FTIHX vs. FWWFX
Compare and contrast key facts about Fidelity Total International Index Fund (FTIHX) and Fidelity Worldwide Fund (FWWFX).
FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016. FWWFX is managed by Fidelity. It was launched on May 30, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTIHX or FWWFX.
Key characteristics
FTIHX | FWWFX | |
---|---|---|
YTD Return | 5.55% | 27.45% |
1Y Return | 13.11% | 34.04% |
3Y Return (Ann) | 0.04% | 4.74% |
5Y Return (Ann) | 5.04% | 14.08% |
Sharpe Ratio | 0.97 | 2.07 |
Sortino Ratio | 1.44 | 2.84 |
Omega Ratio | 1.18 | 1.37 |
Calmar Ratio | 1.01 | 2.34 |
Martin Ratio | 5.11 | 12.26 |
Ulcer Index | 2.49% | 2.76% |
Daily Std Dev | 13.13% | 16.34% |
Max Drawdown | -35.75% | -55.76% |
Current Drawdown | -7.90% | -3.67% |
Correlation
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.
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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 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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.