FIFVX vs. DBAW
FIFVX (Fidelity Advisor Founders Fund Class I) and DBAW (Xtrackers MSCI All World ex US Hedged Equity ETF) are both funds - FIFVX is a Large Cap Growth Equities fund managed by Fidelity, while DBAW is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA US Dollar Hedged Index. Over the past 5 years, FIFVX returned 13.35%/yr vs 11.32%/yr for DBAW. A 0.76 correlation means they provide meaningful diversification when combined. FIFVX charges 0.85%/yr vs 0.41%/yr for DBAW.
Performance
FIFVX vs. DBAW - Performance Comparison
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Returns By Period
In the year-to-date period, FIFVX achieves a 9.17% return, which is significantly lower than DBAW's 16.12% return.
FIFVX
- 1D
- -0.75%
- 1M
- 6.76%
- YTD
- 9.17%
- 6M
- 10.05%
- 1Y
- 23.83%
- 3Y*
- 25.49%
- 5Y*
- 13.35%
- 10Y*
- —
DBAW
- 1D
- -0.51%
- 1M
- 6.28%
- YTD
- 16.12%
- 6M
- 18.39%
- 1Y
- 36.60%
- 3Y*
- 21.15%
- 5Y*
- 11.32%
- 10Y*
- 11.44%
FIFVX vs. DBAW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FIFVX Fidelity Advisor Founders Fund Class I | 9.17% | 16.39% | 36.46% | 34.03% | -26.71% | 19.10% | 47.20% | 14.05% |
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 16.12% | 26.47% | 14.35% | 16.26% | -13.35% | 13.08% | 7.44% | 11.23% |
Correlation
The correlation between FIFVX and DBAW is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | 0.76 |
The correlation between FIFVX and DBAW has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
FIFVX vs. DBAW — Risk / Return Rank
FIFVX
DBAW
FIFVX vs. DBAW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Founders Fund Class I (FIFVX) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). 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.
| FIFVX | DBAW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.55 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 4.09 | -2.08 |
| Martin ratioReturn relative to average drawdown | 8.12 | 16.97 | -8.85 |
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
| FIFVX | DBAW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.86 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.83 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.63 | +0.19 |
Drawdowns
FIFVX vs. DBAW - Drawdown Comparison
The maximum FIFVX drawdown since its inception was -32.48%, roughly equal to the maximum DBAW drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for FIFVX and DBAW.
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Drawdown Indicators
| FIFVX | DBAW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -31.44% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -9.00% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -23.26% | -14.11% | -9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.48% | -17.87% | -14.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.44% | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.51% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -5.00% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.16% | +0.86% |
Volatility
FIFVX vs. DBAW - Volatility Comparison
Fidelity Advisor Founders Fund Class I (FIFVX) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) have volatilities of 4.74% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIFVX | DBAW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 4.71% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 11.00% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 12.88% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 13.74% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.59% | 15.28% | +7.31% |
FIFVX vs. DBAW - Expense Ratio Comparison
FIFVX has a 0.85% expense ratio, which is higher than DBAW's 0.41% expense ratio.
Dividends
FIFVX vs. DBAW - Dividend Comparison
FIFVX's dividend yield for the trailing twelve months is around 2.20%, less than DBAW's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 3.29% | 3.83% | 1.70% | 3.45% | 8.81% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% |
FIFVX Fidelity Advisor Founders Fund Class I | 2.20% | 2.40% | 6.32% | 0.15% | 2.60% | 6.25% | 0.00% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FIFVX and DBAW have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIFVX has higher volatility (4.74%) compared to DBAW (4.71%). In terms of maximum drawdown, FIFVX dropped -32.48% vs DBAW's -31.44%.
DBAW currently has the higher Sharpe Ratio (2.86 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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