FWIFX vs. VGPMX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class I (FWIFX) and Vanguard Global Capital Cycles Fund (VGPMX).
FWIFX is managed by Fidelity. It was launched on Feb 19, 2009. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
FWIFX vs. VGPMX - Performance Comparison
Loading graphics...
FWIFX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FWIFX Fidelity Advisor Worldwide Fund Class I | -3.09% | 16.11% | 27.63% | 24.92% | -25.72% | 18.43% | 30.92% | 28.94% | -4.56% | 29.58% |
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 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, FWIFX achieves a -3.09% return, which is significantly lower than VGPMX's 7.85% return. Both investments have delivered pretty close results over the past 10 years, with FWIFX having a 12.89% annualized return and VGPMX not far behind at 12.75%.
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%
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
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. VGPMX - Expense Ratio Comparison
FWIFX has a 1.02% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
FWIFX vs. VGPMX — Risk / Return Rank
FWIFX
VGPMX
FWIFX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class I (FWIFX) 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.
| FWIFX | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 3.21 | -2.09 |
Sortino ratioReturn per unit of downside risk | 1.62 | 3.80 | -2.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.61 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 4.79 | -2.92 |
Martin ratioReturn relative to average drawdown | 7.18 | 19.71 | -12.53 |
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
| FWIFX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 3.21 | -2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.14 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.59 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.25 | +0.46 |
Correlation
The correlation between FWIFX 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
FWIFX vs. VGPMX - Dividend Comparison
FWIFX's dividend yield for the trailing twelve months is around 12.00%, more than VGPMX's 3.62% 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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
FWIFX vs. VGPMX - Drawdown Comparison
The maximum FWIFX drawdown since its inception was -33.71%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FWIFX and VGPMX.
Loading graphics...
Drawdown Indicators
| FWIFX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | -78.85% | +45.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.80% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -33.71% | -22.71% | -11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.71% | -54.59% | +20.88% |
Current DrawdownCurrent decline from peak | -8.18% | -7.89% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -34.68% | +28.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.11% | -0.06% |
Volatility
FWIFX vs. VGPMX - Volatility Comparison
Fidelity Advisor Worldwide Fund Class I (FWIFX) and Vanguard Global Capital Cycles Fund (VGPMX) have volatilities of 8.21% and 8.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FWIFX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 8.37% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 13.47% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.31% | 19.47% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 17.21% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 21.67% | -3.01% |