FTEIX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Total International Equity Fund Class I (FTEIX) and Fidelity ZERO Total Market Index Fund (FZROX).
FTEIX is managed by Fidelity. It was launched on Nov 1, 2007. FZROX is managed by Fidelity.
Performance
FTEIX vs. FZROX - Performance Comparison
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FTEIX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTEIX Fidelity Advisor Total International Equity Fund Class I | -1.88% | 32.53% | 6.45% | 16.27% | -17.02% | 11.06% | 17.99% | 27.51% | -10.12% |
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, FTEIX achieves a -1.88% return, which is significantly higher than FZROX's -6.77% return.
FTEIX
- 1D
- -0.14%
- 1M
- -11.52%
- YTD
- -1.88%
- 6M
- 1.53%
- 1Y
- 21.56%
- 3Y*
- 14.72%
- 5Y*
- 7.34%
- 10Y*
- 9.67%
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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FTEIX vs. FZROX - Expense Ratio Comparison
FTEIX has a 1.05% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FTEIX vs. FZROX — Risk / Return Rank
FTEIX
FZROX
FTEIX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class I (FTEIX) 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.
| FTEIX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.84 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.30 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.05 | +0.56 |
Martin ratioReturn relative to average drawdown | 6.42 | 5.11 | +1.30 |
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
| FTEIX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.84 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.60 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.61 | -0.38 |
Correlation
The correlation between FTEIX 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
FTEIX vs. FZROX - Dividend Comparison
FTEIX's dividend yield for the trailing twelve months is around 0.92%, less than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTEIX Fidelity Advisor Total International Equity Fund Class I | 0.92% | 0.90% | 1.43% | 1.33% | 1.07% | 8.71% | 2.46% | 1.72% | 0.85% | 4.29% | 1.33% | 1.15% |
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
FTEIX vs. FZROX - Drawdown Comparison
The maximum FTEIX drawdown since its inception was -61.85%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FTEIX and FZROX.
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Drawdown Indicators
| FTEIX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.85% | -34.96% | -26.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.44% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.04% | -25.12% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | — | — |
Current DrawdownCurrent decline from peak | -11.73% | -8.89% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -5.61% | -7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.56% | +0.40% |
Volatility
FTEIX vs. FZROX - Volatility Comparison
Fidelity Advisor Total International Equity Fund Class I (FTEIX) has a higher volatility of 7.07% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FTEIX'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
| FTEIX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 4.41% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 9.34% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 18.49% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 17.40% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 20.25% | -3.57% |