FTSDX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) and Fidelity ZERO Total Market Index Fund (FZROX).
FTSDX is managed by Fidelity. It was launched on Dec 23, 2003. FZROX is managed by Fidelity.
Performance
FTSDX vs. FZROX - Performance Comparison
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FTSDX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTSDX Fidelity Advisor Strategic Dividend & Income Fund Class M | 3.16% | 12.43% | 10.90% | 8.95% | -10.41% | 18.43% | 10.66% | 21.87% | -7.59% |
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, FTSDX achieves a 3.16% return, which is significantly higher than FZROX's -6.77% return.
FTSDX
- 1D
- -0.33%
- 1M
- -5.72%
- YTD
- 3.16%
- 6M
- 5.35%
- 1Y
- 14.47%
- 3Y*
- 11.13%
- 5Y*
- 7.16%
- 10Y*
- 8.65%
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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FTSDX vs. FZROX - Expense Ratio Comparison
FTSDX has a 1.22% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FTSDX vs. FZROX — Risk / Return Rank
FTSDX
FZROX
FTSDX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) 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.
| FTSDX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.84 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.30 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.05 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.34 | 5.11 | +2.22 |
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
| FTSDX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.84 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.60 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.61 | -0.12 |
Correlation
The correlation between FTSDX and FZROX is 0.88, 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
FTSDX vs. FZROX - Dividend Comparison
FTSDX's dividend yield for the trailing twelve months is around 7.25%, more than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSDX Fidelity Advisor Strategic Dividend & Income Fund Class M | 7.25% | 7.48% | 4.78% | 5.23% | 3.71% | 7.97% | 5.22% | 6.21% | 7.64% | 6.22% | 4.44% | 5.86% |
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
FTSDX vs. FZROX - Drawdown Comparison
The maximum FTSDX drawdown since its inception was -59.20%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FTSDX and FZROX.
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Drawdown Indicators
| FTSDX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.20% | -34.96% | -24.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -12.44% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -25.12% | +7.67% |
Max Drawdown (10Y)Largest decline over 10 years | -30.03% | — | — |
Current DrawdownCurrent decline from peak | -5.82% | -8.89% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -5.61% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.56% | -0.62% |
Volatility
FTSDX vs. FZROX - Volatility Comparison
The current volatility for Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) is 3.35%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.41%. This indicates that FTSDX 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.
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Volatility by Period
| FTSDX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.41% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.27% | 9.34% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 18.49% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.92% | 17.40% | -6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.39% | 20.25% | -7.86% |