FSJHX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) and Fidelity ZERO Total Market Index Fund (FZROX).
FSJHX is managed by Fidelity. It was launched on Oct 23, 2012. FZROX is managed by Fidelity.
Performance
FSJHX vs. FZROX - Performance Comparison
Loading graphics...
FSJHX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FSJHX Fidelity Advisor Stock Selector All Cap Fund Class M | -5.99% | 18.24% | 19.15% | 26.28% | -19.99% | 22.49% | 24.23% | 31.49% | -15.35% |
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, FSJHX achieves a -5.99% return, which is significantly lower than FZROX's -3.98% return.
FSJHX
- 1D
- -0.70%
- 1M
- -8.08%
- YTD
- -5.99%
- 6M
- -2.29%
- 1Y
- 18.82%
- 3Y*
- 15.66%
- 5Y*
- 9.09%
- 10Y*
- 12.75%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSJHX vs. FZROX - Expense Ratio Comparison
FSJHX has a 1.21% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FSJHX vs. FZROX — Risk / Return Rank
FSJHX
FZROX
FSJHX 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 M (FSJHX) 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.
| FSJHX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.50 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.51 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.55 | 7.28 | -0.73 |
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
| FSJHX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.63 | +0.09 |
Correlation
The correlation between FSJHX 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
FSJHX vs. FZROX - Dividend Comparison
FSJHX's dividend yield for the trailing twelve months is around 4.54%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSJHX Fidelity Advisor Stock Selector All Cap Fund Class M | 4.54% | 4.26% | 4.26% | 1.54% | 0.23% | 0.82% | 4.71% | 5.50% | 3.73% | 3.06% | 0.44% | 4.46% |
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
FSJHX vs. FZROX - Drawdown Comparison
The maximum FSJHX drawdown since its inception was -34.41%, roughly equal to the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FSJHX and FZROX.
Loading graphics...
Drawdown Indicators
| FSJHX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.41% | -34.96% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -12.44% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -25.12% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.41% | — | — |
Current DrawdownCurrent decline from peak | -9.25% | -6.16% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -5.61% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.58% | -0.03% |
Volatility
FSJHX vs. FZROX - Volatility Comparison
The current volatility for Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) is 4.97%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.52%. This indicates that FSJHX 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.
Loading graphics...
Volatility by Period
| FSJHX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.52% | -0.55% |
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 | 18.50% | 20.28% | -1.78% |