market Index Fund (FZROX).
FICVX is managed by Fidelity. It was launched on Feb 19, 2009. FZROX is managed by Fidelity.
Performance
FICVX vs. FZROX - Performance Comparison
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FICVX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FICVX Fidelity Advisor Convertible Securities Fund Class I | 4.07% | 18.28% | 8.11% | 11.39% | -15.38% | 9.93% | 42.46% | 28.58% | -5.41% |
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, FICVX achieves a 4.07% return, which is significantly higher than FZROX's -3.98% return.
FICVX
- 1D
- 2.66%
- 1M
- -4.08%
- YTD
- 4.07%
- 6M
- 4.23%
- 1Y
- 27.21%
- 3Y*
- 12.53%
- 5Y*
- 5.53%
- 10Y*
- 11.41%
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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FICVX vs. FZROX - Expense Ratio Comparison
FICVX has a 0.70% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FICVX vs. FZROX — Risk / Return Rank
FICVX
FZROX
FICVX vs. FZROX - 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 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.
| FICVX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.98 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.50 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.51 | +2.02 |
Martin ratioReturn relative to average drawdown | 13.24 | 7.28 | +5.96 |
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 | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.98 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.62 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.63 | +0.33 |
Correlation
The correlation between FICVX and FZROX is 0.87, 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. FZROX - Dividend Comparison
FICVX's dividend yield for the trailing twelve months is around 10.94%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICVX Fidelity Advisor Convertible Securities Fund Class I | 10.94% | 11.38% | 2.02% | 2.12% | 3.73% | 20.65% | 10.73% | 3.28% | 9.85% | 4.09% | 4.90% | 10.39% |
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
FICVX vs. FZROX - Drawdown Comparison
The maximum FICVX drawdown since its inception was -25.06%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FICVX and FZROX.
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Drawdown Indicators
| FICVX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -34.96% | +9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -12.44% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.20% | -25.12% | +0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -25.06% | — | — |
Current DrawdownCurrent decline from peak | -4.32% | -6.16% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.61% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.58% | -0.51% |
Volatility
FICVX vs. FZROX - Volatility Comparison
Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a higher volatility of 6.87% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FICVX'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
| FICVX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 5.52% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 9.81% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 18.68% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 17.45% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 20.28% | -6.75% |