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

Correlation

The correlation between FZILX and FWWFX is 0.83, 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.


-0.50.00.51.00.8

Performance

FZILX vs. FWWFX - Performance Comparison

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

25.00%30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.99%
26.97%
FZILX
FWWFX

Key characteristics

Sharpe Ratio

FZILX:

0.39

FWWFX:

0.73

Sortino Ratio

FZILX:

0.61

FWWFX:

0.98

Omega Ratio

FZILX:

1.08

FWWFX:

1.17

Calmar Ratio

FZILX:

0.44

FWWFX:

0.59

Martin Ratio

FZILX:

1.52

FWWFX:

4.15

Ulcer Index

FZILX:

3.31%

FWWFX:

3.65%

Daily Std Dev

FZILX:

12.76%

FWWFX:

20.85%

Max Drawdown

FZILX:

-34.37%

FWWFX:

-55.76%

Current Drawdown

FZILX:

-11.30%

FWWFX:

-16.25%

Returns By Period

In the year-to-date period, FZILX achieves a 2.08% return, which is significantly lower than FWWFX's 12.99% return.


FZILX

YTD

2.08%

1M

-4.16%

6M

-2.92%

1Y

3.48%

5Y*

3.81%

10Y*

N/A

FWWFX

YTD

12.99%

1M

-12.43%

6M

-7.52%

1Y

13.58%

5Y*

4.99%

10Y*

5.57%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FZILX vs. FWWFX - Expense Ratio Comparison

FZILX has a 0.00% expense ratio, which is lower than FWWFX's 1.00% 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 FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FZILX vs. FWWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and Fidelity Worldwide Fund (FWWFX). 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 FZILX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.000.390.73
The chart of Sortino ratio for FZILX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.610.98
The chart of Omega ratio for FZILX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.17
The chart of Calmar ratio for FZILX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.440.59
The chart of Martin ratio for FZILX, currently valued at 1.52, compared to the broader market0.0020.0040.0060.001.524.15
FZILX
FWWFX

The current FZILX Sharpe Ratio is 0.39, which is lower than the FWWFX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FZILX and FWWFX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.73
FZILX
FWWFX

Dividends

FZILX vs. FWWFX - Dividend Comparison

FZILX has not paid dividends to shareholders, while FWWFX's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016201520142013
FZILX
Fidelity ZERO International Index Fund
0.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FZILX vs. FWWFX - Drawdown Comparison

The maximum FZILX drawdown since its inception was -34.37%, smaller than the maximum FWWFX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for FZILX and FWWFX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.30%
-16.25%
FZILX
FWWFX

Volatility

FZILX vs. FWWFX - Volatility Comparison

The current volatility for Fidelity ZERO International Index Fund (FZILX) is 4.38%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 13.87%. This indicates that FZILX experiences smaller price fluctuations and is considered to be less risky than FWWFX 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
4.38%
13.87%
FZILX
FWWFX
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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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