PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTIHX vs. FWWFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FTIHXFWWFX
YTD Return5.55%27.45%
1Y Return13.11%34.04%
3Y Return (Ann)0.04%4.74%
5Y Return (Ann)5.04%14.08%
Sharpe Ratio0.972.07
Sortino Ratio1.442.84
Omega Ratio1.181.37
Calmar Ratio1.012.34
Martin Ratio5.1112.26
Ulcer Index2.49%2.76%
Daily Std Dev13.13%16.34%
Max Drawdown-35.75%-55.76%
Current Drawdown-7.90%-3.67%

Correlation

-0.50.00.51.00.8

The correlation between FTIHX and FWWFX is 0.83, 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.

Performance

FTIHX vs. FWWFX - Performance Comparison

In the year-to-date period, FTIHX achieves a 5.55% return, which is significantly lower than FWWFX's 27.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
74.63%
201.19%
FTIHX
FWWFX

Compare stocks, funds, or ETFs

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


FTIHX vs. FWWFX - Expense Ratio Comparison

FTIHX has a 0.06% 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 FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


FTIHX
Sharpe ratio
The chart of Sharpe ratio for FTIHX, currently valued at 0.97, compared to the broader market0.002.004.000.97
Sortino ratio
The chart of Sortino ratio for FTIHX, currently valued at 1.44, compared to the broader market0.005.0010.001.44
Omega ratio
The chart of Omega ratio for FTIHX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for FTIHX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.0025.001.01
Martin ratio
The chart of Martin ratio for FTIHX, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.11
FWWFX
Sharpe ratio
The chart of Sharpe ratio for FWWFX, currently valued at 2.07, compared to the broader market0.002.004.002.07
Sortino ratio
The chart of Sortino ratio for FWWFX, currently valued at 2.84, compared to the broader market0.005.0010.002.84
Omega ratio
The chart of Omega ratio for FWWFX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for FWWFX, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.0025.002.34
Martin ratio
The chart of Martin ratio for FWWFX, currently valued at 12.26, compared to the broader market0.0020.0040.0060.0080.00100.0012.26

FTIHX vs. FWWFX - Sharpe Ratio Comparison

The current FTIHX Sharpe Ratio is 0.97, which is lower than the FWWFX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FTIHX 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.97
2.07
FTIHX
FWWFX

Dividends

FTIHX vs. FWWFX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.64%, more than FWWFX's 0.74% yield.


TTM20232022202120202019201820172016201520142013
FTIHX
Fidelity Total International Index Fund
2.64%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.74%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%8.74%

Drawdowns

FTIHX vs. FWWFX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.90%
-3.67%
FTIHX
FWWFX

Volatility

FTIHX vs. FWWFX - Volatility Comparison

The current volatility for Fidelity Total International Index Fund (FTIHX) is 3.67%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 4.48%. This indicates that FTIHX 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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.67%
4.48%
FTIHX
FWWFX