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FWWFX vs. UCEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWWFX vs. UCEQX - Performance Comparison

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

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FWWFX vs. UCEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FWWFX
Fidelity Worldwide Fund
-3.09%16.16%27.65%24.96%-25.74%18.49%30.91%28.97%-4.53%28.72%
UCEQX
USAA Cornerstone Equity Fund
-0.78%23.71%14.50%19.36%-16.25%19.68%10.76%22.49%-12.06%22.59%

Returns By Period

In the year-to-date period, FWWFX achieves a -3.09% return, which is significantly lower than UCEQX's -0.78% return. Over the past 10 years, FWWFX has outperformed UCEQX with an annualized return of 12.83%, while UCEQX has yielded a comparatively lower 10.39% annualized return.


FWWFX

1D
4.02%
1M
-6.06%
YTD
-3.09%
6M
-1.89%
1Y
21.70%
3Y*
18.88%
5Y*
8.77%
10Y*
12.83%

UCEQX

1D
2.88%
1M
-5.43%
YTD
-0.78%
6M
2.20%
1Y
22.46%
3Y*
16.90%
5Y*
9.25%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWWFX vs. UCEQX - Expense Ratio Comparison

FWWFX has a 1.00% expense ratio, which is higher than UCEQX's 0.09% expense ratio.


Return for Risk

FWWFX vs. UCEQX — Risk / Return Rank

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

FWWFX
FWWFX Risk / Return Rank: 6666
Overall Rank
FWWFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FWWFX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FWWFX Omega Ratio Rank: 5757
Omega Ratio Rank
FWWFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FWWFX Martin Ratio Rank: 7474
Martin Ratio Rank

UCEQX
UCEQX Risk / Return Rank: 7676
Overall Rank
UCEQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UCEQX Sortino Ratio Rank: 7474
Sortino Ratio Rank
UCEQX Omega Ratio Rank: 7474
Omega Ratio Rank
UCEQX Calmar Ratio Rank: 7676
Calmar Ratio Rank
UCEQX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FWWFX vs. UCEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and USAA Cornerstone Equity Fund (UCEQX). 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.


FWWFXUCEQXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.38

-0.26

Sortino ratio

Return per unit of downside risk

1.62

1.99

-0.37

Omega ratio

Gain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratio

Return relative to maximum drawdown

1.86

1.95

-0.09

Martin ratio

Return relative to average drawdown

7.18

9.45

-2.27

FWWFX vs. UCEQX - Sharpe Ratio Comparison

The current FWWFX Sharpe Ratio is 1.12, which is comparable to the UCEQX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FWWFX and UCEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FWWFXUCEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.38

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.61

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.63

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.63

-0.11

Correlation

The correlation between FWWFX and UCEQX is 0.92, 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. UCEQX - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 11.90%, more than UCEQX's 5.12% yield.


TTM20252024202320222021202020192018201720162015
FWWFX
Fidelity Worldwide Fund
11.90%11.54%14.64%0.94%6.29%12.76%8.08%4.87%9.63%6.24%1.22%3.38%
UCEQX
USAA Cornerstone Equity Fund
5.12%5.08%2.56%5.10%6.80%4.61%8.25%4.79%6.73%1.91%3.16%3.63%

Drawdowns

FWWFX vs. UCEQX - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -56.54%, which is greater than UCEQX's maximum drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for FWWFX and UCEQX.


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Drawdown Indicators


FWWFXUCEQXDifference

Max Drawdown

Largest peak-to-trough decline

-56.54%

-35.33%

-21.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.75%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.72%

-25.24%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-35.33%

+1.61%

Current Drawdown

Current decline from peak

-8.19%

-6.34%

-1.85%

Average Drawdown

Average peak-to-trough decline

-9.47%

-4.92%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.43%

+0.62%

Volatility

FWWFX vs. UCEQX - Volatility Comparison

Fidelity Worldwide Fund (FWWFX) has a higher volatility of 8.19% compared to USAA Cornerstone Equity Fund (UCEQX) at 5.93%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than UCEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWWFXUCEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

5.93%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

9.65%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

16.60%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

15.22%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

16.46%

+2.18%