FWWFX vs. SSGLX
Compare and contrast key facts about Fidelity Worldwide Fund (FWWFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
FWWFX is managed by Fidelity. It was launched on May 30, 1990. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
FWWFX vs. SSGLX - Performance Comparison
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FWWFX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | -6.83% | 16.16% | 27.65% | 24.96% | -25.74% | 18.49% | 30.91% | 28.97% | -4.53% | 28.72% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, FWWFX achieves a -6.83% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, FWWFX has outperformed SSGLX with an annualized return of 12.39%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
FWWFX
- 1D
- -1.26%
- 1M
- -10.36%
- YTD
- -6.83%
- 6M
- -5.37%
- 1Y
- 17.88%
- 3Y*
- 17.33%
- 5Y*
- 8.22%
- 10Y*
- 12.39%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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FWWFX vs. SSGLX - Expense Ratio Comparison
FWWFX has a 1.00% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
FWWFX vs. SSGLX — Risk / Return Rank
FWWFX
SSGLX
FWWFX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| FWWFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.56 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.12 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.00 | -0.72 |
Martin ratioReturn relative to average drawdown | 5.00 | 7.90 | -2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FWWFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.56 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.48 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.53 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.14 |
Correlation
The correlation between FWWFX and SSGLX is 0.76, 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.
Dividends
FWWFX vs. SSGLX - Dividend Comparison
FWWFX's dividend yield for the trailing twelve months is around 12.38%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 12.38% | 11.54% | 14.64% | 0.94% | 6.29% | 12.76% | 8.08% | 4.87% | 9.63% | 6.24% | 1.22% | 3.38% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
FWWFX vs. SSGLX - Drawdown Comparison
The maximum FWWFX drawdown since its inception was -56.54%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for FWWFX and SSGLX.
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Drawdown Indicators
| FWWFX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.54% | -35.88% | -20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.22% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -30.08% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.72% | -35.88% | +2.16% |
Current DrawdownCurrent decline from peak | -11.74% | -10.87% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -8.32% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.84% | +0.16% |
Volatility
FWWFX vs. SSGLX - Volatility Comparison
Fidelity Worldwide Fund (FWWFX) has a higher volatility of 6.88% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.44%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWWFX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 6.44% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 10.02% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 15.49% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 14.49% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 16.15% | +2.45% |