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FGNSX vs. BCITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGNSX vs. BCITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) and American Century California Intermediate-Term Tax-Free Bond Fund (BCITX). The values are adjusted to include any dividend payments, if applicable.

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FGNSX vs. BCITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
-0.10%3.08%3.47%3.56%-0.36%0.14%1.04%2.11%1.47%-0.10%
BCITX
American Century California Intermediate-Term Tax-Free Bond Fund
-0.47%4.74%2.17%4.75%-7.36%1.11%3.71%6.62%0.71%0.30%

Returns By Period

In the year-to-date period, FGNSX achieves a -0.10% return, which is significantly higher than BCITX's -0.47% return.


FGNSX

1D
0.00%
1M
-0.40%
YTD
-0.10%
6M
0.34%
1Y
1.98%
3Y*
2.99%
5Y*
1.93%
10Y*

BCITX

1D
0.18%
1M
-2.10%
YTD
-0.47%
6M
1.01%
1Y
4.13%
3Y*
3.03%
5Y*
0.96%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGNSX vs. BCITX - Expense Ratio Comparison

FGNSX has a 0.07% expense ratio, which is lower than BCITX's 0.46% expense ratio.


Return for Risk

FGNSX vs. BCITX — Risk / Return Rank

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

FGNSX
FGNSX Risk / Return Rank: 3737
Overall Rank
FGNSX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FGNSX Sortino Ratio Rank: 1919
Sortino Ratio Rank
FGNSX Omega Ratio Rank: 8989
Omega Ratio Rank
FGNSX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FGNSX Martin Ratio Rank: 2222
Martin Ratio Rank

BCITX
BCITX Risk / Return Rank: 6161
Overall Rank
BCITX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCITX Sortino Ratio Rank: 6161
Sortino Ratio Rank
BCITX Omega Ratio Rank: 8383
Omega Ratio Rank
BCITX Calmar Ratio Rank: 4949
Calmar Ratio Rank
BCITX Martin Ratio Rank: 4848
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.

FGNSX vs. BCITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) and American Century California Intermediate-Term Tax-Free Bond Fund (BCITX). 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.


FGNSXBCITXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.21

-0.57

Sortino ratio

Return per unit of downside risk

0.92

1.66

-0.73

Omega ratio

Gain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratio

Return relative to maximum drawdown

1.07

1.32

-0.25

Martin ratio

Return relative to average drawdown

2.74

5.10

-2.37

FGNSX vs. BCITX - Sharpe Ratio Comparison

The current FGNSX Sharpe Ratio is 0.64, which is lower than the BCITX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FGNSX and BCITX, 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


FGNSXBCITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.21

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.33

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.16

-0.10

Correlation

The correlation between FGNSX and BCITX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGNSX vs. BCITX - Dividend Comparison

FGNSX's dividend yield for the trailing twelve months is around 1.86%, less than BCITX's 3.31% yield.


TTM20252024202320222021202020192018201720162015
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
1.86%2.63%3.31%2.57%0.84%0.34%0.83%1.79%1.36%0.00%0.00%0.00%
BCITX
American Century California Intermediate-Term Tax-Free Bond Fund
3.31%3.49%3.40%2.70%1.67%1.93%2.22%2.77%2.65%2.48%2.42%2.39%

Drawdowns

FGNSX vs. BCITX - Drawdown Comparison

The maximum FGNSX drawdown since its inception was -2.35%, smaller than the maximum BCITX drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for FGNSX and BCITX.


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Drawdown Indicators


FGNSXBCITXDifference

Max Drawdown

Largest peak-to-trough decline

-2.35%

-12.17%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-3.67%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-2.35%

-11.40%

+9.05%

Max Drawdown (10Y)

Largest decline over 10 years

-11.40%

Current Drawdown

Current decline from peak

-0.50%

-2.36%

+1.86%

Average Drawdown

Average peak-to-trough decline

-0.25%

-1.92%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.95%

-0.03%

Volatility

FGNSX vs. BCITX - Volatility Comparison

The current volatility for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) is 0.23%, while American Century California Intermediate-Term Tax-Free Bond Fund (BCITX) has a volatility of 0.83%. This indicates that FGNSX experiences smaller price fluctuations and is considered to be less risky than BCITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGNSXBCITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

0.83%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

1.43%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.67%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.04%

2.96%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.66%

3.35%

-1.69%