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

Correlation

The correlation between FNIDX and FWWFX is 0.82, 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.


-0.50.00.51.00.8

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.

40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
37.60%
47.91%
FNIDX
FWWFX

Key characteristics

Sharpe Ratio

FNIDX:

0.48

FWWFX:

0.73

Sortino Ratio

FNIDX:

0.74

FWWFX:

0.98

Omega Ratio

FNIDX:

1.09

FWWFX:

1.17

Calmar Ratio

FNIDX:

0.45

FWWFX:

0.59

Martin Ratio

FNIDX:

1.76

FWWFX:

4.15

Ulcer Index

FNIDX:

3.54%

FWWFX:

3.65%

Daily Std Dev

FNIDX:

13.03%

FWWFX:

20.85%

Max Drawdown

FNIDX:

-33.17%

FWWFX:

-55.76%

Current Drawdown

FNIDX:

-11.23%

FWWFX:

-16.25%

Returns By Period

In the year-to-date period, FNIDX achieves a 3.42% return, which is significantly lower than FWWFX's 12.99% return.


FNIDX

YTD

3.42%

1M

-3.12%

6M

-2.58%

1Y

4.67%

5Y*

3.28%

10Y*

N/A

FWWFX

YTD

12.99%

1M

-12.43%

6M

-7.52%

1Y

13.58%

5Y*

4.99%

10Y*

5.57%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNIDX vs. FWWFX - Expense Ratio Comparison

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


FWWFX
Fidelity Worldwide Fund
Expense ratio chart for FWWFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FNIDX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FNIDX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.480.73
The chart of Sortino ratio for FNIDX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.740.98
The chart of Omega ratio for FNIDX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.17
The chart of Calmar ratio for FNIDX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.0014.000.450.59
The chart of Martin ratio for FNIDX, currently valued at 1.76, compared to the broader market0.0020.0040.0060.001.764.15
FNIDX
FWWFX

The current FNIDX Sharpe Ratio is 0.48, which is lower than the FWWFX Sharpe Ratio of 0.73. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.48
0.73
FNIDX
FWWFX

Dividends

FNIDX vs. FWWFX - Dividend Comparison

FNIDX has not paid dividends to shareholders, while FWWFX's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016201520142013
FNIDX
Fidelity International Sustainability Index Fd
0.00%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%0.00%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.04%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%8.74%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.23%
-16.25%
FNIDX
FWWFX

Volatility

FNIDX vs. FWWFX - Volatility Comparison

The current volatility for Fidelity International Sustainability Index Fd (FNIDX) is 3.97%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 13.87%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.97%
13.87%
FNIDX
FWWFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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