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

Correlation

The correlation between FTIHX and FWWFX is -0.77. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FTIHX vs. FWWFX - Performance Comparison

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

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Key characteristics

Daily Std Dev

FTIHX:

5.86%

FWWFX:

24.94%

Max Drawdown

FTIHX:

-0.74%

FWWFX:

-55.76%

Current Drawdown

FTIHX:

-0.74%

FWWFX:

-21.16%

Returns By Period


FTIHX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FWWFX

YTD

-5.60%

1M

6.38%

6M

-19.20%

1Y

-9.19%

5Y*

4.86%

10Y*

4.16%

*Annualized

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FTIHX vs. FWWFX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


Risk-Adjusted Performance

FTIHX vs. FWWFX — Risk-Adjusted Performance Rank

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

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 6969
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6767
Martin Ratio Rank

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 55
Overall Rank
The Sharpe Ratio Rank of FWWFX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 66
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 55
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.

FTIHX vs. FWWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) 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.



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Dividends

FTIHX vs. FWWFX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.61%, more than FWWFX's 0.91% yield.


TTM20242023202220212020201920182017201620152014
FTIHX
Fidelity Total International Index Fund
2.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.91%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%

Drawdowns

FTIHX vs. FWWFX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -0.74%, smaller than the maximum FWWFX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for FTIHX and FWWFX. For additional features, visit the drawdowns tool.


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Volatility

FTIHX vs. FWWFX - Volatility Comparison


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