FMAMX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Stock Selector All Cap Fund Class A (FMAMX) and Fidelity ZERO Total Market Index Fund (FZROX).
FMAMX is managed by Fidelity. It was launched on Oct 23, 2012. FZROX is managed by Fidelity.
Performance
FMAMX vs. FZROX - Performance Comparison
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FMAMX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FMAMX Fidelity Advisor Stock Selector All Cap Fund Class A | -5.93% | 18.54% | 19.44% | 26.57% | -19.78% | 22.78% | 24.52% | 31.81% | -15.25% |
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, FMAMX achieves a -5.93% return, which is significantly lower than FZROX's -3.98% return.
FMAMX
- 1D
- -0.69%
- 1M
- -8.06%
- YTD
- -5.93%
- 6M
- -2.16%
- 1Y
- 19.11%
- 3Y*
- 15.95%
- 5Y*
- 9.36%
- 10Y*
- 13.01%
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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FMAMX vs. FZROX - Expense Ratio Comparison
FMAMX has a 0.96% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FMAMX vs. FZROX — Risk / Return Rank
FMAMX
FZROX
FMAMX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class A (FMAMX) 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.
| FMAMX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.98 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.50 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.51 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.69 | 7.28 | -0.59 |
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
| FMAMX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.98 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.63 | +0.10 |
Correlation
The correlation between FMAMX and FZROX is 0.99, 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
FMAMX vs. FZROX - Dividend Comparison
FMAMX's dividend yield for the trailing twelve months is around 4.77%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMAMX Fidelity Advisor Stock Selector All Cap Fund Class A | 4.77% | 4.48% | 4.52% | 1.76% | 0.29% | 1.08% | 4.94% | 5.79% | 4.06% | 3.06% | 0.69% | 4.76% |
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
FMAMX vs. FZROX - Drawdown Comparison
The maximum FMAMX drawdown since its inception was -34.39%, roughly equal to the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FMAMX and FZROX.
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Drawdown Indicators
| FMAMX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -34.96% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.44% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -25.12% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | — | — |
Current DrawdownCurrent decline from peak | -9.22% | -6.16% | -3.06% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -5.61% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.58% | -0.04% |
Volatility
FMAMX vs. FZROX - Volatility Comparison
The current volatility for Fidelity Advisor Stock Selector All Cap Fund Class A (FMAMX) is 4.98%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.52%. This indicates that FMAMX experiences smaller price fluctuations and is considered to be less risky 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
| FMAMX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 5.52% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 9.81% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 18.68% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 17.45% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 20.28% | -1.77% |