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FIWGX vs. FPCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWGX vs. FPCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Fidelity Core Income Fund (FIWGX) and Strategic Advisers Core Income Fund (FPCIX). The values are adjusted to include any dividend payments, if applicable.

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FIWGX vs. FPCIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIWGX
Strategic Advisers Fidelity Core Income Fund
-0.76%6.90%2.14%6.51%-13.71%-0.37%10.21%9.39%1.28%
FPCIX
Strategic Advisers Core Income Fund
-0.97%7.42%1.71%5.98%-14.76%-0.81%9.39%9.20%1.84%

Returns By Period

In the year-to-date period, FIWGX achieves a -0.76% return, which is significantly higher than FPCIX's -0.97% return.


FIWGX

1D
0.22%
1M
-1.61%
YTD
-0.76%
6M
-0.28%
1Y
2.78%
3Y*
3.79%
5Y*
0.39%
10Y*

FPCIX

1D
0.22%
1M
-1.82%
YTD
-0.97%
6M
-0.29%
1Y
2.97%
3Y*
3.56%
5Y*
-0.02%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWGX vs. FPCIX - Expense Ratio Comparison

FIWGX has a 0.46% expense ratio, which is higher than FPCIX's 0.31% expense ratio.


Return for Risk

FIWGX vs. FPCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIWGX
FIWGX Risk / Return Rank: 3636
Overall Rank
FIWGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FIWGX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FIWGX Omega Ratio Rank: 2121
Omega Ratio Rank
FIWGX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FIWGX Martin Ratio Rank: 4242
Martin Ratio Rank

FPCIX
FPCIX Risk / Return Rank: 3838
Overall Rank
FPCIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FPCIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FPCIX Omega Ratio Rank: 2323
Omega Ratio Rank
FPCIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FPCIX Martin Ratio Rank: 4343
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.

FIWGX vs. FPCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Core Income Fund (FIWGX) and Strategic Advisers Core Income Fund (FPCIX). 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.


FIWGXFPCIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.81

-0.05

Sortino ratio

Return per unit of downside risk

1.09

1.15

-0.06

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.54

-0.13

Martin ratio

Return relative to average drawdown

4.49

4.73

-0.24

FIWGX vs. FPCIX - Sharpe Ratio Comparison

The current FIWGX Sharpe Ratio is 0.77, which is comparable to the FPCIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FIWGX and FPCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIWGXFPCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.81

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.00

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.73

-0.25

Correlation

The correlation between FIWGX and FPCIX is 0.96, 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.


Dividends

FIWGX vs. FPCIX - Dividend Comparison

FIWGX's dividend yield for the trailing twelve months is around 2.75%, less than FPCIX's 2.83% yield.


TTM20252024202320222021202020192018201720162015
FIWGX
Strategic Advisers Fidelity Core Income Fund
2.75%3.68%4.36%3.79%2.24%1.77%6.83%4.30%0.57%0.00%0.00%0.00%
FPCIX
Strategic Advisers Core Income Fund
2.83%3.83%4.17%3.55%2.69%3.01%4.99%3.75%2.94%2.70%4.13%2.45%

Drawdowns

FIWGX vs. FPCIX - Drawdown Comparison

The maximum FIWGX drawdown since its inception was -18.42%, smaller than the maximum FPCIX drawdown of -19.60%. Use the drawdown chart below to compare losses from any high point for FIWGX and FPCIX.


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Drawdown Indicators


FIWGXFPCIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-19.60%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.14%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-19.60%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-19.60%

Current Drawdown

Current decline from peak

-1.92%

-3.32%

+1.40%

Average Drawdown

Average peak-to-trough decline

-5.10%

-3.24%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.03%

-0.01%

Volatility

FIWGX vs. FPCIX - Volatility Comparison

The current volatility for Strategic Advisers Fidelity Core Income Fund (FIWGX) is 1.31%, while Strategic Advisers Core Income Fund (FPCIX) has a volatility of 1.48%. This indicates that FIWGX experiences smaller price fluctuations and is considered to be less risky than FPCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWGXFPCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.48%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.77%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

4.92%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

6.18%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

5.03%

+0.50%