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FNSTX vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNSTX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Infrastructure Fund (FNSTX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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FNSTX vs. ACWI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FNSTX
Fidelity Infrastructure Fund
3.34%27.42%14.43%8.44%-7.59%7.58%12.80%5.49%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%18.66%16.34%4.32%

Returns By Period

In the year-to-date period, FNSTX achieves a 3.34% return, which is significantly higher than ACWI's -2.21% return.


FNSTX

1D
-0.91%
1M
-6.77%
YTD
3.34%
6M
5.71%
1Y
24.93%
3Y*
15.89%
5Y*
10.09%
10Y*

ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNSTX vs. ACWI - Expense Ratio Comparison

FNSTX has a 1.00% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Return for Risk

FNSTX vs. ACWI — Risk / Return Rank

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

FNSTX
FNSTX Risk / Return Rank: 8686
Overall Rank
FNSTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FNSTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FNSTX Omega Ratio Rank: 7979
Omega Ratio Rank
FNSTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNSTX Martin Ratio Rank: 9191
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNSTX vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Infrastructure Fund (FNSTX) and iShares MSCI ACWI ETF (ACWI). 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.


FNSTXACWIDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.20

+0.41

Sortino ratio

Return per unit of downside risk

2.09

1.77

+0.32

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.04

Calmar ratio

Return relative to maximum drawdown

3.08

1.79

+1.29

Martin ratio

Return relative to average drawdown

10.64

8.26

+2.38

FNSTX vs. ACWI - Sharpe Ratio Comparison

The current FNSTX Sharpe Ratio is 1.61, which is higher than the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FNSTX and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNSTXACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.20

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.59

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.39

+0.19

Correlation

The correlation between FNSTX and ACWI is 0.75, 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

FNSTX vs. ACWI - Dividend Comparison

FNSTX's dividend yield for the trailing twelve months is around 4.03%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
FNSTX
Fidelity Infrastructure Fund
4.03%4.16%1.59%1.85%1.35%0.63%0.80%0.36%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

FNSTX vs. ACWI - Drawdown Comparison

The maximum FNSTX drawdown since its inception was -35.82%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for FNSTX and ACWI.


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Drawdown Indicators


FNSTXACWIDifference

Max Drawdown

Largest peak-to-trough decline

-35.82%

-56.00%

+20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-11.76%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-26.42%

+4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-7.47%

-6.92%

-0.55%

Average Drawdown

Average peak-to-trough decline

-5.25%

-8.69%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.54%

-0.10%

Volatility

FNSTX vs. ACWI - Volatility Comparison

Fidelity Infrastructure Fund (FNSTX) and iShares MSCI ACWI ETF (ACWI) have volatilities of 6.52% and 6.38%, 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


FNSTXACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.38%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

10.05%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

17.48%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

15.97%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

17.08%

+1.71%