FWIFX vs. LAZ
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class I (FWIFX) and Lazard Ltd (LAZ).
FWIFX is managed by Fidelity. It was launched on Feb 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWIFX or LAZ.
Key characteristics
| FWIFX | LAZ | |
|---|---|---|
| YTD Return | 31.00% | 68.70% |
| 1Y Return | 39.78% | 122.37% |
| 3Y Return (Ann) | 5.81% | 11.34% |
| 5Y Return (Ann) | 14.87% | 14.04% |
| 10Y Return (Ann) | 12.13% | 7.01% |
| Sharpe Ratio | 2.46 | 3.35 |
| Sortino Ratio | 3.31 | 4.56 |
| Omega Ratio | 1.45 | 1.55 |
| Calmar Ratio | 2.55 | 2.69 |
| Martin Ratio | 14.64 | 24.12 |
| Ulcer Index | 2.74% | 4.85% |
| Daily Std Dev | 16.33% | 34.95% |
| Max Drawdown | -33.71% | -62.72% |
| Current Drawdown | -0.96% | -7.28% |
Correlation
The correlation between FWIFX and LAZ is 0.57, 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.
Performance
FWIFX vs. LAZ - Performance Comparison
In the year-to-date period, FWIFX achieves a 31.00% return, which is significantly lower than LAZ's 68.70% return. Over the past 10 years, FWIFX has outperformed LAZ with an annualized return of 12.13%, while LAZ has yielded a comparatively lower 7.01% annualized 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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Risk-Adjusted Performance
FWIFX vs. LAZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class I (FWIFX) and Lazard Ltd (LAZ). 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
FWIFX vs. LAZ - Dividend Comparison
FWIFX's dividend yield for the trailing twelve months is around 0.71%, less than LAZ's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWIFX Fidelity Advisor Worldwide Fund Class I | 0.71% | 0.93% | 0.74% | 0.44% | 0.07% | 0.66% | 0.40% | 0.67% | 0.85% | 4.38% | 11.54% | 8.79% |
LAZ Lazard Ltd | 3.57% | 5.75% | 5.60% | 4.31% | 4.44% | 4.78% | 8.21% | 5.35% | 6.55% | 5.22% | 2.40% | 2.21% |
Drawdowns
FWIFX vs. LAZ - Drawdown Comparison
The maximum FWIFX drawdown since its inception was -33.71%, smaller than the maximum LAZ drawdown of -62.72%. Use the drawdown chart below to compare losses from any high point for FWIFX and LAZ. For additional features, visit the drawdowns tool.
Volatility
FWIFX vs. LAZ - Volatility Comparison
The current volatility for Fidelity Advisor Worldwide Fund Class I (FWIFX) is 4.33%, while Lazard Ltd (LAZ) has a volatility of 16.48%. This indicates that FWIFX experiences smaller price fluctuations and is considered to be less risky than LAZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.