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FWRAX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWRAX and VT is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FWRAX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
23.48%
128.50%
FWRAX
VT

Key characteristics

Sharpe Ratio

FWRAX:

0.62

VT:

0.58

Sortino Ratio

FWRAX:

0.95

VT:

0.93

Omega Ratio

FWRAX:

1.12

VT:

1.13

Calmar Ratio

FWRAX:

0.44

VT:

0.62

Martin Ratio

FWRAX:

1.40

VT:

2.80

Ulcer Index

FWRAX:

6.83%

VT:

3.65%

Daily Std Dev

FWRAX:

15.57%

VT:

17.70%

Max Drawdown

FWRAX:

-41.27%

VT:

-50.27%

Current Drawdown

FWRAX:

-13.21%

VT:

-6.29%

Returns By Period

In the year-to-date period, FWRAX achieves a 2.41% return, which is significantly higher than VT's -1.11% return.


FWRAX

YTD

2.41%

1M

0.19%

6M

-4.03%

1Y

10.82%

5Y*

6.38%

10Y*

N/A

VT

YTD

-1.11%

1M

-1.88%

6M

-1.42%

1Y

10.59%

5Y*

13.79%

10Y*

8.45%

*Annualized

Compare stocks, funds, or ETFs

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FWRAX vs. VT - Expense Ratio Comparison

FWRAX has a 1.20% expense ratio, which is higher than VT's 0.07% expense ratio.


Expense ratio chart for FWRAX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FWRAX: 1.20%
Expense ratio chart for VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%

Risk-Adjusted Performance

FWRAX vs. VT — Risk-Adjusted Performance Rank

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

FWRAX
The Risk-Adjusted Performance Rank of FWRAX is 5858
Overall Rank
The Sharpe Ratio Rank of FWRAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FWRAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FWRAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FWRAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FWRAX is 4848
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6565
Overall Rank
The Sharpe Ratio Rank of VT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7070
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.

FWRAX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and Vanguard Total World Stock ETF (VT). 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.


The chart of Sharpe ratio for FWRAX, currently valued at 0.62, compared to the broader market-1.000.001.002.003.00
FWRAX: 0.62
VT: 0.58
The chart of Sortino ratio for FWRAX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
FWRAX: 0.95
VT: 0.93
The chart of Omega ratio for FWRAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FWRAX: 1.12
VT: 1.13
The chart of Calmar ratio for FWRAX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.00
FWRAX: 0.44
VT: 0.62
The chart of Martin ratio for FWRAX, currently valued at 1.40, compared to the broader market0.0010.0020.0030.0040.0050.00
FWRAX: 1.40
VT: 2.80

The current FWRAX Sharpe Ratio is 0.62, which is comparable to the VT Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FWRAX and VT, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.62
0.58
FWRAX
VT

Dividends

FWRAX vs. VT - Dividend Comparison

FWRAX's dividend yield for the trailing twelve months is around 2.33%, more than VT's 1.95% yield.


TTM20242023202220212020201920182017201620152014
FWRAX
Fidelity Advisor Global Real Estate Fund Class A
2.33%2.39%2.33%0.94%1.17%1.29%2.05%1.63%1.35%0.80%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.95%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

FWRAX vs. VT - Drawdown Comparison

The maximum FWRAX drawdown since its inception was -41.27%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FWRAX and VT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.21%
-6.29%
FWRAX
VT

Volatility

FWRAX vs. VT - Volatility Comparison

The current volatility for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) is 9.17%, while Vanguard Total World Stock ETF (VT) has a volatility of 12.77%. This indicates that FWRAX experiences smaller price fluctuations and is considered to be less risky than VT 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%NovemberDecember2025FebruaryMarchApril
9.17%
12.77%
FWRAX
VT