WWJD vs. FSRNX

Last updated Jun 9, 2026

WWJD (Inspire International ESG ETF) and FSRNX (Fidelity Real Estate Index Fund) are both funds - WWJD is a Foreign Large Cap Equities fund tracking the Inspire Global Hope Ex-US Index, while FSRNX is a REIT fund tracking the MSCI US IMI Real Estate 25/25 Index. Both are passively managed. Over the past 5 years, WWJD returned 6.23%/yr vs 2.65%/yr for FSRNX. A 0.58 correlation means they provide meaningful diversification when combined. WWJD charges 0.80%/yr vs 0.07%/yr for FSRNX.

Performance

WWJD vs. FSRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire International ESG ETF (WWJD) and Fidelity Real Estate Index Fund (FSRNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WWJD achieves a 5.32% return, which is significantly lower than FSRNX's 10.29% return.

WWJD

• 1D: 0.37%
• 1M: -3.64%
• YTD: 5.32%
• 6M: 8.02%
• 1Y: 16.05%
• 3Y*: 14.18%
• 5Y*: 6.23%
• 10Y*: —

FSRNX

• 1D: 0.69%
• 1M: 0.24%
• YTD: 10.29%
• 6M: 10.53%
• 1Y: 11.80%
• 3Y*: 9.85%
• 5Y*: 2.65%
• 10Y*: 4.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WWJD vs. FSRNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WWJD Inspire International ESG ETF	5.32%	29.28%	1.05%	16.42%	-14.60%	16.60%	12.91%	11.19%
FSRNX Fidelity Real Estate Index Fund	10.29%	3.03%	4.99%	11.93%	-26.14%	40.66%	-11.31%	-1.23%

Correlation

The correlation between WWJD and FSRNX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019	0.58

The correlation between WWJD and FSRNX has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.

Return for Risk

WWJD vs. FSRNX — Risk / Return Rank

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

WWJD

WWJD Risk / Return Rank: 35
WWJD Sharpe Ratio Rank: 35
WWJD Sortino Ratio Rank: 33
WWJD Omega Ratio Rank: 35
WWJD Calmar Ratio Rank: 33
WWJD Martin Ratio Rank: 39

FSRNX

FSRNX Risk / Return Rank: 15
FSRNX Sharpe Ratio Rank: 13
FSRNX Sortino Ratio Rank: 12
FSRNX Omega Ratio Rank: 12
FSRNX Calmar Ratio Rank: 19
FSRNX Martin Ratio Rank: 19

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.

WWJD vs. FSRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Fidelity Real Estate Index Fund (FSRNX). 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.

	WWJD	FSRNX	Difference
Sharpe ratio: Return per unit of total volatility	1.15	0.93	+0.22
Sortino ratio: Return per unit of downside risk	1.61	1.35	+0.26
Omega ratio: Gain probability vs. loss probability	1.21	1.17	+0.04
Calmar ratio: Return relative to maximum drawdown	1.50	1.47	+0.03
Martin ratio: Return relative to average drawdown	5.73	4.64	+1.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WWJD vs. FSRNX - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.15, which is comparable to the FSRNX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of WWJD and FSRNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WWJD	FSRNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	0.93	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.14	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.35	+0.20

Drawdowns

WWJD vs. FSRNX - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum FSRNX drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for WWJD and FSRNX.

Drawdown Indicators

	WWJD	FSRNX	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-44.26%	+8.50%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-8.47%	-2.30%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-17.49%	+2.52%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-34.27%	+4.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.26%	—
Current Drawdown Current decline from peak	-4.59%	-1.37%	-3.22%
Average Drawdown Average peak-to-trough decline	-6.97%	-9.69%	+2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	2.67%	+0.14%

Volatility

WWJD vs. FSRNX - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 4.69% compared to Fidelity Real Estate Index Fund (FSRNX) at 4.00%. This indicates that WWJD's price experiences larger fluctuations and is considered to be riskier than FSRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WWJD	FSRNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	4.00%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	9.53%	+2.37%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	13.36%	+0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	18.90%	-2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	21.40%	-1.30%

WWJD vs. FSRNX - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than FSRNX's 0.07% expense ratio.

Dividends

WWJD vs. FSRNX - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.25%, less than FSRNX's 2.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSRNX Fidelity Real Estate Index Fund	2.68%	2.77%	2.86%	2.84%	2.66%	1.25%	3.33%	4.52%	3.62%	2.27%	3.40%	2.57%
WWJD Inspire International ESG ETF	2.25%	2.58%	2.99%	2.56%	2.09%	15.22%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WWJD and FSRNX in my portfolio?

WWJD and FSRNX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WWJD or FSRNX?

WWJD has higher volatility (4.69%) compared to FSRNX (4.00%). In terms of maximum drawdown, WWJD dropped -35.76% vs FSRNX's -44.26%.

Which has better risk-adjusted returns?

WWJD currently has the higher Sharpe Ratio (1.15 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.