FZALX vs. FZILX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) and Fidelity ZERO International Index Fund (FZILX).
FZALX is managed by Fidelity. It was launched on Aug 13, 2013. FZILX is managed by Fidelity.
Performance
FZALX vs. FZILX - Performance Comparison
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FZALX vs. FZILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -12.14% |
FZILX Fidelity ZERO International Index Fund | 2.17% | 33.52% | 5.32% | 16.28% | -15.96% | 8.19% | 11.06% | 21.69% | -9.38% |
Returns By Period
In the year-to-date period, FZALX achieves a -2.10% return, which is significantly lower than FZILX's 2.17% 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%
FZILX
- 1D
- 3.01%
- 1M
- -6.87%
- YTD
- 2.17%
- 6M
- 6.45%
- 1Y
- 27.85%
- 3Y*
- 16.00%
- 5Y*
- 7.70%
- 10Y*
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FZALX vs. FZILX - Expense Ratio Comparison
FZALX has a 0.51% expense ratio, which is higher than FZILX's 0.00% expense ratio.
Return for Risk
FZALX vs. FZILX — Risk / Return Rank
FZALX
FZILX
FZALX vs. FZILX - 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 Fidelity ZERO International Index Fund (FZILX). 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 | FZILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.74 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.32 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.44 | -0.18 |
Martin ratioReturn relative to average drawdown | 10.48 | 9.45 | +1.04 |
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 | FZILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.74 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.51 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.49 | +0.31 |
Correlation
The correlation between FZALX and FZILX is 0.80, 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. FZILX - Dividend Comparison
FZALX's dividend yield for the trailing twelve months is around 4.12%, more than FZILX's 2.62% 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% |
FZILX Fidelity ZERO International Index Fund | 2.62% | 2.67% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.37% | 0.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
FZALX vs. FZILX - Drawdown Comparison
The maximum FZALX drawdown since its inception was -35.23%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FZALX and FZILX.
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Drawdown Indicators
| FZALX | FZILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.23% | -34.37% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.24% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -29.87% | +6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -35.23% | — | — |
Current DrawdownCurrent decline from peak | -6.15% | -8.57% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -6.80% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.90% | -0.28% |
Volatility
FZALX vs. FZILX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) is 5.55%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 7.90%. This indicates that FZALX experiences smaller price fluctuations and is considered to be less risky than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZALX | FZILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 7.90% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 11.25% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 16.44% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 15.33% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.30% | +0.84% |