FILFX vs. FUSIX
FILFX (Strategic Advisers International Fund) and FUSIX (Strategic Advisers Fidelity International Fund) are both Foreign Large Cap Equities funds from Fidelity. Over the past 10 years, FILFX returned 9.87%/yr vs 9.91%/yr for FUSIX. Their 0.98 correlation means they have historically moved very closely together. FILFX charges 0.56%/yr vs 0.54%/yr for FUSIX.
Performance
FILFX vs. FUSIX - Performance Comparison
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Returns By Period
In the year-to-date period, FILFX achieves a 12.88% return, which is significantly higher than FUSIX's 12.09% return. Both investments have delivered pretty close results over the past 10 years, with FILFX having a 9.87% annualized return and FUSIX not far ahead at 9.91%.
FILFX
- 1D
- 2.47%
- 1M
- 1.66%
- 6M
- 6.37%
- YTD
- 12.88%
- 1Y
- 25.58%
- 3Y*
- 16.56%
- 5Y*
- 8.88%
- 10Y*
- 9.87%
- ALL TIME*
- 5.98%
FUSIX
- 1D
- 2.73%
- 1M
- 1.16%
- 6M
- 5.70%
- YTD
- 12.09%
- 1Y
- 23.93%
- 3Y*
- 16.84%
- 5Y*
- 9.03%
- 10Y*
- 9.91%
- ALL TIME*
- 5.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FILFX vs. FUSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 12.88% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
FUSIX Strategic Advisers Fidelity International Fund | 12.09% | 31.20% | 5.62% | 18.15% | -17.74% | 12.47% | 13.24% | 25.60% | -14.52% | 27.73% |
Correlation
The correlation between FILFX and FUSIX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2007 | 0.98 |
The correlation between FILFX and FUSIX has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.
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Return for Risk
FILFX vs. FUSIX — Risk / Return Rank
FILFX
FUSIX
FILFX vs. FUSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FILFX | FUSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.48 | +0.08 |
| Martin ratioReturn relative to average drawdown | 9.47 | 9.10 | +0.37 |
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Drawdowns
FILFX vs. FUSIX - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, smaller than the maximum FUSIX drawdown of -64.42%. Use the drawdown chart below to compare losses from any high point for FILFX and FUSIX.
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Drawdown Indicators
| FILFX | FUSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -64.42% | +3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -10.77% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.60% | -13.81% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -31.34% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -31.96% | -1.92% |
Current DrawdownCurrent decline from peak | 0.00% | -0.24% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -15.93% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.81% | +0.07% |
Volatility
FILFX vs. FUSIX - Volatility Comparison
The current volatility for Strategic Advisers International Fund (FILFX) is 4.52%, while Strategic Advisers Fidelity International Fund (FUSIX) has a volatility of 4.92%. This indicates that FILFX experiences smaller price fluctuations and is considered to be less risky 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
| FILFX | FUSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.92% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 13.60% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 16.32% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.51% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 16.08% | +0.21% |
FILFX vs. FUSIX - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than FUSIX's 0.54% expense ratio.
Dividends
FILFX vs. FUSIX - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 9.36%, more than FUSIX's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 9.36% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
FUSIX Strategic Advisers Fidelity International Fund | 4.44% | 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
With a correlation of 0.99, FILFX and FUSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FUSIX has higher volatility (4.92%) compared to FILFX (4.52%). In terms of maximum drawdown, FILFX dropped -60.75% vs FUSIX's -64.42%.
FILFX currently has the higher Sharpe Ratio (1.82 vs 1.64), 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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