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

Correlation

The correlation between FZILX and FWWFX is 0.78, 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

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.

0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
47.54%
19.53%
FZILX
FWWFX

Key characteristics

Sharpe Ratio

FZILX:

0.69

FWWFX:

-0.36

Sortino Ratio

FZILX:

1.03

FWWFX:

-0.31

Omega Ratio

FZILX:

1.14

FWWFX:

0.95

Calmar Ratio

FZILX:

0.81

FWWFX:

-0.28

Martin Ratio

FZILX:

2.50

FWWFX:

-0.72

Ulcer Index

FZILX:

4.34%

FWWFX:

12.23%

Daily Std Dev

FZILX:

16.19%

FWWFX:

24.93%

Max Drawdown

FZILX:

-34.37%

FWWFX:

-55.76%

Current Drawdown

FZILX:

-0.71%

FWWFX:

-21.16%

Returns By Period

In the year-to-date period, FZILX achieves a 10.86% return, which is significantly higher than FWWFX's -5.60% return.


FZILX

YTD

10.86%

1M

16.40%

6M

5.51%

1Y

11.04%

5Y*

10.85%

10Y*

N/A

FWWFX

YTD

-5.60%

1M

14.38%

6M

-18.96%

1Y

-8.95%

5Y*

4.63%

10Y*

4.30%

*Annualized

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FZILX vs. FWWFX - Expense Ratio Comparison

FZILX has a 0.00% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


Risk-Adjusted Performance

FZILX vs. FWWFX — Risk-Adjusted Performance Rank

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

FZILX
The Risk-Adjusted Performance Rank of FZILX is 6868
Overall Rank
The Sharpe Ratio Rank of FZILX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 6666
Martin Ratio Rank

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 66
Overall Rank
The Sharpe Ratio Rank of FWWFX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 77
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 77
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FZILX Sharpe Ratio is 0.69, which is higher than the FWWFX Sharpe Ratio of -0.36. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.69
-0.36
FZILX
FWWFX

Dividends

FZILX vs. FWWFX - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.71%, more than FWWFX's 0.91% yield.


TTM20242023202220212020201920182017201620152014
FZILX
Fidelity ZERO International Index Fund
2.71%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.91%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.71%
-21.16%
FZILX
FWWFX

Volatility

FZILX vs. FWWFX - Volatility Comparison

The current volatility for Fidelity ZERO International Index Fund (FZILX) is 6.90%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 9.91%. 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%December2025FebruaryMarchAprilMay
6.90%
9.91%
FZILX
FWWFX