FZABX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class Z (FZABX) and Fidelity 500 Index Fund (FXAIX).
FZABX is managed by Fidelity. It was launched on Aug 13, 2013. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FZABX vs. FXAIX - Performance Comparison
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FZABX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FZABX Fidelity Advisor Diversified International Fund Class Z | -3.85% | 27.71% | 6.59% | 17.56% | -23.58% | 13.11% | 19.79% | 29.99% | -15.23% | 25.59% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, FZABX achieves a -3.85% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FZABX has underperformed FXAIX with an annualized return of 8.31%, while FXAIX has yielded a comparatively higher 13.75% annualized 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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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FZABX vs. FXAIX - Expense Ratio Comparison
FZABX has a 0.76% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
FZABX vs. FXAIX — Risk / Return Rank
FZABX
FXAIX
FZABX vs. FXAIX - 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 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.30 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.05 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.42 | 5.13 | -0.71 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.68 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.77 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.75 | -0.29 |
Correlation
The correlation between FZABX and FXAIX is 0.79, 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. FXAIX - Dividend Comparison
FZABX's dividend yield for the trailing twelve months is around 14.62%, more than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FZABX vs. FXAIX - Drawdown Comparison
The maximum FZABX drawdown since its inception was -35.21%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FZABX and FXAIX.
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Drawdown Indicators
| FZABX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -33.79% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -12.13% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -35.21% | -24.50% | -10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -33.79% | -1.42% |
Current DrawdownCurrent decline from peak | -12.39% | -8.89% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -3.83% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.50% | +0.65% |
Volatility
FZABX vs. FXAIX - Volatility Comparison
Fidelity Advisor Diversified International Fund Class Z (FZABX) has a higher volatility of 8.12% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FZABX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZABX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 4.24% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 9.08% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 18.13% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.88% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 18.03% | -1.16% |