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ISIN
US31635R8685
CUSIP
31635R868
Issuer
Fidelity
Inception Date
Mar 23, 2006
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

FILFX Performance Chart

Strategic Advisers International Fund (FILFX) is up 9.5% since the beginning of the year. FILFX is currently trading at $15 per share. Investors who bought $1,000 worth of FILFX shares 5 years ago would now be looking at an investment worth $1,464.


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S&P 500 Index

Returns By Period

Strategic Advisers International Fund (FILFX) has returned 9.49% so far this year and 21.72% over the past 12 months. Over the last ten years, FILFX has returned 9.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Strategic Advisers International Fund

1D
-0.27%
1M
2.98%
YTD
9.49%
6M
12.77%
1Y
21.72%
3Y*
17.00%
5Y*
7.92%
10Y*
9.56%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FILFX Monthly Returns History

Based on dividend-adjusted daily data since Mar 24, 2006, FILFX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Oct 2008 at -20.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FILFX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 12, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.12%3.55%-8.42%6.09%2.83%-0.27%9.49%
20256.48%-0.97%1.39%3.49%4.88%2.93%-1.75%3.79%2.58%0.91%0.28%3.28%30.56%
2024-0.44%2.98%3.40%-3.04%4.76%-1.78%3.14%3.04%0.78%-5.01%0.08%-2.69%4.79%
20238.35%-2.69%2.96%2.32%-2.90%4.38%2.41%-3.32%-3.52%-3.37%8.33%5.01%18.21%
2022-4.53%-3.75%-0.78%-6.59%1.91%-9.26%5.15%-5.78%-9.26%5.73%12.58%-2.02%-17.44%
2021-1.05%2.62%2.07%2.70%3.35%-1.28%0.53%1.97%-3.20%2.62%-3.97%4.36%10.82%

Benchmark Metrics

Strategic Advisers International Fund has an annualized alpha of -1.13%, beta of 0.82, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 27, 2006.

  • This fund participated in 100.59% of S&P 500 Index downside but only 87.00% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.13%
Beta
0.82
0.72
Upside Capture
87.00%
Downside Capture
100.59%

Expense Ratio

FILFX has an expense ratio of 0.56%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FILFX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FILFX Risk / Return Rank: 4242
Overall Rank
FILFX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FILFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FILFX Omega Ratio Rank: 4141
Omega Ratio Rank
FILFX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FILFX Martin Ratio Rank: 4343
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) and compare them to S&P 500 Index.


FILFXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.39

-0.53

Sortino ratio

Return per unit of downside risk

2.74

3.25

-0.52

Omega ratio

Gain probability vs. loss probability

1.34

1.43

-0.09

Calmar ratio

Return relative to maximum drawdown

2.50

3.11

-0.61

Martin ratio

Return relative to average drawdown

9.20

14.38

-5.18

Dividends

Dividend History

Strategic Advisers International Fund provided a 9.65% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.44$1.03$0.45$0.28$0.46$1.12$0.22$0.36$0.61$0.36$0.20$0.31

Dividend yield

9.65%7.33%3.91%2.45%4.58%8.87%1.75%3.26%6.71%3.13%2.16%3.21%

Monthly Dividends

The table displays the monthly dividend distributions for Strategic Advisers International Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.50$0.00$0.00$0.50
2025$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$1.03
2024$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.45
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.46
2021$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$1.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Strategic Advisers International Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Strategic Advisers International Fund was 60.75%, occurring on Mar 9, 2009. Recovery took 1313 trading sessions.

The current Strategic Advisers International Fund drawdown is 0.50%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.75%Mar 2009
1y 4mo5y 2mo
6y 6moNov 2007 - May 2014
Bear market2022
-33.88%Sep 2022
9mo1y 9mo
2y 6moDec 2021 - Jul 2024
COVID crash2020
-32.88%Mar 2020
2y 1mo6mo 20d
2y 8moJan 2018 - Oct 2020
2016 bear market2016
-22.18%Feb 2016
8mo 25d1y 2mo
1y 11moMay 2015 - May 2017
2006 correction2006
-16.71%Jun 2006
1mo 4d5mo 4d
6mo 8dMay 2006 - Nov 2006

Drawdown Indicators


FILFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-56.78%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-9.10%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-13.60%

-18.90%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-33.88%

-25.43%

-8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

-33.92%

+0.04%

Current Drawdown

Current decline from peak

-0.50%

0.00%

-0.50%

Average Drawdown

Average peak-to-trough decline

-13.37%

-10.72%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.97%

+1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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