FTGRX vs. FNILX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FTGRX is managed by Fidelity. It was launched on Feb 5, 2008. FNILX is managed by Fidelity.
Performance
FTGRX vs. FNILX - Performance Comparison
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FTGRX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M | -5.21% | 26.22% | 25.36% | 25.83% | -9.51% | 25.63% | 12.30% | 30.47% | -14.33% |
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, FTGRX achieves a -5.21% return, which is significantly lower than FNILX's -4.59% return.
FTGRX
- 1D
- -0.55%
- 1M
- -7.47%
- YTD
- -5.21%
- 6M
- -0.79%
- 1Y
- 22.41%
- 3Y*
- 20.56%
- 5Y*
- 13.93%
- 10Y*
- 14.47%
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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FTGRX vs. FNILX - Expense Ratio Comparison
FTGRX has a 1.15% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
FTGRX vs. FNILX — Risk / Return Rank
FTGRX
FNILX
FTGRX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) 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.
| FTGRX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.97 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.48 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.51 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.85 | 7.14 | +0.70 |
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
| FTGRX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.97 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.67 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.66 | -0.12 |
Correlation
The correlation between FTGRX and FNILX is 0.92, 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
FTGRX vs. FNILX - Dividend Comparison
FTGRX's dividend yield for the trailing twelve months is around 3.63%, more than FNILX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M | 3.63% | 3.44% | 2.20% | 1.60% | 3.88% | 4.34% | 7.59% | 12.62% | 21.28% | 15.95% | 1.52% | 3.66% |
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
FTGRX vs. FNILX - Drawdown Comparison
The maximum FTGRX drawdown since its inception was -52.75%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FTGRX and FNILX.
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Drawdown Indicators
| FTGRX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -33.76% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.18% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -25.40% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | — | — |
Current DrawdownCurrent decline from peak | -9.06% | -6.36% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -5.47% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.57% | +0.04% |
Volatility
FTGRX vs. FNILX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) is 4.37%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 5.33%. This indicates that FTGRX experiences smaller price fluctuations and is considered to be less risky 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
| FTGRX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.33% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 9.59% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 18.44% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 17.27% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 20.19% | -2.08% |