FTAEX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Total International Equity Fund Class A (FTAEX) and Fidelity ZERO Total Market Index Fund (FZROX).
FTAEX is managed by Fidelity. It was launched on Nov 1, 2007. FZROX is managed by Fidelity.
Performance
FTAEX vs. FZROX - Performance Comparison
Loading graphics...
FTAEX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTAEX Fidelity Advisor Total International Equity Fund Class A | -1.95% | 32.14% | 6.13% | 16.06% | -17.29% | 10.83% | 17.73% | 27.22% | -10.28% |
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, FTAEX achieves a -1.95% return, which is significantly higher than FZROX's -6.77% return.
FTAEX
- 1D
- -0.21%
- 1M
- -11.58%
- YTD
- -1.95%
- 6M
- 1.35%
- 1Y
- 21.23%
- 3Y*
- 14.40%
- 5Y*
- 7.06%
- 10Y*
- 9.38%
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.
FTAEX vs. FZROX - Expense Ratio Comparison
FTAEX has a 1.30% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FTAEX vs. FZROX — Risk / Return Rank
FTAEX
FZROX
FTAEX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class A (FTAEX) 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.
| FTAEX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.84 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.30 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.05 | +0.52 |
Martin ratioReturn relative to average drawdown | 6.24 | 5.11 | +1.13 |
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
| FTAEX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.84 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.60 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.61 | -0.40 |
Correlation
The correlation between FTAEX and FZROX is 0.80, 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
FTAEX vs. FZROX - Dividend Comparison
FTAEX's dividend yield for the trailing twelve months is around 0.80%, less than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAEX Fidelity Advisor Total International Equity Fund Class A | 0.80% | 0.79% | 1.12% | 1.08% | 0.89% | 8.40% | 2.27% | 1.43% | 0.65% | 4.07% | 1.12% | 0.80% |
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
FTAEX vs. FZROX - Drawdown Comparison
The maximum FTAEX drawdown since its inception was -62.01%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FTAEX and FZROX.
Loading graphics...
Drawdown Indicators
| FTAEX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.01% | -34.96% | -27.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -12.44% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -25.12% | -5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.40% | — | — |
Current DrawdownCurrent decline from peak | -11.84% | -8.89% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -5.61% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.56% | +0.42% |
Volatility
FTAEX vs. FZROX - Volatility Comparison
Fidelity Advisor Total International Equity Fund Class A (FTAEX) has a higher volatility of 7.04% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FTAEX'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
| FTAEX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 4.41% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 9.34% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 18.49% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 17.40% | -1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 20.25% | -3.54% |