FWOCX vs. YFSIX

Last updated Aug 1, 2026

FWOCX (Fidelity Advisor Women's Leadership Fund Class C) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - FWOCX is a Large Cap Blend Equities fund managed by Fidelity, while YFSIX is a Global Equities fund managed by AMG. Over the past 5 years, FWOCX returned 7.42%/yr vs 9.02%/yr for YFSIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. FWOCX charges 1.84%/yr vs 0.95%/yr for YFSIX.

Performance

FWOCX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Women's Leadership Fund Class C (FWOCX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FWOCX achieves a 12.16% return, which is significantly lower than YFSIX's 24.97% return.

FWOCX

• 1D: 2.08%
• 1M: -1.33%
• 6M: 10.42%
• YTD: 12.16%
• 1Y: 25.75%
• 3Y*: 15.07%
• 5Y*: 7.42%
• 10Y*: —
• ALL TIME*: 12.03%

YFSIX

• 1D: 3.06%
• 1M: 4.28%
• 6M: 14.11%
• YTD: 24.97%
• 1Y: 22.32%
• 3Y*: 15.02%
• 5Y*: 9.02%
• 10Y*: —
• ALL TIME*: 12.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FWOCX Fidelity Advisor Women's Leadership Fund Class C	$0.00	$0.00	$0.00
YFSIX AMG Yacktman Global Fund	$0.00	$0.00	$0.00

FWOCX vs. YFSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FWOCX Fidelity Advisor Women's Leadership Fund Class C	12.16%	17.93%	10.94%	19.97%	-20.64%	18.34%	23.99%	10.46%
YFSIX AMG Yacktman Global Fund	24.97%	14.91%	-0.34%	16.64%	-9.15%	13.13%	18.46%	13.12%

Correlation

The correlation between FWOCX and YFSIX is 0.50, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.50
Correlation (3Y) Balances recent behavior with more history.	0.57
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.70

The correlation between FWOCX and YFSIX shifts across timeframes, from 0.50 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FWOCX vs. YFSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FWOCX

FWOCX Risk / Return Rank: 65
FWOCX Sharpe Ratio Rank: 63
FWOCX Sortino Ratio Rank: 61
FWOCX Omega Ratio Rank: 58
FWOCX Calmar Ratio Rank: 63
FWOCX Martin Ratio Rank: 80

YFSIX

YFSIX Risk / Return Rank: 29
YFSIX Sharpe Ratio Rank: 26
YFSIX Sortino Ratio Rank: 20
YFSIX Omega Ratio Rank: 40
YFSIX Calmar Ratio Rank: 33
YFSIX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FWOCX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Women's Leadership Fund Class C (FWOCX) and AMG Yacktman Global Fund (YFSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FWOCX	YFSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	0.88	+0.72
Sortino ratio: Return per unit of downside risk	2.26	1.10	+1.16
Omega ratio: Gain probability vs. loss probability	1.28	1.22	+0.07
Calmar ratio: Return relative to maximum drawdown	2.24	1.41	+0.82
Martin ratio: Return relative to average drawdown	10.11	4.10	+6.01

FWOCX vs. YFSIX - Sharpe Ratio Comparison

The current FWOCX Sharpe Ratio is 1.60, which is higher than the YFSIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FWOCX and YFSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FWOCX vs. YFSIX - Drawdown Comparison

The maximum FWOCX drawdown since its inception was -36.57%, roughly equal to the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for FWOCX and YFSIX.

Drawdown Indicators

	FWOCX	YFSIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.57%	-35.10%	-1.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.35%	-14.20%	+3.85%
Max Drawdown (3Y) Largest decline over 3 years	-22.87%	-14.20%	-8.67%
Max Drawdown (5Y) Largest decline over 5 years	-30.65%	-25.14%	-5.51%
Current Drawdown Current decline from peak	-2.93%	-2.55%	-0.38%
Average Drawdown Average peak-to-trough decline	-7.69%	-4.89%	-2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	4.86%	-2.57%

Volatility

FWOCX vs. YFSIX - Volatility Comparison

The current volatility for Fidelity Advisor Women's Leadership Fund Class C (FWOCX) is 3.83%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that FWOCX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FWOCX	YFSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	5.69%	-1.86%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	15.90%	-4.14%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	22.66%	-8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.93%	15.78%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	16.36%	+4.12%

FWOCX vs. YFSIX - Expense Ratio Comparison

FWOCX has a 1.84% expense ratio, which is higher than YFSIX's 0.95% expense ratio.

Dividends

FWOCX vs. YFSIX - Dividend Comparison

FWOCX's dividend yield for the trailing twelve months is around 4.76%, while YFSIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FWOCX Fidelity Advisor Women's Leadership Fund Class C	4.76%	5.51%	0.00%	0.00%	0.00%	1.92%	0.00%	0.00%	0.00%	0.00%
YFSIX AMG Yacktman Global Fund	0.00%	0.00%	8.68%	8.02%	4.32%	8.18%	4.76%	6.59%	0.71%	2.63%

Frequently Asked Questions

Can I hold both FWOCX and YFSIX in my portfolio?

FWOCX and YFSIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FWOCX or YFSIX?

YFSIX has higher volatility (5.69%) compared to FWOCX (3.83%). In terms of maximum drawdown, FWOCX dropped -36.57% vs YFSIX's -35.10%.

Which has better risk-adjusted returns?

FWOCX currently has the higher Sharpe Ratio (1.60 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.