FSJHX vs. FNILX
Compare and contrast key facts about Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FSJHX is managed by Fidelity. It was launched on Oct 23, 2012. FNILX is managed by Fidelity.
Performance
FSJHX vs. FNILX - Performance Comparison
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FSJHX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FSJHX Fidelity Advisor Stock Selector All Cap Fund Class M | -2.92% | 18.24% | 19.15% | 26.28% | -19.99% | 22.49% | 24.23% | 31.49% | -17.60% |
FNILX Fidelity ZERO Large Cap Index Fund | -4.59% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, FSJHX achieves a -2.92% return, which is significantly higher than FNILX's -4.59% return.
FSJHX
- 1D
- 3.27%
- 1M
- -5.31%
- YTD
- -2.92%
- 6M
- 0.62%
- 1Y
- 21.99%
- 3Y*
- 16.91%
- 5Y*
- 9.51%
- 10Y*
- 13.12%
FNILX
- 1D
- 2.92%
- 1M
- -4.98%
- YTD
- -4.59%
- 6M
- -2.55%
- 1Y
- 17.28%
- 3Y*
- 18.57%
- 5Y*
- 11.53%
- 10Y*
- —
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FSJHX vs. FNILX - Expense Ratio Comparison
FSJHX has a 1.21% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
FSJHX vs. FNILX — Risk / Return Rank
FSJHX
FNILX
FSJHX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
| FSJHX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.97 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.48 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.51 | +0.37 |
Martin ratioReturn relative to average drawdown | 8.95 | 7.14 | +1.80 |
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
| FSJHX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.97 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.67 | -0.13 |
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 | 0.66 | +0.07 |
Correlation
The correlation between FSJHX and FNILX is 0.98, 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
FSJHX vs. FNILX - Dividend Comparison
FSJHX's dividend yield for the trailing twelve months is around 4.39%, more than FNILX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSJHX Fidelity Advisor Stock Selector All Cap Fund Class M | 4.39% | 4.26% | 4.26% | 1.54% | 0.23% | 0.82% | 4.71% | 5.50% | 3.73% | 3.06% | 0.44% | 4.46% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.06% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSJHX vs. FNILX - Drawdown Comparison
The maximum FSJHX drawdown since its inception was -34.41%, roughly equal to the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FSJHX and FNILX.
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Drawdown Indicators
| FSJHX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.41% | -33.76% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -12.18% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -25.40% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.41% | — | — |
Current DrawdownCurrent decline from peak | -6.28% | -6.36% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -5.47% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.57% | +0.01% |
Volatility
FSJHX vs. FNILX - Volatility Comparison
Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) has a higher volatility of 6.13% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 5.33%. This indicates that FSJHX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSJHX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 5.33% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 9.59% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.97% | 18.44% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 17.27% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 20.19% | -1.66% |