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FIGFX vs. FUSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGFX vs. FUSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Growth Fund (FIGFX) and Strategic Advisers Fidelity International Fund (FUSIX). The values are adjusted to include any dividend payments, if applicable.

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FIGFX vs. FUSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGFX
Fidelity International Growth Fund
-5.81%17.91%4.90%20.89%-23.19%15.42%16.95%33.97%-11.52%28.83%
FUSIX
Strategic Advisers Fidelity International Fund
-2.06%31.20%5.62%18.15%-17.74%12.47%13.24%25.60%-14.52%27.73%

Returns By Period

In the year-to-date period, FIGFX achieves a -5.81% return, which is significantly lower than FUSIX's -2.06% return. Over the past 10 years, FIGFX has underperformed FUSIX with an annualized return of 8.29%, while FUSIX has yielded a comparatively higher 8.81% annualized return.


FIGFX

1D
-0.46%
1M
-13.42%
YTD
-5.81%
6M
-5.56%
1Y
8.98%
3Y*
8.47%
5Y*
4.44%
10Y*
8.29%

FUSIX

1D
-0.61%
1M
-10.56%
YTD
-2.06%
6M
2.02%
1Y
19.40%
3Y*
13.92%
5Y*
7.48%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGFX vs. FUSIX - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is higher than FUSIX's 0.54% expense ratio.


Return for Risk

FIGFX vs. FUSIX — Risk / Return Rank

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

FIGFX
FIGFX Risk / Return Rank: 1818
Overall Rank
FIGFX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FIGFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FIGFX Omega Ratio Rank: 1717
Omega Ratio Rank
FIGFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FIGFX Martin Ratio Rank: 1919
Martin Ratio Rank

FUSIX
FUSIX Risk / Return Rank: 6969
Overall Rank
FUSIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FUSIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FUSIX Omega Ratio Rank: 6262
Omega Ratio Rank
FUSIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FUSIX Martin Ratio Rank: 8080
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.

FIGFX vs. FUSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and Strategic Advisers Fidelity International Fund (FUSIX). 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.


FIGFXFUSIXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.09

-0.65

Sortino ratio

Return per unit of downside risk

0.74

1.59

-0.85

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.51

1.74

-1.23

Martin ratio

Return relative to average drawdown

2.01

7.85

-5.84

FIGFX vs. FUSIX - Sharpe Ratio Comparison

The current FIGFX Sharpe Ratio is 0.44, which is lower than the FUSIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FIGFX and FUSIX, 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


FIGFXFUSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.09

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.48

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.56

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.23

+0.04

Correlation

The correlation between FIGFX and FUSIX is 0.94, 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.


Dividends

FIGFX vs. FUSIX - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 3.66%, more than FUSIX's 3.08% yield.


TTM20252024202320222021202020192018201720162015
FIGFX
Fidelity International Growth Fund
3.66%3.44%0.78%0.48%1.66%1.93%0.11%0.97%0.88%0.12%1.24%0.77%
FUSIX
Strategic Advisers Fidelity International Fund
3.08%3.02%3.40%2.43%4.71%5.83%1.25%3.05%3.78%2.03%1.78%1.46%

Drawdowns

FIGFX vs. FUSIX - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.97%, smaller than the maximum FUSIX drawdown of -64.42%. Use the drawdown chart below to compare losses from any high point for FIGFX and FUSIX.


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Drawdown Indicators


FIGFXFUSIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-64.42%

+8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-10.78%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-34.91%

-31.34%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.91%

-31.96%

-2.95%

Current Drawdown

Current decline from peak

-13.95%

-10.77%

-3.18%

Average Drawdown

Average peak-to-trough decline

-10.46%

-16.16%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.05%

+0.47%

Volatility

FIGFX vs. FUSIX - Volatility Comparison

Fidelity International Growth Fund (FIGFX) has a higher volatility of 7.97% compared to Strategic Advisers Fidelity International Fund (FUSIX) at 6.00%. This indicates that FIGFX's price experiences larger fluctuations and is considered to be riskier than FUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGFXFUSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

6.00%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

10.42%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

18.13%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

16.04%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

16.11%

+1.41%