FIQOX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class Z (FIQOX) and Fidelity 500 Index Fund (FXAIX).
FIQOX is managed by Fidelity. It was launched on Oct 2, 2018. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FIQOX vs. FXAIX - Performance Comparison
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FIQOX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | -3.07% | 16.27% | 46.05% | 25.10% | -25.64% | 18.58% | 31.08% | 29.13% | -10.40% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -10.39% |
Returns By Period
In the year-to-date period, FIQOX achieves a -3.07% return, which is significantly higher than FXAIX's -4.34% return.
FIQOX
- 1D
- 4.03%
- 1M
- -6.03%
- YTD
- -3.07%
- 6M
- -1.84%
- 1Y
- 21.79%
- 3Y*
- 24.42%
- 5Y*
- 11.83%
- 10Y*
- —
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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FIQOX vs. FXAIX - Expense Ratio Comparison
FIQOX has a 0.90% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
FIQOX vs. FXAIX — Risk / Return Rank
FIQOX
FXAIX
FIQOX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class Z (FIQOX) and Fidelity 500 Index Fund (FXAIX). 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.
| FIQOX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.97 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.49 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.52 | +0.36 |
Martin ratioReturn relative to average drawdown | 7.24 | 7.30 | -0.06 |
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
| FIQOX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.97 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.76 | -0.07 |
Correlation
The correlation between FIQOX and FXAIX is 0.93, 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
FIQOX vs. FXAIX - Dividend Comparison
FIQOX's dividend yield for the trailing twelve months is around 11.97%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | 11.97% | 11.60% | 26.02% | 1.10% | 6.51% | 12.99% | 8.23% | 5.09% | 9.32% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FIQOX vs. FXAIX - Drawdown Comparison
The maximum FIQOX drawdown since its inception was -33.64%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FIQOX and FXAIX.
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Drawdown Indicators
| FIQOX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -33.79% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.13% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -33.64% | -24.50% | -9.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -8.18% | -6.23% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -3.83% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.53% | +0.51% |
Volatility
FIQOX vs. FXAIX - Volatility Comparison
Fidelity Advisor Worldwide Fund Class Z (FIQOX) has a higher volatility of 8.18% compared to Fidelity 500 Index Fund (FXAIX) at 5.34%. This indicates that FIQOX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIQOX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 5.34% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 9.53% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.28% | 18.32% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 16.92% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 18.05% | +3.13% |