FJPIX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Japan Fund Class I (FJPIX) and Fidelity ZERO Total Market Index Fund (FZROX).
FJPIX is managed by Fidelity. It was launched on Dec 14, 2010. FZROX is managed by Fidelity.
Performance
FJPIX vs. FZROX - Performance Comparison
Loading graphics...
FJPIX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FJPIX Fidelity Advisor Japan Fund Class I | 2.59% | 31.61% | 7.29% | 15.88% | -22.22% | 3.18% | 25.56% | 25.71% | -13.15% |
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, FJPIX achieves a 2.59% return, which is significantly higher than FZROX's -6.77% return.
FJPIX
- 1D
- 0.05%
- 1M
- -12.72%
- YTD
- 2.59%
- 6M
- 5.93%
- 1Y
- 32.72%
- 3Y*
- 16.07%
- 5Y*
- 6.05%
- 10Y*
- 9.88%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FJPIX vs. FZROX - Expense Ratio Comparison
FJPIX has a 1.04% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FJPIX vs. FZROX — Risk / Return Rank
FJPIX
FZROX
FJPIX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class I (FJPIX) 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.
| FJPIX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.84 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.30 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.05 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.14 | 5.11 | +3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FJPIX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.84 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.60 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.61 | -0.22 |
Correlation
The correlation between FJPIX and FZROX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FJPIX vs. FZROX - Dividend Comparison
FJPIX's dividend yield for the trailing twelve months is around 9.52%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJPIX Fidelity Advisor Japan Fund Class I | 9.52% | 9.77% | 4.27% | 3.69% | 0.00% | 10.54% | 1.91% | 1.27% | 0.32% | 0.23% | 1.20% | 0.60% |
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
FJPIX vs. FZROX - Drawdown Comparison
The maximum FJPIX drawdown since its inception was -36.13%, roughly equal to the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FJPIX and FZROX.
Loading graphics...
Drawdown Indicators
| FJPIX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -34.96% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -12.44% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -36.13% | -25.12% | -11.01% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -12.72% | -8.89% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -5.61% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.56% | +0.96% |
Volatility
FJPIX vs. FZROX - Volatility Comparison
Fidelity Advisor Japan Fund Class I (FJPIX) has a higher volatility of 9.78% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FJPIX'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.
Loading graphics...
Volatility by Period
| FJPIX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 4.41% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 9.34% | +6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 18.49% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 17.40% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 20.25% | -2.10% |