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FIWGX vs. GUGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWGX vs. GUGAX - Performance Comparison

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

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FIWGX vs. GUGAX - 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%
GUGAX
GMO Multi-Sector Fixed Income Fund
0.96%7.29%0.96%6.02%-14.52%-3.17%4.91%9.66%2.72%

Returns By Period

In the year-to-date period, FIWGX achieves a -0.76% return, which is significantly lower than GUGAX's 0.96% return.


FIWGX

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

GUGAX

1D
0.00%
1M
0.00%
YTD
0.96%
6M
1.61%
1Y
4.77%
3Y*
4.05%
5Y*
0.05%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWGX vs. GUGAX - Expense Ratio Comparison

FIWGX has a 0.46% expense ratio, which is higher than GUGAX's 0.45% expense ratio.


Return for Risk

FIWGX vs. GUGAX — 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

GUGAX
GUGAX Risk / Return Rank: 6666
Overall Rank
GUGAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 6161
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
GUGAX Martin Ratio Rank: 5959
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. GUGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Core Income Fund (FIWGX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.


FIWGXGUGAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.34

-0.57

Sortino ratio

Return per unit of downside risk

1.09

1.95

-0.86

Omega ratio

Gain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratio

Return relative to maximum drawdown

1.41

1.76

-0.35

Martin ratio

Return relative to average drawdown

4.49

6.51

-2.02

FIWGX vs. GUGAX - Sharpe Ratio Comparison

The current FIWGX Sharpe Ratio is 0.77, which is lower than the GUGAX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FIWGX and GUGAX, 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


FIWGXGUGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.34

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.01

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.08

+0.40

Correlation

The correlation between FIWGX and GUGAX is 0.85, 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. GUGAX - Dividend Comparison

FIWGX's dividend yield for the trailing twelve months is around 2.75%, less than GUGAX's 4.52% 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%
GUGAX
GMO Multi-Sector Fixed Income Fund
4.52%3.69%4.34%0.00%1.94%2.90%7.96%5.74%5.08%2.43%3.29%1.76%

Drawdowns

FIWGX vs. GUGAX - Drawdown Comparison

The maximum FIWGX drawdown since its inception was -18.42%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for FIWGX and GUGAX.


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Drawdown Indicators


FIWGXGUGAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-38.57%

+20.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.08%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-20.53%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-23.06%

Current Drawdown

Current decline from peak

-1.92%

-6.72%

+4.80%

Average Drawdown

Average peak-to-trough decline

-5.10%

-11.29%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.84%

+0.18%

Volatility

FIWGX vs. GUGAX - Volatility Comparison

Strategic Advisers Fidelity Core Income Fund (FIWGX) has a higher volatility of 1.31% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that FIWGX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWGXGUGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.00%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.82%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

4.02%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

6.57%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

5.44%

+0.09%