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CWGIX vs. FPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CWGIX and FPADX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

CWGIX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital World Growth and Income Fund Class A (CWGIX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
250.20%
55.03%
CWGIX
FPADX

Key characteristics

Sharpe Ratio

CWGIX:

0.49

FPADX:

0.57

Sortino Ratio

CWGIX:

0.77

FPADX:

0.90

Omega Ratio

CWGIX:

1.11

FPADX:

1.12

Calmar Ratio

CWGIX:

0.52

FPADX:

0.39

Martin Ratio

CWGIX:

2.29

FPADX:

1.72

Ulcer Index

CWGIX:

3.51%

FPADX:

5.63%

Daily Std Dev

CWGIX:

16.46%

FPADX:

17.18%

Max Drawdown

CWGIX:

-53.36%

FPADX:

-39.16%

Current Drawdown

CWGIX:

-5.72%

FPADX:

-16.24%

Returns By Period

In the year-to-date period, CWGIX achieves a 0.15% return, which is significantly lower than FPADX's 3.54% return. Over the past 10 years, CWGIX has outperformed FPADX with an annualized return of 7.54%, while FPADX has yielded a comparatively lower 2.53% annualized return.


CWGIX

YTD

0.15%

1M

-1.81%

6M

-0.91%

1Y

8.35%

5Y*

12.22%

10Y*

7.54%

FPADX

YTD

3.54%

1M

-1.99%

6M

-2.09%

1Y

9.06%

5Y*

6.78%

10Y*

2.53%

*Annualized

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CWGIX vs. FPADX - Expense Ratio Comparison

CWGIX has a 0.75% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Expense ratio chart for CWGIX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CWGIX: 0.75%
Expense ratio chart for FPADX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPADX: 0.08%

Risk-Adjusted Performance

CWGIX vs. FPADX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWGIX
The Risk-Adjusted Performance Rank of CWGIX is 5858
Overall Rank
The Sharpe Ratio Rank of CWGIX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CWGIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CWGIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CWGIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of CWGIX is 6262
Martin Ratio Rank

FPADX
The Risk-Adjusted Performance Rank of FPADX is 5656
Overall Rank
The Sharpe Ratio Rank of FPADX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FPADX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FPADX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FPADX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FPADX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWGIX vs. FPADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Growth and Income Fund Class A (CWGIX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


The chart of Sharpe ratio for CWGIX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.00
CWGIX: 0.49
FPADX: 0.57
The chart of Sortino ratio for CWGIX, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.00
CWGIX: 0.77
FPADX: 0.90
The chart of Omega ratio for CWGIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
CWGIX: 1.11
FPADX: 1.12
The chart of Calmar ratio for CWGIX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
CWGIX: 0.52
FPADX: 0.39
The chart of Martin ratio for CWGIX, currently valued at 2.29, compared to the broader market0.0010.0020.0030.0040.0050.00
CWGIX: 2.29
FPADX: 1.72

The current CWGIX Sharpe Ratio is 0.49, which is comparable to the FPADX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CWGIX and FPADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.49
0.57
CWGIX
FPADX

Dividends

CWGIX vs. FPADX - Dividend Comparison

CWGIX's dividend yield for the trailing twelve months is around 7.89%, more than FPADX's 2.60% yield.


TTM20242023202220212020201920182017201620152014
CWGIX
American Funds Capital World Growth and Income Fund Class A
7.89%7.88%3.42%2.09%6.82%1.23%2.44%7.38%6.73%5.26%4.06%2.28%
FPADX
Fidelity Emerging Markets Index Fund
2.60%2.70%2.68%2.47%2.14%1.50%2.59%2.20%1.76%1.69%2.47%2.03%

Drawdowns

CWGIX vs. FPADX - Drawdown Comparison

The maximum CWGIX drawdown since its inception was -53.36%, which is greater than FPADX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for CWGIX and FPADX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.72%
-16.24%
CWGIX
FPADX

Volatility

CWGIX vs. FPADX - Volatility Comparison

American Funds Capital World Growth and Income Fund Class A (CWGIX) has a higher volatility of 11.18% compared to Fidelity Emerging Markets Index Fund (FPADX) at 9.56%. This indicates that CWGIX's price experiences larger fluctuations and is considered to be riskier than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.18%
9.56%
CWGIX
FPADX