FIVMX vs. FZROX
Compare and contrast key facts about Fidelity Advisor International Value Fund Class A (FIVMX) and Fidelity ZERO Total Market Index Fund (FZROX).
FIVMX is managed by Fidelity. It was launched on May 18, 2006. FZROX is managed by Fidelity.
Performance
FIVMX vs. FZROX - Performance Comparison
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FIVMX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIVMX Fidelity Advisor International Value Fund Class A | -1.63% | 43.16% | 4.57% | 18.83% | -8.19% | 14.59% | 2.96% | 18.46% | -11.39% |
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, FIVMX achieves a -1.63% return, which is significantly higher than FZROX's -6.77% return.
FIVMX
- 1D
- 0.80%
- 1M
- -9.27%
- YTD
- -1.63%
- 6M
- 3.84%
- 1Y
- 23.87%
- 3Y*
- 18.39%
- 5Y*
- 11.43%
- 10Y*
- 8.54%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
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FIVMX vs. FZROX - Expense Ratio Comparison
FIVMX has a 1.30% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FIVMX vs. FZROX — Risk / Return Rank
FIVMX
FZROX
FIVMX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class A (FIVMX) 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.
| FIVMX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.84 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.30 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.05 | +0.68 |
Martin ratioReturn relative to average drawdown | 7.22 | 5.11 | +2.10 |
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
| FIVMX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.84 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.61 | -0.39 |
Correlation
The correlation between FIVMX and FZROX is 0.73, 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
FIVMX vs. FZROX - Dividend Comparison
FIVMX's dividend yield for the trailing twelve months is around 2.20%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVMX Fidelity Advisor International Value Fund Class A | 2.20% | 2.17% | 1.95% | 1.81% | 1.63% | 4.10% | 1.47% | 3.18% | 2.92% | 0.15% | 2.30% | 1.09% |
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
FIVMX vs. FZROX - Drawdown Comparison
The maximum FIVMX drawdown since its inception was -64.61%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIVMX and FZROX.
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Drawdown Indicators
| FIVMX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.61% | -34.96% | -29.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -12.44% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -25.12% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -43.79% | — | — |
Current DrawdownCurrent decline from peak | -9.33% | -8.89% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -5.61% | -11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.56% | +0.38% |
Volatility
FIVMX vs. FZROX - Volatility Comparison
Fidelity Advisor International Value Fund Class A (FIVMX) has a higher volatility of 7.06% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FIVMX'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
| FIVMX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 4.41% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 9.34% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 18.49% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 17.40% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 20.25% | -2.39% |