FILFX vs. FUSIX
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and Strategic Advisers Fidelity International Fund (FUSIX).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. FUSIX is managed by Fidelity. It was launched on Mar 8, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FILFX or FUSIX.
Performance
FILFX vs. FUSIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FILFX having a 5.85% return and FUSIX slightly higher at 6.11%. Over the past 10 years, FILFX has outperformed FUSIX with an annualized return of 5.83%, while FUSIX has yielded a comparatively lower 4.79% annualized return.
FILFX
5.85%
-4.57%
-2.18%
12.05%
6.37%
5.83%
FUSIX
6.11%
-5.62%
-2.78%
12.37%
4.87%
4.79%
Key characteristics
| FILFX | FUSIX | |
|---|---|---|
| Sharpe Ratio | 1.11 | 1.12 |
| Sortino Ratio | 1.56 | 1.60 |
| Omega Ratio | 1.21 | 1.20 |
| Calmar Ratio | 1.21 | 0.92 |
| Martin Ratio | 5.54 | 5.51 |
| Ulcer Index | 2.40% | 2.52% |
| Daily Std Dev | 11.92% | 12.40% |
| Max Drawdown | -32.79% | -34.30% |
| Current Drawdown | -7.55% | -8.23% |
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FILFX vs. FUSIX - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than FUSIX's 0.54% expense ratio.
Correlation
The correlation between FILFX and FUSIX is 0.98, 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.
Risk-Adjusted Performance
FILFX vs. FUSIX - Risk-Adjusted Performance 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.
Dividends
FILFX vs. FUSIX - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 2.48%, more than FUSIX's 2.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 2.48% | 2.45% | 2.34% | 2.03% | 1.09% | 2.01% | 2.01% | 1.57% | 1.95% | 3.38% | 5.83% | 3.00% |
FUSIX Strategic Advisers Fidelity International Fund | 2.43% | 2.43% | 2.11% | 1.97% | 0.68% | 1.72% | 1.64% | 1.02% | 1.56% | 1.60% | 2.21% | 2.71% |
Drawdowns
FILFX vs. FUSIX - Drawdown Comparison
The maximum FILFX drawdown since its inception was -32.79%, roughly equal to the maximum FUSIX drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for FILFX and FUSIX. For additional features, visit the drawdowns tool.
Volatility
FILFX vs. FUSIX - Volatility Comparison
The current volatility for Strategic Advisers International Fund (FILFX) is 3.27%, while Strategic Advisers Fidelity International Fund (FUSIX) has a volatility of 3.67%. 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.