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WMFFX vs. FEQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMFFX vs. FEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Mutual Investors Fund Class F-2 (WMFFX) and Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

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WMFFX vs. FEQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMFFX
Washington Mutual Investors Fund Class F-2
-5.23%17.42%19.24%16.96%-8.27%28.71%7.89%25.03%-5.98%20.23%
FEQIX
Fidelity Equity-Income Fund
1.32%18.96%15.34%10.62%-5.10%24.49%6.77%27.90%-8.46%12.80%

Returns By Period

In the year-to-date period, WMFFX achieves a -5.23% return, which is significantly lower than FEQIX's 1.32% return. Both investments have delivered pretty close results over the past 10 years, with WMFFX having a 11.98% annualized return and FEQIX not far behind at 11.41%.


WMFFX

1D
-0.03%
1M
-7.89%
YTD
-5.23%
6M
-3.05%
1Y
10.90%
3Y*
15.34%
5Y*
11.03%
10Y*
11.98%

FEQIX

1D
0.04%
1M
-6.45%
YTD
1.32%
6M
5.37%
1Y
16.73%
3Y*
15.21%
5Y*
10.74%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMFFX vs. FEQIX - Expense Ratio Comparison

WMFFX has a 0.37% expense ratio, which is lower than FEQIX's 0.57% expense ratio.


Return for Risk

WMFFX vs. FEQIX — Risk / Return Rank

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

WMFFX
WMFFX Risk / Return Rank: 3838
Overall Rank
WMFFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
WMFFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
WMFFX Omega Ratio Rank: 3838
Omega Ratio Rank
WMFFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
WMFFX Martin Ratio Rank: 4444
Martin Ratio Rank

FEQIX
FEQIX Risk / Return Rank: 7272
Overall Rank
FEQIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FEQIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FEQIX Omega Ratio Rank: 7474
Omega Ratio Rank
FEQIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEQIX Martin Ratio Rank: 7676
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.

WMFFX vs. FEQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Mutual Investors Fund Class F-2 (WMFFX) and Fidelity Equity-Income Fund (FEQIX). 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.


WMFFXFEQIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.25

-0.48

Sortino ratio

Return per unit of downside risk

1.21

1.77

-0.56

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

0.98

1.49

-0.51

Martin ratio

Return relative to average drawdown

4.45

7.32

-2.87

WMFFX vs. FEQIX - Sharpe Ratio Comparison

The current WMFFX Sharpe Ratio is 0.77, which is lower than the FEQIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WMFFX and FEQIX, 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


WMFFXFEQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.25

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.80

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.74

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.50

+0.07

Correlation

The correlation between WMFFX and FEQIX is 0.95, 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

WMFFX vs. FEQIX - Dividend Comparison

WMFFX's dividend yield for the trailing twelve months is around 10.88%, more than FEQIX's 4.91% yield.


TTM20252024202320222021202020192018201720162015
WMFFX
Washington Mutual Investors Fund Class F-2
10.88%10.28%10.27%5.92%6.53%6.24%3.26%6.33%4.59%7.43%6.56%6.44%
FEQIX
Fidelity Equity-Income Fund
4.91%4.67%5.51%4.26%4.56%9.90%3.38%7.16%9.76%6.29%4.28%12.17%

Drawdowns

WMFFX vs. FEQIX - Drawdown Comparison

The maximum WMFFX drawdown since its inception was -47.21%, smaller than the maximum FEQIX drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for WMFFX and FEQIX.


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Drawdown Indicators


WMFFXFEQIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.21%

-62.38%

+15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-11.05%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-17.20%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

-33.12%

-1.51%

Current Drawdown

Current decline from peak

-8.36%

-6.45%

-1.91%

Average Drawdown

Average peak-to-trough decline

-5.40%

-8.04%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.25%

+0.04%

Volatility

WMFFX vs. FEQIX - Volatility Comparison

Washington Mutual Investors Fund Class F-2 (WMFFX) has a higher volatility of 3.59% compared to Fidelity Equity-Income Fund (FEQIX) at 3.33%. This indicates that WMFFX's price experiences larger fluctuations and is considered to be riskier than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMFFXFEQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.33%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

7.06%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

14.30%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

13.47%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

15.49%

+0.83%