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FWIFX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWIFX and FSPSX 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.


-0.50.00.51.00.8

Performance

FWIFX vs. FSPSX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.92%
-2.44%
FWIFX
FSPSX

Key characteristics

Sharpe Ratio

FWIFX:

0.81

FSPSX:

0.69

Sortino Ratio

FWIFX:

1.08

FSPSX:

1.01

Omega Ratio

FWIFX:

1.18

FSPSX:

1.12

Calmar Ratio

FWIFX:

0.71

FSPSX:

0.84

Martin Ratio

FWIFX:

3.15

FSPSX:

2.05

Ulcer Index

FWIFX:

5.36%

FSPSX:

4.18%

Daily Std Dev

FWIFX:

20.80%

FSPSX:

12.47%

Max Drawdown

FWIFX:

-41.13%

FSPSX:

-33.69%

Current Drawdown

FWIFX:

-13.76%

FSPSX:

-7.81%

Returns By Period

In the year-to-date period, FWIFX achieves a 3.36% return, which is significantly higher than FSPSX's 1.62% return. Over the past 10 years, FWIFX has outperformed FSPSX with an annualized return of 5.79%, while FSPSX has yielded a comparatively lower 5.44% annualized return.


FWIFX

YTD

3.36%

1M

2.35%

6M

-5.68%

1Y

14.47%

5Y*

4.76%

10Y*

5.79%

FSPSX

YTD

1.62%

1M

2.20%

6M

-2.78%

1Y

7.53%

5Y*

5.05%

10Y*

5.44%

*Annualized

Compare stocks, funds, or ETFs

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


FWIFX vs. FSPSX - Expense Ratio Comparison

FWIFX has a 1.02% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


FWIFX
Fidelity Advisor Worldwide Fund Class I
Expense ratio chart for FWIFX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FWIFX vs. FSPSX — Risk-Adjusted Performance Rank

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

FWIFX
The Risk-Adjusted Performance Rank of FWIFX is 4141
Overall Rank
The Sharpe Ratio Rank of FWIFX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FWIFX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FWIFX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FWIFX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FWIFX is 4040
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 3434
Overall Rank
The Sharpe Ratio Rank of FSPSX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 2626
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.

FWIFX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class I (FWIFX) and Fidelity International Index Fund (FSPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for FWIFX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.000.810.69
The chart of Sortino ratio for FWIFX, currently valued at 1.08, compared to the broader market0.005.0010.001.081.01
The chart of Omega ratio for FWIFX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.12
The chart of Calmar ratio for FWIFX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.710.84
The chart of Martin ratio for FWIFX, currently valued at 3.15, compared to the broader market0.0020.0040.0060.0080.003.152.05
FWIFX
FSPSX

The current FWIFX Sharpe Ratio is 0.81, which is comparable to the FSPSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FWIFX and FSPSX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.81
0.69
FWIFX
FSPSX

Dividends

FWIFX vs. FSPSX - Dividend Comparison

FWIFX's dividend yield for the trailing twelve months is around 0.86%, less than FSPSX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
FWIFX
Fidelity Advisor Worldwide Fund Class I
0.86%0.89%0.93%0.74%0.44%0.07%0.66%0.40%0.67%0.85%4.38%11.54%
FSPSX
Fidelity International Index Fund
3.22%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.83%7.05%

Drawdowns

FWIFX vs. FSPSX - Drawdown Comparison

The maximum FWIFX drawdown since its inception was -41.13%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FWIFX and FSPSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.76%
-7.81%
FWIFX
FSPSX

Volatility

FWIFX vs. FSPSX - Volatility Comparison

Fidelity Advisor Worldwide Fund Class I (FWIFX) has a higher volatility of 5.99% compared to Fidelity International Index Fund (FSPSX) at 3.75%. This indicates that FWIFX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.99%
3.75%
FWIFX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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