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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.95%
12.03%
FWWFX
VTI

Returns By Period

In the year-to-date period, FWWFX achieves a 29.25% return, which is significantly higher than VTI's 24.70% return. Over the past 10 years, FWWFX has underperformed VTI with an annualized return of 11.93%, while VTI has yielded a comparatively higher 12.63% annualized return.


FWWFX

YTD

29.25%

1M

-0.15%

6M

7.95%

1Y

34.14%

5Y (annualized)

14.54%

10Y (annualized)

11.93%

VTI

YTD

24.70%

1M

1.36%

6M

12.03%

1Y

32.16%

5Y (annualized)

15.00%

10Y (annualized)

12.63%

Key characteristics


FWWFXVTI
Sharpe Ratio2.162.65
Sortino Ratio2.943.54
Omega Ratio1.391.49
Calmar Ratio2.463.87
Martin Ratio12.7416.96
Ulcer Index2.77%1.95%
Daily Std Dev16.36%12.52%
Max Drawdown-55.76%-55.45%
Current Drawdown-2.31%-1.58%

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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.


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%

Correlation

-0.50.00.51.00.9

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.

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 2.16, compared to the broader market0.002.004.002.162.65
The chart of Sortino ratio for FWWFX, currently valued at 2.94, compared to the broader market0.005.0010.002.943.54
The chart of Omega ratio for FWWFX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.49
The chart of Calmar ratio for FWWFX, currently valued at 2.46, compared to the broader market0.005.0010.0015.0020.0025.002.463.87
The chart of Martin ratio for FWWFX, currently valued at 12.74, compared to the broader market0.0020.0040.0060.0080.00100.0012.7416.96
FWWFX
VTI

The current FWWFX Sharpe Ratio is 2.16, which is comparable to the VTI Sharpe Ratio of 2.65. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.16
2.65
FWWFX
VTI

Dividends

FWWFX vs. VTI - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 0.73%, less than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
FWWFX
Fidelity Worldwide Fund
0.73%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
1.28%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.31%
-1.58%
FWWFX
VTI

Volatility

FWWFX vs. VTI - Volatility Comparison

Fidelity Worldwide Fund (FWWFX) has a higher volatility of 4.58% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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%JuneJulyAugustSeptemberOctoberNovember
4.58%
4.28%
FWWFX
VTI