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Strategic Advisers Fidelity International Fund (FUSIX) Sharpe Ratio: 1.84

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The fund invests primarily in non-U.S. securities, including securities of issuers located in emerging markets. It invests primarily in common stocks. It invests directly in securities through one or more managers (sub-advisers) or indirectly in securities through one or more other funds, referred to as underlying funds, which in turn invest directly in securities. The fund allocates assets among underlying Fidelity international funds (underlying funds) and sub-advisers.

FUSIX's Sharpe Ratio of 1.84 indicates that for each unit of volatility, it generates 1.84 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FUSIX Sharpe Ratio Rank

FUSIX Sharpe Ratio Rank: 45.946
Average

FUSIX ranks above 45.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

FUSIX Sharpe Ratio Market Positioning

The chart shows FUSIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.30+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Strategic Advisers Fidelity International Fund's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how FUSIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SWRLXTouchstone International Equity Fund3.45
TIVFXAmerican Beacon Tocqueville International Value Fund3.33
DCINXDunham International Stock Fund3.09
THOIXThornburg Global Opportunities Fund3.09
EISIXCarillon ClariVest International Stock Fund2.99
SAHMXSA International Value Fund2.97
SIDNXHartford Schroders International Multi-Cap Value Fund2.94
GTMIXGMO Tax-Managed International Equities Fund2.94
DFWVXDFA World ex U.S. Value Portfolio Fund2.93
SFNNXSchwab Fundamental International Equity Index Fund2.81
FUSIXStrategic Advisers Fidelity International Fund1.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FUSIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FUSIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FUSIX fit in your portfolio?

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