FSCEX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Small Cap Fund Class C (FSCEX) and Fidelity ZERO Total Market Index Fund (FZROX).
FSCEX is managed by Fidelity. It was launched on Sep 9, 1998. FZROX is managed by Fidelity.
Performance
FSCEX vs. FZROX - Performance Comparison
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FSCEX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FSCEX Fidelity Advisor Small Cap Fund Class C | 0.43% | 11.04% | -11.92% | 17.31% | -21.33% | 30.13% | 16.12% | 31.37% | -20.41% |
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, FSCEX achieves a 0.43% return, which is significantly higher than FZROX's -6.77% return.
FSCEX
- 1D
- -1.75%
- 1M
- -7.93%
- YTD
- 0.43%
- 6M
- 3.68%
- 1Y
- 21.77%
- 3Y*
- 3.18%
- 5Y*
- 0.65%
- 10Y*
- 6.41%
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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FSCEX vs. FZROX - Expense Ratio Comparison
FSCEX has a 2.04% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FSCEX vs. FZROX — Risk / Return Rank
FSCEX
FZROX
FSCEX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class C (FSCEX) 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.
| FSCEX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.84 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.30 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.05 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.96 | 5.11 | +0.85 |
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
| FSCEX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.84 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.60 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.61 | -0.23 |
Correlation
The correlation between FSCEX and FZROX is 0.88, 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
FSCEX vs. FZROX - Dividend Comparison
FSCEX's dividend yield for the trailing twelve months is around 3.56%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCEX Fidelity Advisor Small Cap Fund Class C | 3.56% | 3.58% | 0.00% | 2.23% | 8.66% | 16.35% | 3.97% | 5.72% | 20.54% | 18.60% | 2.60% | 10.50% |
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
FSCEX vs. FZROX - Drawdown Comparison
The maximum FSCEX drawdown since its inception was -51.02%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FSCEX and FZROX.
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Drawdown Indicators
| FSCEX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.02% | -34.96% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.79% | -12.44% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -41.37% | -25.12% | -16.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.37% | — | — |
Current DrawdownCurrent decline from peak | -19.11% | -8.89% | -10.22% |
Average DrawdownAverage peak-to-trough decline | -12.73% | -5.61% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.56% | +0.67% |
Volatility
FSCEX vs. FZROX - Volatility Comparison
Fidelity Advisor Small Cap Fund Class C (FSCEX) has a higher volatility of 6.46% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FSCEX'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
| FSCEX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 4.41% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.63% | 9.34% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 18.49% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.18% | 17.40% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 20.25% | +2.22% |