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

Correlation

The correlation between FWWFX and VTI is 0.91, 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. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Worldwide Fund (FWWFX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
384.12%
677.31%
FWWFX
VTI

Key characteristics

Sharpe Ratio

FWWFX:

0.73

VTI:

2.10

Sortino Ratio

FWWFX:

0.98

VTI:

2.80

Omega Ratio

FWWFX:

1.17

VTI:

1.39

Calmar Ratio

FWWFX:

0.59

VTI:

3.14

Martin Ratio

FWWFX:

4.15

VTI:

13.44

Ulcer Index

FWWFX:

3.65%

VTI:

2.00%

Daily Std Dev

FWWFX:

20.85%

VTI:

12.79%

Max Drawdown

FWWFX:

-55.76%

VTI:

-55.45%

Current Drawdown

FWWFX:

-16.25%

VTI:

-3.03%

Returns By Period

In the year-to-date period, FWWFX achieves a 12.99% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, FWWFX has underperformed VTI with an annualized return of 5.57%, while VTI has yielded a comparatively higher 12.52% annualized return.


FWWFX

YTD

12.99%

1M

-12.43%

6M

-7.52%

1Y

13.58%

5Y*

4.99%

10Y*

5.57%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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. VTI - Expense Ratio Comparison

FWWFX has a 1.00% expense ratio, which is higher than VTI's 0.03% expense ratio.


FWWFX
Fidelity Worldwide Fund
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%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FWWFX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and Vanguard Total Stock Market ETF (VTI). 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 0.73, compared to the broader market-1.000.001.002.003.004.000.732.10
The chart of Sortino ratio for FWWFX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.982.80
The chart of Omega ratio for FWWFX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.39
The chart of Calmar ratio for FWWFX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.593.14
The chart of Martin ratio for FWWFX, currently valued at 4.15, compared to the broader market0.0020.0040.0060.004.1513.44
FWWFX
VTI

The current FWWFX Sharpe Ratio is 0.73, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FWWFX and VTI, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.73
2.10
FWWFX
VTI

Dividends

FWWFX vs. VTI - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 0.04%, less than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
FWWFX
Fidelity Worldwide Fund
0.04%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%8.74%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FWWFX vs. VTI - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -55.76%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FWWFX and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.25%
-3.03%
FWWFX
VTI

Volatility

FWWFX vs. VTI - Volatility Comparison

Fidelity Worldwide Fund (FWWFX) has a higher volatility of 13.87% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than VTI 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%JulyAugustSeptemberOctoberNovemberDecember
13.87%
4.00%
FWWFX
VTI
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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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