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FWWFX vs. FGILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWWFX and FGILX is 0.90, 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.


-0.50.00.51.00.9

Performance

FWWFX vs. FGILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Worldwide Fund (FWWFX) and Fidelity Global Equity Income Fund (FGILX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.09%
3.92%
FWWFX
FGILX

Key characteristics

Sharpe Ratio

FWWFX:

0.87

FGILX:

1.68

Sortino Ratio

FWWFX:

1.16

FGILX:

2.29

Omega Ratio

FWWFX:

1.19

FGILX:

1.30

Calmar Ratio

FWWFX:

0.79

FGILX:

2.20

Martin Ratio

FWWFX:

3.36

FGILX:

8.59

Ulcer Index

FWWFX:

5.38%

FGILX:

1.98%

Daily Std Dev

FWWFX:

20.81%

FGILX:

10.09%

Max Drawdown

FWWFX:

-55.11%

FGILX:

-30.59%

Current Drawdown

FWWFX:

-12.09%

FGILX:

-2.01%

Returns By Period

In the year-to-date period, FWWFX achieves a 5.26% return, which is significantly higher than FGILX's 3.03% return. Over the past 10 years, FWWFX has underperformed FGILX with an annualized return of 6.05%, while FGILX has yielded a comparatively higher 7.31% annualized return.


FWWFX

YTD

5.26%

1M

4.21%

6M

-4.09%

1Y

16.17%

5Y*

5.24%

10Y*

6.05%

FGILX

YTD

3.03%

1M

2.01%

6M

3.92%

1Y

15.71%

5Y*

6.81%

10Y*

7.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FWWFX vs. FGILX - Expense Ratio Comparison

FWWFX has a 1.00% expense ratio, which is lower than FGILX's 1.02% expense ratio.


FGILX
Fidelity Global Equity Income Fund
Expense ratio chart for FGILX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for FWWFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Risk-Adjusted Performance

FWWFX vs. FGILX — Risk-Adjusted Performance Rank

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

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 4343
Overall Rank
The Sharpe Ratio Rank of FWWFX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 4242
Martin Ratio Rank

FGILX
The Risk-Adjusted Performance Rank of FGILX is 7979
Overall Rank
The Sharpe Ratio Rank of FGILX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FGILX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FGILX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FGILX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FGILX is 7979
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.

FWWFX vs. FGILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and Fidelity Global Equity Income Fund (FGILX). 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.


Sharpe ratio
The chart of Sharpe ratio for FWWFX, currently valued at 0.87, compared to the broader market-1.000.001.002.003.004.000.871.68
The chart of Sortino ratio for FWWFX, currently valued at 1.16, compared to the broader market0.005.0010.001.162.29
The chart of Omega ratio for FWWFX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.30
The chart of Calmar ratio for FWWFX, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.792.20
The chart of Martin ratio for FWWFX, currently valued at 3.36, compared to the broader market0.0020.0040.0060.0080.00100.003.368.59
FWWFX
FGILX

The current FWWFX Sharpe Ratio is 0.87, which is lower than the FGILX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FWWFX and FGILX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.87
1.68
FWWFX
FGILX

Dividends

FWWFX vs. FGILX - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 0.81%, less than FGILX's 1.13% yield.


TTM20242023202220212020201920182017201620152014
FWWFX
Fidelity Worldwide Fund
0.81%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%
FGILX
Fidelity Global Equity Income Fund
1.13%1.16%1.25%1.21%0.71%0.98%1.47%2.06%1.18%1.27%4.14%12.32%

Drawdowns

FWWFX vs. FGILX - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -55.11%, which is greater than FGILX's maximum drawdown of -30.59%. Use the drawdown chart below to compare losses from any high point for FWWFX and FGILX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.09%
-2.01%
FWWFX
FGILX

Volatility

FWWFX vs. FGILX - Volatility Comparison

Fidelity Worldwide Fund (FWWFX) has a higher volatility of 6.15% compared to Fidelity Global Equity Income Fund (FGILX) at 3.93%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than FGILX 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%14.00%AugustSeptemberOctoberNovemberDecember2025
6.15%
3.93%
FWWFX
FGILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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