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FIIMX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIIMX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Mid Cap II Fund Class I (FIIMX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FIIMX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIIMX
Fidelity Advisor Mid Cap II Fund Class I
1.29%7.71%17.21%15.01%-14.80%25.26%18.68%23.72%-19.86%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%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, FIIMX achieves a 1.29% return, which is significantly higher than FNILX's -7.30% return.


FIIMX

1D
-1.47%
1M
-8.87%
YTD
1.29%
6M
5.54%
1Y
21.69%
3Y*
12.50%
5Y*
7.19%
10Y*
10.20%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIIMX vs. FNILX - Expense Ratio Comparison

FIIMX has a 0.73% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FIIMX vs. FNILX — Risk / Return Rank

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

FIIMX
FIIMX Risk / Return Rank: 5454
Overall Rank
FIIMX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FIIMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FIIMX Omega Ratio Rank: 5151
Omega Ratio Rank
FIIMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FIIMX Martin Ratio Rank: 6060
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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.

FIIMX vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mid Cap II Fund Class I (FIIMX) 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.


FIIMXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.83

+0.17

Sortino ratio

Return per unit of downside risk

1.46

1.28

+0.18

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.31

1.04

+0.26

Martin ratio

Return relative to average drawdown

5.79

5.01

+0.77

FIIMX vs. FNILX - Sharpe Ratio Comparison

The current FIIMX Sharpe Ratio is 1.00, which is comparable to the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FIIMX and FNILX, 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


FIIMXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.83

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.65

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.64

-0.14

Correlation

The correlation between FIIMX and FNILX 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

FIIMX vs. FNILX - Dividend Comparison

FIIMX's dividend yield for the trailing twelve months is around 6.78%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FIIMX
Fidelity Advisor Mid Cap II Fund Class I
6.78%6.06%6.79%2.71%5.70%18.41%1.29%3.30%10.56%7.67%4.84%4.76%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FIIMX vs. FNILX - Drawdown Comparison

The maximum FIIMX drawdown since its inception was -53.22%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FIIMX and FNILX.


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Drawdown Indicators


FIIMXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-53.22%

-33.76%

-19.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

-12.18%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-25.40%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-42.29%

Current Drawdown

Current decline from peak

-9.83%

-9.01%

-0.82%

Average Drawdown

Average peak-to-trough decline

-8.12%

-5.47%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.54%

+0.81%

Volatility

FIIMX vs. FNILX - Volatility Comparison

Fidelity Advisor Mid Cap II Fund Class I (FIIMX) has a higher volatility of 7.70% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that FIIMX'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


FIIMXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

4.23%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.44%

9.14%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.05%

18.26%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

17.22%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

20.17%

+0.74%