FZABX vs. FNILX
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class Z (FZABX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FZABX is managed by Fidelity. It was launched on Aug 13, 2013. FNILX is managed by Fidelity.
Performance
FZABX vs. FNILX - Performance Comparison
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FZABX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FZABX Fidelity Advisor Diversified International Fund Class Z | -3.85% | 27.71% | 6.59% | 17.56% | -23.58% | 13.11% | 19.79% | 29.99% | -14.34% |
FNILX Fidelity ZERO Large Cap Index Fund | -7.30% | 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, FZABX achieves a -3.85% return, which is significantly higher than FNILX's -7.30% return.
FZABX
- 1D
- 0.18%
- 1M
- -11.99%
- YTD
- -3.85%
- 6M
- 0.29%
- 1Y
- 16.80%
- 3Y*
- 12.23%
- 5Y*
- 5.84%
- 10Y*
- 8.31%
FNILX
- 1D
- -0.35%
- 1M
- -7.60%
- YTD
- -7.30%
- 6M
- -5.00%
- 1Y
- 14.41%
- 3Y*
- 17.43%
- 5Y*
- 11.17%
- 10Y*
- —
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FZABX vs. FNILX - Expense Ratio Comparison
FZABX has a 0.76% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
FZABX vs. FNILX — Risk / Return Rank
FZABX
FNILX
FZABX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class Z (FZABX) 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.
| FZABX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.83 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.28 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.04 | +0.07 |
Martin ratioReturn relative to average drawdown | 4.42 | 5.01 | -0.59 |
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
| FZABX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.83 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.65 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.64 | -0.17 |
Correlation
The correlation between FZABX and FNILX is 0.81, 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
FZABX vs. FNILX - Dividend Comparison
FZABX's dividend yield for the trailing twelve months is around 14.62%, more than FNILX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZABX Fidelity Advisor Diversified International Fund Class Z | 14.62% | 14.06% | 6.53% | 4.41% | 2.40% | 10.92% | 0.15% | 1.64% | 5.22% | 0.29% | 1.70% | 1.08% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.09% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
FZABX vs. FNILX - Drawdown Comparison
The maximum FZABX drawdown since its inception was -35.21%, roughly equal to the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FZABX and FNILX.
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Drawdown Indicators
| FZABX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -33.76% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -12.18% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -35.21% | -25.40% | -9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | — | — |
Current DrawdownCurrent decline from peak | -12.39% | -9.01% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -5.47% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.54% | +0.61% |
Volatility
FZABX vs. FNILX - Volatility Comparison
Fidelity Advisor Diversified International Fund Class Z (FZABX) has a higher volatility of 8.12% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that FZABX's price experiences larger fluctuations and is considered to be riskier 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
| FZABX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 4.23% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 9.14% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 18.26% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 17.22% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 20.17% | -3.30% |