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FIIIX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIIIX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class I (FIIIX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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FIIIX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIIIX
Fidelity Advisor International Growth Fund Class I
-5.87%17.90%4.86%20.87%-23.21%15.45%16.95%34.01%-9.94%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%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, FIIIX achieves a -5.87% return, which is significantly higher than FZROX's -6.77% return.


FIIIX

1D
-0.47%
1M
-13.47%
YTD
-5.87%
6M
-5.59%
1Y
8.90%
3Y*
8.41%
5Y*
4.41%
10Y*
8.28%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIIIX vs. FZROX - Expense Ratio Comparison

FIIIX has a 1.00% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FIIIX vs. FZROX — Risk / Return Rank

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

FIIIX
FIIIX Risk / Return Rank: 1717
Overall Rank
FIIIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FIIIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FIIIX Omega Ratio Rank: 1616
Omega Ratio Rank
FIIIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FIIIX Martin Ratio Rank: 1919
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
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.

FIIIX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class I (FIIIX) 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.


FIIIXFZROXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.84

-0.40

Sortino ratio

Return per unit of downside risk

0.74

1.30

-0.56

Omega ratio

Gain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratio

Return relative to maximum drawdown

0.50

1.05

-0.55

Martin ratio

Return relative to average drawdown

1.99

5.11

-3.13

FIIIX vs. FZROX - Sharpe Ratio Comparison

The current FIIIX Sharpe Ratio is 0.44, which is lower than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FIIIX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIIIXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.84

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.60

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.61

-0.34

Correlation

The correlation between FIIIX and FZROX is 0.83, 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

FIIIX vs. FZROX - Dividend Comparison

FIIIX's dividend yield for the trailing twelve months is around 3.66%, more than FZROX's 1.10% yield.


TTM20252024202320222021202020192018201720162015
FIIIX
Fidelity Advisor International Growth Fund Class I
3.66%3.44%0.78%0.47%1.65%1.93%0.12%1.00%0.91%0.12%1.28%0.77%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

FIIIX vs. FZROX - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -55.97%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIIIX and FZROX.


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Drawdown Indicators


FIIIXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-34.96%

-21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-12.44%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

-25.12%

-9.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-13.99%

-8.89%

-5.10%

Average Drawdown

Average peak-to-trough decline

-10.49%

-5.61%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.56%

+0.96%

Volatility

FIIIX vs. FZROX - Volatility Comparison

Fidelity Advisor International Growth Fund Class I (FIIIX) has a higher volatility of 7.99% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FIIIX'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


FIIIXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

4.41%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

9.34%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

18.49%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

17.40%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

20.25%

-2.73%