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FIGFX vs. FUSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FIGFX achieves a 7.22% return, which is significantly lower than FUSIX's 9.66% return. Both investments have delivered pretty close results over the past 10 years, with FIGFX having a 9.27% annualized return and FUSIX not far ahead at 9.67%.


FIGFX

1D
1.25%
1M
3.18%
YTD
7.22%
6M
8.42%
1Y
14.47%
3Y*
12.39%
5Y*
5.67%
10Y*
9.27%

FUSIX

1D
0.56%
1M
3.98%
YTD
9.66%
6M
12.49%
1Y
21.85%
3Y*
17.68%
5Y*
8.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGFX vs. FUSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGFX
Fidelity International Growth Fund
7.22%17.91%4.90%20.89%-23.19%15.42%16.95%33.97%-11.52%28.83%
FUSIX
Strategic Advisers Fidelity International Fund
9.66%31.20%5.62%18.15%-17.74%12.47%13.24%25.60%-14.52%27.73%

Correlation

The correlation between FIGFX and FUSIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2007

0.94

The correlation between FIGFX and FUSIX shifts across timeframes, from 0.76 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

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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: 1111
Overall Rank
FIGFX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FIGFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FIGFX Omega Ratio Rank: 1010
Omega Ratio Rank
FIGFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FIGFX Martin Ratio Rank: 1313
Martin Ratio Rank

FUSIX
FUSIX Risk / Return Rank: 3636
Overall Rank
FUSIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FUSIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FUSIX Omega Ratio Rank: 3333
Omega Ratio Rank
FUSIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FUSIX Martin Ratio Rank: 4040
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 ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratioReturn relative to maximum drawdown

1.03

2.35

-1.31

Martin ratioReturn relative to average drawdown

3.80

8.60

-4.80

FIGFX vs. FUSIX - Sharpe Ratio Comparison

The current FIGFX Sharpe Ratio is 0.79, which is lower than the FUSIX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FIGFX and FUSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIGFXFUSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.64

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.55

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.61

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.26

+0.04

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%

-10.77%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-13.81%

-2.70%

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

-2.17%

-0.12%

-2.05%

Average Drawdown

Average peak-to-trough decline

-10.40%

-16.05%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.85%

+0.92%

Volatility

FIGFX vs. FUSIX - Volatility Comparison

Fidelity International Growth Fund (FIGFX) has a higher volatility of 7.29% compared to Strategic Advisers Fidelity International Fund (FUSIX) at 5.33%. 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

7.29%

5.33%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.88%

12.50%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

15.42%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

16.31%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

16.25%

+1.58%

FIGFX vs. FUSIX - Expense Ratio Comparison

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


Dividends

FIGFX vs. FUSIX - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 3.21%, less than FUSIX's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGFX
Fidelity International Growth Fund
3.21%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
4.54%3.02%3.40%2.43%4.71%5.83%1.25%3.05%3.78%2.03%1.78%1.46%

Frequently Asked Questions


FIGFX and FUSIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGFX has higher volatility (7.29%) compared to FUSIX (5.33%). In terms of maximum drawdown, FIGFX dropped -55.97% vs FUSIX's -64.42%.

FUSIX currently has the higher Sharpe Ratio (1.64 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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