FIVQX vs. FZROX
Compare and contrast key facts about Fidelity Advisor International Value Fund Class I (FIVQX) and Fidelity ZERO Total Market Index Fund (FZROX).
FIVQX is managed by Fidelity. It was launched on May 18, 2006. FZROX is managed by Fidelity.
Performance
FIVQX vs. FZROX - Performance Comparison
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FIVQX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIVQX Fidelity Advisor International Value Fund Class I | -1.56% | 43.57% | 4.85% | 19.10% | -7.95% | 14.94% | 3.26% | 18.95% | -11.34% |
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, FIVQX achieves a -1.56% return, which is significantly higher than FZROX's -3.98% return.
FIVQX
- 1D
- 0.87%
- 1M
- -7.45%
- YTD
- -1.56%
- 6M
- 3.99%
- 1Y
- 23.99%
- 3Y*
- 18.73%
- 5Y*
- 11.74%
- 10Y*
- 8.81%
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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FIVQX vs. FZROX - Expense Ratio Comparison
FIVQX has a 1.05% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FIVQX vs. FZROX — Risk / Return Rank
FIVQX
FZROX
FIVQX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class I (FIVQX) 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.
| FIVQX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.98 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.50 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.51 | +0.25 |
Martin ratioReturn relative to average drawdown | 7.33 | 7.28 | +0.05 |
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
| FIVQX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.98 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.63 | -0.41 |
Correlation
The correlation between FIVQX 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
FIVQX vs. FZROX - Dividend Comparison
FIVQX's dividend yield for the trailing twelve months is around 2.42%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVQX Fidelity Advisor International Value Fund Class I | 2.42% | 2.38% | 2.34% | 2.05% | 1.87% | 4.29% | 1.76% | 3.46% | 3.26% | 0.15% | 2.61% | 1.19% |
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
FIVQX vs. FZROX - Drawdown Comparison
The maximum FIVQX drawdown since its inception was -64.41%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FIVQX and FZROX.
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Drawdown Indicators
| FIVQX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.41% | -34.96% | -29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -12.44% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.53% | -25.12% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -43.46% | — | — |
Current DrawdownCurrent decline from peak | -9.26% | -6.16% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -16.37% | -5.61% | -10.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.58% | +0.36% |
Volatility
FIVQX vs. FZROX - Volatility Comparison
Fidelity Advisor International Value Fund Class I (FIVQX) has a higher volatility of 7.07% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FIVQX'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
| FIVQX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 5.52% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 9.81% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 18.68% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 17.45% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 20.28% | -2.41% |