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FWWFX vs. VGPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWWFX vs. VGPMX - Performance Comparison

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

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FWWFX vs. VGPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FWWFX
Fidelity Worldwide Fund
-6.83%16.16%27.65%24.96%-25.74%18.49%30.91%28.97%-4.53%28.72%
VGPMX
Vanguard Global Capital Cycles Fund
4.53%65.96%5.78%10.06%7.34%19.50%17.21%20.67%-32.26%13.75%

Returns By Period

In the year-to-date period, FWWFX achieves a -6.83% return, which is significantly lower than VGPMX's 4.53% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FWWFX at 12.39% and VGPMX at 12.39%.


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%

VGPMX

1D
-0.02%
1M
-10.69%
YTD
4.53%
6M
17.55%
1Y
57.21%
3Y*
24.25%
5Y*
19.13%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWWFX vs. VGPMX - Expense Ratio Comparison

FWWFX has a 1.00% expense ratio, which is higher than VGPMX's 0.36% expense ratio.


Return for Risk

FWWFX vs. VGPMX — Risk / Return Rank

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

FWWFX
FWWFX Risk / Return Rank: 4747
Overall Rank
FWWFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FWWFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FWWFX Omega Ratio Rank: 4242
Omega Ratio Rank
FWWFX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FWWFX Martin Ratio Rank: 5252
Martin Ratio Rank

VGPMX
VGPMX Risk / Return Rank: 9797
Overall Rank
VGPMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9797
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. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.


FWWFXVGPMXDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.94

-2.07

Sortino ratio

Return per unit of downside risk

1.29

3.51

-2.22

Omega ratio

Gain probability vs. loss probability

1.18

1.56

-0.38

Calmar ratio

Return relative to maximum drawdown

1.28

4.24

-2.96

Martin ratio

Return relative to average drawdown

5.00

17.59

-12.59

FWWFX vs. VGPMX - Sharpe Ratio Comparison

The current FWWFX Sharpe Ratio is 0.87, which is lower than the VGPMX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of FWWFX and VGPMX, 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


FWWFXVGPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.94

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.12

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.57

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.25

+0.26

Correlation

The correlation between FWWFX and VGPMX is 0.47, 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.


Dividends

FWWFX vs. VGPMX - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 12.38%, more than VGPMX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
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%
VGPMX
Vanguard Global Capital Cycles Fund
3.73%2.59%2.68%3.22%3.27%3.26%2.03%2.39%3.02%0.02%1.72%2.32%

Drawdowns

FWWFX vs. VGPMX - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -56.54%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FWWFX and VGPMX.


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Drawdown Indicators


FWWFXVGPMXDifference

Max Drawdown

Largest peak-to-trough decline

-56.54%

-78.85%

+22.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-12.80%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.72%

-22.71%

-11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-54.59%

+20.87%

Current Drawdown

Current decline from peak

-11.74%

-10.73%

-1.01%

Average Drawdown

Average peak-to-trough decline

-9.47%

-34.69%

+25.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.09%

-0.09%

Volatility

FWWFX vs. VGPMX - Volatility Comparison

The current volatility for Fidelity Worldwide Fund (FWWFX) is 6.88%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that FWWFX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWWFXVGPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

7.56%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

13.14%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

19.28%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

17.15%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

21.65%

-3.05%