FGNSX vs. FXAIX
Compare and contrast key facts about Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) and Fidelity 500 Index Fund (FXAIX).
FGNSX is managed by Fidelity. It was launched on Dec 27, 2017. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FGNSX vs. FXAIX - Performance Comparison
Loading graphics...
FGNSX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | -0.51% |
Returns By Period
In the year-to-date period, FGNSX achieves a -0.10% return, which is significantly higher than FXAIX's -4.34% return.
FGNSX
- 1D
- 0.00%
- 1M
- -0.40%
- YTD
- -0.10%
- 6M
- 0.34%
- 1Y
- 1.98%
- 3Y*
- 2.99%
- 5Y*
- 1.93%
- 10Y*
- —
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FGNSX vs. FXAIX - Expense Ratio Comparison
FGNSX has a 0.07% expense ratio, which is higher than FXAIX's 0.02% 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
FGNSX vs. FXAIX — Risk / Return Rank
FGNSX
FXAIX
FGNSX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) and Fidelity 500 Index Fund (FXAIX). 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.
| FGNSX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.97 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.49 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.52 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.74 | 7.30 | -4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FGNSX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.97 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.70 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.76 | +0.30 |
Correlation
The correlation between FGNSX and FXAIX is 0.03, 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
FGNSX vs. FXAIX - Dividend Comparison
FGNSX's dividend yield for the trailing twelve months is around 1.86%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FGNSX vs. FXAIX - Drawdown Comparison
The maximum FGNSX drawdown since its inception was -2.35%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FGNSX and FXAIX.
Loading graphics...
Drawdown Indicators
| FGNSX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.35% | -33.79% | +31.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -12.13% | +9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -2.35% | -24.50% | +22.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -0.50% | -6.23% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -3.83% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 2.53% | -1.61% |
Volatility
FGNSX vs. FXAIX - Volatility Comparison
The current volatility for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) is 0.23%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that FGNSX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FGNSX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.23% | 5.34% | -5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 9.53% | -8.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 18.32% | -14.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.04% | 16.92% | -14.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.66% | 18.05% | -16.39% |