FZALX vs. DFIEX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) and DFA International Core Equity Portfolio I (DFIEX).
FZALX is managed by Fidelity. It was launched on Aug 13, 2013. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FZALX vs. DFIEX - Performance Comparison
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FZALX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | -2.10% | 27.07% | 26.13% | 26.63% | -8.89% | 26.44% | 13.06% | 31.25% | -7.31% | 18.01% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, FZALX achieves a -2.10% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, FZALX has outperformed DFIEX with an annualized return of 15.57%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
FZALX
- 1D
- 3.12%
- 1M
- -4.71%
- YTD
- -2.10%
- 6M
- 2.52%
- 1Y
- 26.49%
- 3Y*
- 22.61%
- 5Y*
- 15.05%
- 10Y*
- 15.57%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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FZALX vs. DFIEX - Expense Ratio Comparison
FZALX has a 0.51% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
FZALX vs. DFIEX — Risk / Return Rank
FZALX
DFIEX
FZALX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| FZALX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.95 | -0.47 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.55 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.57 | -0.31 |
Martin ratioReturn relative to average drawdown | 10.48 | 10.07 | +0.41 |
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
| FZALX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.95 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.60 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.59 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.35 | +0.46 |
Correlation
The correlation between FZALX and DFIEX 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
FZALX vs. DFIEX - Dividend Comparison
FZALX's dividend yield for the trailing twelve months is around 4.12%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | 4.12% | 4.04% | 2.83% | 2.17% | 4.51% | 4.92% | 8.14% | 13.19% | 21.94% | 16.56% | 2.12% | 4.33% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FZALX vs. DFIEX - Drawdown Comparison
The maximum FZALX drawdown since its inception was -35.23%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FZALX and DFIEX.
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Drawdown Indicators
| FZALX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.23% | -62.22% | +26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.01% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -28.66% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.23% | -41.04% | +5.81% |
Current DrawdownCurrent decline from peak | -6.15% | -7.75% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -12.26% | +8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.81% | -0.19% |
Volatility
FZALX vs. DFIEX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) is 5.55%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FZALX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZALX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 7.09% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 10.45% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 15.90% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 15.65% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 16.35% | +1.79% |