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FGOMX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGOMX and VXUS is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FGOMX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
4.12%
3.62%
FGOMX
VXUS

Key characteristics

Sharpe Ratio

FGOMX:

0.98

VXUS:

0.99

Sortino Ratio

FGOMX:

1.44

VXUS:

1.43

Omega Ratio

FGOMX:

1.18

VXUS:

1.18

Calmar Ratio

FGOMX:

0.56

VXUS:

1.29

Martin Ratio

FGOMX:

2.96

VXUS:

3.22

Ulcer Index

FGOMX:

4.74%

VXUS:

3.90%

Daily Std Dev

FGOMX:

14.41%

VXUS:

12.69%

Max Drawdown

FGOMX:

-41.75%

VXUS:

-35.97%

Current Drawdown

FGOMX:

-14.25%

VXUS:

-1.61%

Returns By Period

In the year-to-date period, FGOMX achieves a 6.27% return, which is significantly lower than VXUS's 7.31% return.


FGOMX

YTD

6.27%

1M

4.80%

6M

4.13%

1Y

13.75%

5Y*

3.89%

10Y*

N/A

VXUS

YTD

7.31%

1M

4.49%

6M

3.62%

1Y

12.07%

5Y*

6.21%

10Y*

5.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGOMX vs. VXUS - Expense Ratio Comparison

FGOMX has a 0.25% expense ratio, which is higher than VXUS's 0.07% 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%.


FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
Expense ratio chart for FGOMX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FGOMX vs. VXUS — Risk-Adjusted Performance Rank

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

FGOMX
The Risk-Adjusted Performance Rank of FGOMX is 4848
Overall Rank
The Sharpe Ratio Rank of FGOMX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FGOMX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FGOMX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FGOMX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FGOMX is 4545
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 3939
Overall Rank
The Sharpe Ratio Rank of VXUS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGOMX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) and Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for FGOMX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.980.99
The chart of Sortino ratio for FGOMX, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.001.441.43
The chart of Omega ratio for FGOMX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.18
The chart of Calmar ratio for FGOMX, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.561.29
The chart of Martin ratio for FGOMX, currently valued at 2.96, compared to the broader market0.0020.0040.0060.0080.002.963.22
FGOMX
VXUS

The current FGOMX Sharpe Ratio is 0.98, which is comparable to the VXUS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FGOMX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.98
0.99
FGOMX
VXUS

Dividends

FGOMX vs. VXUS - Dividend Comparison

FGOMX's dividend yield for the trailing twelve months is around 2.26%, less than VXUS's 3.14% yield.


TTM20242023202220212020201920182017201620152014
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
2.26%2.40%2.83%2.42%1.74%0.72%2.13%1.42%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.14%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

FGOMX vs. VXUS - Drawdown Comparison

The maximum FGOMX drawdown since its inception was -41.75%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FGOMX and VXUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.25%
-1.61%
FGOMX
VXUS

Volatility

FGOMX vs. VXUS - Volatility Comparison

Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) has a higher volatility of 4.18% compared to Vanguard Total International Stock ETF (VXUS) at 3.13%. This indicates that FGOMX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.18%
3.13%
FGOMX
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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