FIQOX vs. MFWIX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class Z (FIQOX) and MFS Global Total Return Fund Class I (MFWIX).
FIQOX is managed by Fidelity. It was launched on Oct 2, 2018. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
FIQOX vs. MFWIX - Performance Comparison
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FIQOX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | -3.07% | 16.27% | 46.05% | 25.10% | -25.64% | 18.58% | 31.08% | 29.13% | -10.40% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -3.69% |
Returns By Period
In the year-to-date period, FIQOX achieves a -3.07% return, which is significantly lower than MFWIX's 0.94% return.
FIQOX
- 1D
- 4.03%
- 1M
- -6.03%
- YTD
- -3.07%
- 6M
- -1.84%
- 1Y
- 21.79%
- 3Y*
- 24.42%
- 5Y*
- 11.83%
- 10Y*
- —
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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FIQOX vs. MFWIX - Expense Ratio Comparison
FIQOX has a 0.90% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
FIQOX vs. MFWIX — Risk / Return Rank
FIQOX
MFWIX
FIQOX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class Z (FIQOX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| FIQOX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.44 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.99 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.89 | -0.01 |
Martin ratioReturn relative to average drawdown | 7.24 | 7.31 | -0.07 |
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
| FIQOX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.44 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.54 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.71 | -0.02 |
Correlation
The correlation between FIQOX and MFWIX is 0.77, 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
FIQOX vs. MFWIX - Dividend Comparison
FIQOX's dividend yield for the trailing twelve months is around 11.97%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | 11.97% | 11.60% | 26.02% | 1.10% | 6.51% | 12.99% | 8.23% | 5.09% | 9.32% | 0.00% | 0.00% | 0.00% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
FIQOX vs. MFWIX - Drawdown Comparison
The maximum FIQOX drawdown since its inception was -33.64%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for FIQOX and MFWIX.
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Drawdown Indicators
| FIQOX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -33.01% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -6.85% | -4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -33.64% | -20.22% | -13.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -8.18% | -5.18% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -3.83% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.77% | +1.27% |
Volatility
FIQOX vs. MFWIX - Volatility Comparison
Fidelity Advisor Worldwide Fund Class Z (FIQOX) has a higher volatility of 8.18% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that FIQOX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIQOX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 3.44% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 5.43% | +8.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.28% | 8.94% | +11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 9.11% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 9.61% | +11.57% |