FWCFX vs. VGPMX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class C (FWCFX) and Vanguard Global Capital Cycles Fund (VGPMX).
FWCFX is managed by Fidelity. It was launched on Feb 19, 2009. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
FWCFX vs. VGPMX - Performance Comparison
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FWCFX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FWCFX Fidelity Advisor Worldwide Fund Class C | -7.06% | 14.91% | 47.60% | 23.61% | -26.54% | 17.21% | 29.53% | 27.53% | -5.55% | 28.20% |
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, FWCFX achieves a -7.06% return, which is significantly lower than VGPMX's 4.53% return. Both investments have delivered pretty close results over the past 10 years, with FWCFX having a 13.01% annualized return and VGPMX not far behind at 12.39%.
FWCFX
- 1D
- -1.23%
- 1M
- -10.46%
- YTD
- -7.06%
- 6M
- -5.88%
- 1Y
- 16.65%
- 3Y*
- 22.27%
- 5Y*
- 10.46%
- 10Y*
- 13.01%
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%
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FWCFX vs. VGPMX - Expense Ratio Comparison
FWCFX has a 2.08% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
FWCFX vs. VGPMX — Risk / Return Rank
FWCFX
VGPMX
FWCFX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class C (FWCFX) 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.
| FWCFX | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 2.94 | -2.14 |
Sortino ratioReturn per unit of downside risk | 1.21 | 3.51 | -2.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.56 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 4.24 | -3.08 |
Martin ratioReturn relative to average drawdown | 4.55 | 17.59 | -13.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FWCFX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.94 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.12 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.57 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.25 | +0.43 |
Correlation
The correlation between FWCFX 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
FWCFX vs. VGPMX - Dividend Comparison
FWCFX's dividend yield for the trailing twelve months is around 13.04%, more than VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWCFX Fidelity Advisor Worldwide Fund Class C | 13.04% | 12.12% | 29.90% | 0.00% | 5.87% | 12.44% | 7.99% | 4.46% | 9.67% | 6.44% | 0.05% | 3.47% |
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
FWCFX vs. VGPMX - Drawdown Comparison
The maximum FWCFX drawdown since its inception was -34.39%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FWCFX and VGPMX.
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Drawdown Indicators
| FWCFX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -78.85% | +44.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -12.80% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -34.39% | -22.71% | -11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | -54.59% | +20.20% |
Current DrawdownCurrent decline from peak | -11.83% | -10.73% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -34.69% | +28.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.09% | -0.06% |
Volatility
FWCFX vs. VGPMX - Volatility Comparison
The current volatility for Fidelity Advisor Worldwide Fund Class C (FWCFX) is 6.87%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that FWCFX 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.
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Volatility by Period
| FWCFX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 7.56% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 13.14% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.95% | 19.28% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 17.15% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 21.65% | -2.26% |