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NFFFX vs. FGKPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFFFX vs. FGKPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New World Fund (NFFFX) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX). The values are adjusted to include any dividend payments, if applicable.

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NFFFX vs. FGKPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NFFFX
American Funds New World Fund
-1.50%28.52%6.78%16.11%-21.86%4.98%25.17%18.37%
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund
0.61%12.56%5.96%15.28%-12.98%10.75%5.22%3.48%

Returns By Period

In the year-to-date period, NFFFX achieves a -1.50% return, which is significantly lower than FGKPX's 0.61% return.


NFFFX

1D
2.61%
1M
-8.56%
YTD
-1.50%
6M
2.06%
1Y
23.89%
3Y*
13.75%
5Y*
4.67%
10Y*
9.64%

FGKPX

1D
1.67%
1M
-2.77%
YTD
0.61%
6M
2.22%
1Y
13.45%
3Y*
10.23%
5Y*
5.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFFFX vs. FGKPX - Expense Ratio Comparison

NFFFX has a 0.68% expense ratio, which is higher than FGKPX's 0.23% expense ratio.


Return for Risk

NFFFX vs. FGKPX — Risk / Return Rank

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

NFFFX
NFFFX Risk / Return Rank: 7979
Overall Rank
NFFFX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NFFFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
NFFFX Omega Ratio Rank: 7979
Omega Ratio Rank
NFFFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NFFFX Martin Ratio Rank: 7676
Martin Ratio Rank

FGKPX
FGKPX Risk / Return Rank: 6868
Overall Rank
FGKPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGKPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGKPX Omega Ratio Rank: 6969
Omega Ratio Rank
FGKPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGKPX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NFFFX vs. FGKPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New World Fund (NFFFX) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX). 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.


NFFFXFGKPXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.40

+0.18

Sortino ratio

Return per unit of downside risk

2.18

1.93

+0.25

Omega ratio

Gain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratio

Return relative to maximum drawdown

1.82

1.68

+0.14

Martin ratio

Return relative to average drawdown

7.58

5.61

+1.96

NFFFX vs. FGKPX - Sharpe Ratio Comparison

The current NFFFX Sharpe Ratio is 1.58, which is comparable to the FGKPX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of NFFFX and FGKPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NFFFXFGKPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.40

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.50

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.43

-0.09

Correlation

The correlation between NFFFX and FGKPX is 0.80, 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.


Dividends

NFFFX vs. FGKPX - Dividend Comparison

NFFFX's dividend yield for the trailing twelve months is around 6.10%, less than FGKPX's 7.70% yield.


TTM20252024202320222021202020192018201720162015
NFFFX
American Funds New World Fund
6.10%6.01%4.01%2.78%1.21%7.23%0.35%3.95%2.62%2.17%1.28%0.94%
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund
7.70%7.75%5.07%2.91%1.88%2.30%1.77%1.88%0.00%0.00%0.00%0.00%

Drawdowns

NFFFX vs. FGKPX - Drawdown Comparison

The maximum NFFFX drawdown since its inception was -50.17%, which is greater than FGKPX's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for NFFFX and FGKPX.


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Drawdown Indicators


NFFFXFGKPXDifference

Max Drawdown

Largest peak-to-trough decline

-50.17%

-32.05%

-18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-7.14%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.48%

-20.69%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.48%

Current Drawdown

Current decline from peak

-10.73%

-5.38%

-5.35%

Average Drawdown

Average peak-to-trough decline

-9.89%

-5.41%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.14%

+0.99%

Volatility

NFFFX vs. FGKPX - Volatility Comparison

American Funds New World Fund (NFFFX) has a higher volatility of 7.09% compared to Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) at 4.76%. This indicates that NFFFX's price experiences larger fluctuations and is considered to be riskier than FGKPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFFFXFGKPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

4.76%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

6.59%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

9.98%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

10.08%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

12.47%

+3.51%