FZALX vs. GSIFX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
FZALX is managed by Fidelity. It was launched on Aug 13, 2013. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
FZALX vs. GSIFX - Performance Comparison
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FZALX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | -5.06% | 27.07% | 26.13% | 26.63% | -8.89% | 26.44% | 13.06% | 31.25% | -7.31% | 18.01% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Returns By Period
In the year-to-date period, FZALX achieves a -5.06% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, FZALX has outperformed GSIFX with an annualized return of 15.21%, while GSIFX has yielded a comparatively lower 8.34% annualized return.
FZALX
- 1D
- -0.54%
- 1M
- -7.42%
- YTD
- -5.06%
- 6M
- -0.48%
- 1Y
- 23.20%
- 3Y*
- 21.36%
- 5Y*
- 14.68%
- 10Y*
- 15.21%
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
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FZALX vs. GSIFX - Expense Ratio Comparison
FZALX has a 0.51% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
FZALX vs. GSIFX — Risk / Return Rank
FZALX
GSIFX
FZALX vs. GSIFX - 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 Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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 | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.60 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.87 | 0.91 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.12 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.81 | +0.93 |
Martin ratioReturn relative to average drawdown | 8.19 | 3.23 | +4.96 |
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 | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.60 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.32 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.48 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.30 | +0.49 |
Correlation
The correlation between FZALX and GSIFX is 0.75, 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. GSIFX - Dividend Comparison
FZALX's dividend yield for the trailing twelve months is around 4.25%, more than GSIFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | 4.25% | 4.04% | 2.83% | 2.17% | 4.51% | 4.92% | 8.14% | 13.19% | 21.94% | 16.56% | 2.12% | 4.33% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
FZALX vs. GSIFX - Drawdown Comparison
The maximum FZALX drawdown since its inception was -35.23%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for FZALX and GSIFX.
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Drawdown Indicators
| FZALX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.23% | -59.25% | +24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -12.15% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -31.94% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.23% | -35.00% | -0.23% |
Current DrawdownCurrent decline from peak | -8.99% | -11.48% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -15.30% | +11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.06% | -0.47% |
Volatility
FZALX vs. GSIFX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) is 4.37%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that FZALX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZALX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 6.71% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 11.13% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 16.87% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.71% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 17.32% | +0.80% |