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FIWGX vs. MWIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWGX vs. MWIGX - Performance Comparison

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

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FIWGX vs. MWIGX - 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%
MWIGX
Metropolitan West Investment Grade Credit Fund
-0.48%7.99%3.82%6.55%-13.01%-1.13%8.41%11.21%1.77%

Returns By Period

In the year-to-date period, FIWGX achieves a -0.76% return, which is significantly lower than MWIGX's -0.48% return.


FIWGX

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

MWIGX

1D
0.38%
1M
-1.36%
YTD
-0.48%
6M
0.45%
1Y
4.76%
3Y*
4.93%
5Y*
0.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWGX vs. MWIGX - Expense Ratio Comparison

FIWGX has a 0.46% expense ratio, which is lower than MWIGX's 1.87% expense ratio.


Return for Risk

FIWGX vs. MWIGX — 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

MWIGX
MWIGX Risk / Return Rank: 7474
Overall Rank
MWIGX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MWIGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MWIGX Omega Ratio Rank: 6464
Omega Ratio Rank
MWIGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MWIGX Martin Ratio Rank: 7575
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. MWIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Core Income Fund (FIWGX) and Metropolitan West Investment Grade Credit Fund (MWIGX). 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.


FIWGXMWIGXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.38

-0.62

Sortino ratio

Return per unit of downside risk

1.09

2.07

-0.98

Omega ratio

Gain probability vs. loss probability

1.13

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

1.41

2.24

-0.83

Martin ratio

Return relative to average drawdown

4.49

8.14

-3.65

FIWGX vs. MWIGX - Sharpe Ratio Comparison

The current FIWGX Sharpe Ratio is 0.77, which is lower than the MWIGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FIWGX and MWIGX, 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


FIWGXMWIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.38

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.16

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.70

-0.21

Correlation

The correlation between FIWGX and MWIGX is 0.84, 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. MWIGX - Dividend Comparison

FIWGX's dividend yield for the trailing twelve months is around 2.75%, less than MWIGX's 3.39% yield.


TTM20252024202320222021202020192018
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%
MWIGX
Metropolitan West Investment Grade Credit Fund
3.39%3.70%4.52%4.97%6.33%4.25%9.21%12.03%3.98%

Drawdowns

FIWGX vs. MWIGX - Drawdown Comparison

The maximum FIWGX drawdown since its inception was -18.42%, roughly equal to the maximum MWIGX drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for FIWGX and MWIGX.


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Drawdown Indicators


FIWGXMWIGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-18.32%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.35%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-18.32%

-0.10%

Current Drawdown

Current decline from peak

-1.92%

-1.73%

-0.19%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.54%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.65%

+0.37%

Volatility

FIWGX vs. MWIGX - Volatility Comparison

Strategic Advisers Fidelity Core Income Fund (FIWGX) and Metropolitan West Investment Grade Credit Fund (MWIGX) have volatilities of 1.31% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWGXMWIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.26%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.04%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

3.48%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

4.91%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

4.78%

+0.75%