FIWGX vs. EINFX
FIWGX (Strategic Advisers Fidelity Core Income Fund) and EINFX (Elfun Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, FIWGX returned 0.25%/yr vs -0.78%/yr for EINFX. Their correlation of 0.92 suggests significant overlap in exposure. FIWGX charges 0.46%/yr vs 0.29%/yr for EINFX.
Performance
FIWGX vs. EINFX - Performance Comparison
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Returns By Period
In the year-to-date period, FIWGX achieves a -0.05% return, which is significantly higher than EINFX's -0.27% return.
FIWGX
- 1D
- -0.22%
- 1M
- 0.78%
- YTD
- -0.05%
- 6M
- 0.49%
- 1Y
- 3.93%
- 3Y*
- 4.20%
- 5Y*
- 0.25%
- 10Y*
- —
EINFX
- 1D
- -0.31%
- 1M
- 0.67%
- YTD
- -0.27%
- 6M
- 0.15%
- 1Y
- 3.89%
- 3Y*
- 2.91%
- 5Y*
- -0.78%
- 10Y*
- 1.30%
FIWGX vs. EINFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIWGX Strategic Advisers Fidelity Core Income Fund | -0.05% | 6.90% | 2.14% | 6.51% | -13.71% | -0.37% | 10.21% | 9.39% | 1.28% |
EINFX Elfun Income Fund | -0.27% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | 1.90% |
Correlation
The correlation between FIWGX and EINFX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.92 |
The correlation between FIWGX and EINFX shifts across timeframes, from 0.80 (1 year) to 0.93 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIWGX vs. EINFX — Risk / Return Rank
FIWGX
EINFX
FIWGX vs. EINFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Core Income Fund (FIWGX) and Elfun Income Fund (EINFX). 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.
| FIWGX | EINFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.21 | +0.73 |
| Martin ratioReturn relative to average drawdown | 5.50 | 3.40 | +2.10 |
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Drawdowns
FIWGX vs. EINFX - Drawdown Comparison
The maximum FIWGX drawdown since its inception was -18.42%, smaller than the maximum EINFX drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for FIWGX and EINFX.
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Drawdown Indicators
| FIWGX | EINFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.42% | -19.78% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -3.40% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -6.24% | -8.10% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -19.78% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.78% | — |
Current DrawdownCurrent decline from peak | -1.22% | -5.55% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -3.58% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.21% | -0.30% |
Volatility
FIWGX vs. EINFX - Volatility Comparison
The current volatility for Strategic Advisers Fidelity Core Income Fund (FIWGX) is 1.13%, while Elfun Income Fund (EINFX) has a volatility of 1.20%. This indicates that FIWGX experiences smaller price fluctuations and is considered to be less risky than EINFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIWGX | EINFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.20% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | 3.01% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 4.17% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 6.51% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 5.24% | +0.26% |
FIWGX vs. EINFX - Expense Ratio Comparison
FIWGX has a 0.46% expense ratio, which is higher than EINFX's 0.29% expense ratio.
Dividends
FIWGX vs. EINFX - Dividend Comparison
FIWGX's dividend yield for the trailing twelve months is around 3.44%, less than EINFX's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINFX Elfun Income Fund | 3.86% | 3.84% | 3.04% | 2.76% | 4.09% | 3.31% | 3.15% | 2.78% | 2.88% | 2.42% | 3.34% | 2.87% |
FIWGX Strategic Advisers Fidelity Core Income Fund | 3.44% | 3.68% | 4.36% | 3.79% | 2.24% | 1.77% | 6.83% | 4.30% | 0.57% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FIWGX and EINFX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EINFX has higher volatility (1.20%) compared to FIWGX (1.13%). In terms of maximum drawdown, FIWGX dropped -18.42% vs EINFX's -19.78%.
FIWGX currently has the higher Sharpe Ratio (1.21 vs 0.99), 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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