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FNIDX vs. FWWFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNIDX and FWWFX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FNIDX vs. FWWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Sustainability Index Fd (FNIDX) and Fidelity Worldwide Fund (FWWFX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
49.31%
34.70%
FNIDX
FWWFX

Key characteristics

Sharpe Ratio

FNIDX:

0.66

FWWFX:

-0.36

Sortino Ratio

FNIDX:

1.01

FWWFX:

-0.32

Omega Ratio

FNIDX:

1.13

FWWFX:

0.95

Calmar Ratio

FNIDX:

0.72

FWWFX:

-0.29

Martin Ratio

FNIDX:

2.14

FWWFX:

-0.78

Ulcer Index

FNIDX:

5.03%

FWWFX:

11.48%

Daily Std Dev

FNIDX:

16.46%

FWWFX:

25.08%

Max Drawdown

FNIDX:

-33.17%

FWWFX:

-55.76%

Current Drawdown

FNIDX:

-3.21%

FWWFX:

-23.73%

Returns By Period

In the year-to-date period, FNIDX achieves a 6.70% return, which is significantly higher than FWWFX's -8.68% return.


FNIDX

YTD

6.70%

1M

0.39%

6M

2.10%

1Y

10.86%

5Y*

9.50%

10Y*

N/A

FWWFX

YTD

-8.68%

1M

-3.76%

6M

-19.41%

1Y

-8.25%

5Y*

4.93%

10Y*

3.93%

*Annualized

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FNIDX vs. FWWFX - Expense Ratio Comparison

FNIDX has a 0.20% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


Expense ratio chart for FWWFX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FWWFX: 1.00%
Expense ratio chart for FNIDX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNIDX: 0.20%

Risk-Adjusted Performance

FNIDX vs. FWWFX — Risk-Adjusted Performance Rank

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

FNIDX
The Risk-Adjusted Performance Rank of FNIDX is 6666
Overall Rank
The Sharpe Ratio Rank of FNIDX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 6060
Martin Ratio Rank

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 66
Overall Rank
The Sharpe Ratio Rank of FWWFX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 77
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 77
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 77
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.

FNIDX vs. FWWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and Fidelity Worldwide Fund (FWWFX). 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 FNIDX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.00
FNIDX: 0.66
FWWFX: -0.36
The chart of Sortino ratio for FNIDX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FNIDX: 1.01
FWWFX: -0.32
The chart of Omega ratio for FNIDX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FNIDX: 1.13
FWWFX: 0.95
The chart of Calmar ratio for FNIDX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
FNIDX: 0.72
FWWFX: -0.29
The chart of Martin ratio for FNIDX, currently valued at 2.14, compared to the broader market0.0010.0020.0030.0040.0050.00
FNIDX: 2.14
FWWFX: -0.78

The current FNIDX Sharpe Ratio is 0.66, which is higher than the FWWFX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of FNIDX and FWWFX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.66
-0.36
FNIDX
FWWFX

Dividends

FNIDX vs. FWWFX - Dividend Comparison

FNIDX's dividend yield for the trailing twelve months is around 2.19%, more than FWWFX's 0.94% yield.


TTM20242023202220212020201920182017201620152014
FNIDX
Fidelity International Sustainability Index Fd
2.19%2.34%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.94%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%

Drawdowns

FNIDX vs. FWWFX - Drawdown Comparison

The maximum FNIDX drawdown since its inception was -33.17%, smaller than the maximum FWWFX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for FNIDX and FWWFX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.21%
-23.73%
FNIDX
FWWFX

Volatility

FNIDX vs. FWWFX - Volatility Comparison

The current volatility for Fidelity International Sustainability Index Fd (FNIDX) is 10.45%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 13.05%. This indicates that FNIDX experiences smaller price fluctuations and is considered to be less risky than FWWFX 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%14.00%NovemberDecember2025FebruaryMarchApril
10.45%
13.05%
FNIDX
FWWFX