FWWFX vs. VTI
Compare and contrast key facts about Fidelity Worldwide Fund (FWWFX) and Vanguard Total Stock Market ETF (VTI).
FWWFX is managed by Fidelity. It was launched on May 30, 1990. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWWFX or VTI.
Key characteristics
| FWWFX | VTI | |
|---|---|---|
| YTD Return | 30.31% | 26.15% |
| 1Y Return | 36.36% | 35.28% |
| 3Y Return (Ann) | 5.63% | 8.67% |
| 5Y Return (Ann) | 14.61% | 15.15% |
| 10Y Return (Ann) | 12.10% | 12.89% |
| Sharpe Ratio | 2.39 | 3.04 |
| Sortino Ratio | 3.23 | 4.05 |
| Omega Ratio | 1.43 | 1.57 |
| Calmar Ratio | 2.70 | 4.47 |
| Martin Ratio | 14.23 | 19.73 |
| Ulcer Index | 2.74% | 1.94% |
| Daily Std Dev | 16.36% | 12.58% |
| Max Drawdown | -55.76% | -55.45% |
| Current Drawdown | -1.51% | -0.44% |
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.
Performance
FWWFX vs. VTI - Performance Comparison
In the year-to-date period, FWWFX achieves a 30.31% return, which is significantly higher than VTI's 26.15% return. Over the past 10 years, FWWFX has underperformed VTI with an annualized return of 12.10%, while VTI has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FWWFX vs. VTI - Expense Ratio Comparison
FWWFX has a 1.00% expense ratio, which is higher than VTI's 0.03% expense ratio.
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.
Dividends
FWWFX vs. VTI - Dividend Comparison
FWWFX's dividend yield for the trailing twelve months is around 0.72%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 0.72% | 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 | 1.26% | 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.
Volatility
FWWFX vs. VTI - Volatility Comparison
Fidelity Worldwide Fund (FWWFX) has a higher volatility of 4.21% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. 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.