FZAJX vs. FNILX
Compare and contrast key facts about Fidelity Advisor International Growth Fund Class Z (FZAJX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FZAJX is managed by Fidelity. It was launched on Aug 13, 2013. FNILX is managed by Fidelity.
Performance
FZAJX vs. FNILX - Performance Comparison
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FZAJX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FZAJX Fidelity Advisor International Growth Fund Class Z | -2.21% | 18.02% | 5.02% | 21.03% | -23.11% | 15.55% | 17.11% | 34.21% | -12.23% |
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, FZAJX achieves a -2.21% return, which is significantly higher than FNILX's -4.59% return.
FZAJX
- 1D
- 3.84%
- 1M
- -8.74%
- YTD
- -2.21%
- 6M
- -2.02%
- 1Y
- 12.59%
- 3Y*
- 9.93%
- 5Y*
- 4.96%
- 10Y*
- 8.82%
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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FZAJX vs. FNILX - Expense Ratio Comparison
FZAJX has a 0.87% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
FZAJX vs. FNILX — Risk / Return Rank
FZAJX
FNILX
FZAJX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class Z (FZAJX) 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.
| FZAJX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.97 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.48 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.51 | -0.60 |
Martin ratioReturn relative to average drawdown | 3.52 | 7.14 | -3.63 |
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
| FZAJX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.97 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.67 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.66 | -0.19 |
Correlation
The correlation between FZAJX and FNILX is 0.83, 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
FZAJX vs. FNILX - Dividend Comparison
FZAJX's dividend yield for the trailing twelve months is around 3.73%, more than FNILX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZAJX Fidelity Advisor International Growth Fund Class Z | 3.73% | 3.65% | 1.00% | 0.61% | 1.81% | 2.03% | 0.22% | 1.11% | 1.04% | 0.12% | 1.40% | 0.92% |
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
FZAJX vs. FNILX - Drawdown Comparison
The maximum FZAJX drawdown since its inception was -34.84%, roughly equal to the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FZAJX and FNILX.
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Drawdown Indicators
| FZAJX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.84% | -33.76% | -1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -12.18% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -25.40% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -34.84% | — | — |
Current DrawdownCurrent decline from peak | -10.65% | -6.36% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -5.47% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.57% | +1.01% |
Volatility
FZAJX vs. FNILX - Volatility Comparison
Fidelity Advisor International Growth Fund Class Z (FZAJX) has a higher volatility of 9.11% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 5.33%. This indicates that FZAJX'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
| FZAJX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 5.33% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 9.59% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 18.44% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 17.27% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 20.19% | -2.63% |