FILFX vs. FSPGX
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and Fidelity Large Cap Growth Index Fund (FSPGX).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. FSPGX is managed by Fidelity.
Performance
FILFX vs. FSPGX - Performance Comparison
Loading graphics...
FILFX vs. FSPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | -2.28% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 25.70% |
FSPGX Fidelity Large Cap Growth Index Fund | -13.03% | 18.54% | 33.27% | 42.77% | -29.17% | 27.57% | 38.46% | 36.38% | -1.79% | 27.70% |
Returns By Period
In the year-to-date period, FILFX achieves a -2.28% return, which is significantly higher than FSPGX's -13.03% return.
FILFX
- 1D
- -0.72%
- 1M
- -11.08%
- YTD
- -2.28%
- 6M
- 2.12%
- 1Y
- 19.33%
- 3Y*
- 13.34%
- 5Y*
- 6.89%
- 10Y*
- 8.68%
FSPGX
- 1D
- -0.45%
- 1M
- -8.63%
- YTD
- -13.03%
- 6M
- -12.06%
- 1Y
- 14.49%
- 3Y*
- 19.68%
- 5Y*
- 11.91%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FILFX vs. FSPGX - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Return for Risk
FILFX vs. FSPGX — Risk / Return Rank
FILFX
FSPGX
FILFX vs. FSPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.
| FILFX | FSPGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.66 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.10 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.72 | +1.00 |
Martin ratioReturn relative to average drawdown | 7.63 | 2.51 | +5.11 |
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
| FILFX | FSPGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.66 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.56 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.78 | -0.49 |
Correlation
The correlation between FILFX and FSPGX is 0.66, 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
FILFX vs. FSPGX - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 7.50%, more than FSPGX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 7.50% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.40% | 0.34% | 0.37% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.32% | 0.22% | 0.00% | 0.00% |
Drawdowns
FILFX vs. FSPGX - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FILFX and FSPGX.
Loading graphics...
Drawdown Indicators
| FILFX | FSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -32.66% | -28.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -16.17% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -32.66% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | — | — |
Current DrawdownCurrent decline from peak | -11.19% | -16.17% | +4.98% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -6.43% | -7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 4.63% | -1.56% |
Volatility
FILFX vs. FSPGX - Volatility Comparison
Strategic Advisers International Fund (FILFX) has a higher volatility of 5.88% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.33%. This indicates that FILFX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FILFX | FSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.33% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 11.79% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 22.32% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 21.46% | -5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 21.63% | -5.22% |