FWAFX vs. VGPMX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class A (FWAFX) and Vanguard Global Capital Cycles Fund (VGPMX).
FWAFX is managed by Fidelity. It was launched on Feb 19, 2009. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
FWAFX vs. VGPMX - Performance Comparison
Loading graphics...
FWAFX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FWAFX Fidelity Advisor Worldwide Fund Class A | -6.91% | 15.83% | 27.27% | 24.62% | -25.96% | 18.13% | 30.57% | 28.58% | -4.80% | 29.15% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, FWAFX achieves a -6.91% return, which is significantly lower than VGPMX's 4.53% return. Both investments have delivered pretty close results over the past 10 years, with FWAFX having a 12.14% annualized return and VGPMX not far ahead at 12.39%.
FWAFX
- 1D
- -1.26%
- 1M
- -10.40%
- YTD
- -6.91%
- 6M
- -5.51%
- 1Y
- 17.55%
- 3Y*
- 16.98%
- 5Y*
- 7.91%
- 10Y*
- 12.14%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FWAFX vs. VGPMX - Expense Ratio Comparison
FWAFX has a 1.29% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
FWAFX vs. VGPMX — Risk / Return Rank
FWAFX
VGPMX
FWAFX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class A (FWAFX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
| FWAFX | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 2.94 | -2.09 |
Sortino ratioReturn per unit of downside risk | 1.27 | 3.51 | -2.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.56 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 4.24 | -2.99 |
Martin ratioReturn relative to average drawdown | 4.88 | 17.59 | -12.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FWAFX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.94 | -2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.12 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.57 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.25 | +0.44 |
Correlation
The correlation between FWAFX and VGPMX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FWAFX vs. VGPMX - Dividend Comparison
FWAFX's dividend yield for the trailing twelve months is around 12.43%, more than VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWAFX Fidelity Advisor Worldwide Fund Class A | 12.43% | 11.57% | 14.70% | 0.66% | 6.00% | 12.73% | 8.01% | 4.71% | 9.43% | 6.66% | 0.88% | 3.72% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
FWAFX vs. VGPMX - Drawdown Comparison
The maximum FWAFX drawdown since its inception was -33.90%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FWAFX and VGPMX.
Loading graphics...
Drawdown Indicators
| FWAFX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -78.85% | +44.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.80% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -33.90% | -22.71% | -11.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -54.59% | +20.69% |
Current DrawdownCurrent decline from peak | -11.77% | -10.73% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -34.69% | +28.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.09% | -0.08% |
Volatility
FWAFX vs. VGPMX - Volatility Comparison
The current volatility for Fidelity Advisor Worldwide Fund Class A (FWAFX) is 6.83%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that FWAFX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FWAFX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 7.56% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 13.14% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 19.28% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 17.15% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 21.65% | -3.03% |