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FAUDX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAUDX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Short Duration Fund (FAUDX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FAUDX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAUDX
Strategic Advisers Short Duration Fund
-0.50%3.89%4.75%5.45%-1.41%-0.06%2.40%468.65%1.30%1.65%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FAUDX achieves a -0.50% return, which is significantly lower than FTIHX's 1.79% return.


FAUDX

1D
0.00%
1M
-0.60%
YTD
-0.50%
6M
-0.13%
1Y
2.11%
3Y*
4.05%
5Y*
2.40%
10Y*
21.20%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAUDX vs. FTIHX - Expense Ratio Comparison

FAUDX has a 0.26% expense ratio, which is higher than FTIHX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FAUDX vs. FTIHX — Risk / Return Rank

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

FAUDX
FAUDX Risk / Return Rank: 8585
Overall Rank
FAUDX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAUDX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FAUDX Omega Ratio Rank: 8888
Omega Ratio Rank
FAUDX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FAUDX Martin Ratio Rank: 9494
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FAUDX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Short Duration Fund (FAUDX) and Fidelity Total International Index Fund (FTIHX). 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.


FAUDXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.74

-0.41

Sortino ratio

Return per unit of downside risk

2.21

2.32

-0.11

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratio

Return relative to maximum drawdown

2.95

2.38

+0.57

Martin ratio

Return relative to average drawdown

12.69

9.30

+3.39

FAUDX vs. FTIHX - Sharpe Ratio Comparison

The current FAUDX Sharpe Ratio is 1.34, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FAUDX and FTIHX, 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


FAUDXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.74

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.59

0.48

+1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.56

-0.13

Correlation

The correlation between FAUDX and FTIHX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FAUDX vs. FTIHX - Dividend Comparison

FAUDX's dividend yield for the trailing twelve months is around 2.60%, less than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FAUDX
Strategic Advisers Short Duration Fund
2.60%3.62%4.03%3.85%1.50%0.63%1.48%131.91%2.30%1.44%1.40%0.91%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FAUDX vs. FTIHX - Drawdown Comparison

The maximum FAUDX drawdown since its inception was -3.86%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FAUDX and FTIHX.


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Drawdown Indicators


FAUDXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-3.86%

-35.75%

+31.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-11.25%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-3.10%

-29.99%

+26.89%

Max Drawdown (10Y)

Largest decline over 10 years

-3.86%

Current Drawdown

Current decline from peak

-0.80%

-8.61%

+7.81%

Average Drawdown

Average peak-to-trough decline

-0.24%

-7.31%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

2.88%

-2.65%

Volatility

FAUDX vs. FTIHX - Volatility Comparison

The current volatility for Strategic Advisers Short Duration Fund (FAUDX) is 0.51%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FAUDX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAUDXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

7.78%

-7.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

11.04%

-10.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

16.05%

-14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.56%

15.09%

-13.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.26%

16.02%

+26.24%