FWIFX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class I (FWIFX) and Fidelity ZERO Total Market Index Fund (FZROX).
FWIFX is managed by Fidelity. It was launched on Feb 19, 2009. FZROX is managed by Fidelity.
Performance
FWIFX vs. FZROX - Performance Comparison
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FWIFX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FWIFX Fidelity Advisor Worldwide Fund Class I | -3.09% | 16.11% | 27.63% | 24.92% | -25.72% | 18.43% | 30.92% | 28.94% | -10.93% |
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
In the year-to-date period, FWIFX achieves a -3.09% return, which is significantly higher than FZROX's -3.98% return.
FWIFX
- 1D
- 4.03%
- 1M
- -6.05%
- YTD
- -3.09%
- 6M
- -1.91%
- 1Y
- 21.66%
- 3Y*
- 18.84%
- 5Y*
- 8.75%
- 10Y*
- 12.89%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
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FWIFX vs. FZROX - Expense Ratio Comparison
FWIFX has a 1.02% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FWIFX vs. FZROX — Risk / Return Rank
FWIFX
FZROX
FWIFX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class I (FWIFX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.
| FWIFX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.98 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.50 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.51 | +0.35 |
Martin ratioReturn relative to average drawdown | 7.18 | 7.28 | -0.09 |
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
| FWIFX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.98 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.63 | +0.09 |
Correlation
The correlation between FWIFX and FZROX is 0.93, 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.
Dividends
FWIFX vs. FZROX - Dividend Comparison
FWIFX's dividend yield for the trailing twelve months is around 12.00%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWIFX Fidelity Advisor Worldwide Fund Class I | 12.00% | 11.63% | 14.80% | 0.93% | 6.23% | 12.86% | 8.16% | 4.93% | 9.72% | 6.94% | 1.17% | 3.88% |
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FWIFX vs. FZROX - Drawdown Comparison
The maximum FWIFX drawdown since its inception was -33.71%, roughly equal to the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FWIFX and FZROX.
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Drawdown Indicators
| FWIFX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | -34.96% | +1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.44% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -33.71% | -25.12% | -8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.71% | — | — |
Current DrawdownCurrent decline from peak | -8.18% | -6.16% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -5.61% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.58% | +0.47% |
Volatility
FWIFX vs. FZROX - Volatility Comparison
Fidelity Advisor Worldwide Fund Class I (FWIFX) has a higher volatility of 8.21% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 5.52%. This indicates that FWIFX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWIFX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 5.52% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 9.81% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.31% | 18.68% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 17.45% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 20.28% | -1.62% |