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FPCIX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPCIX vs. FTIHX - Performance Comparison

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

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FPCIX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPCIX
Strategic Advisers Core Income Fund
-1.19%7.42%1.71%5.98%-14.76%-0.81%9.39%9.20%-0.33%4.73%
FTIHX
Fidelity Total International Index Fund
-1.15%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

The year-to-date returns for both investments are quite close, with FPCIX having a -1.19% return and FTIHX slightly higher at -1.15%.


FPCIX

1D
0.44%
1M
-2.35%
YTD
-1.19%
6M
-0.29%
1Y
3.09%
3Y*
3.48%
5Y*
0.01%
10Y*
2.06%

FTIHX

1D
-0.12%
1M
-11.11%
YTD
-1.15%
6M
3.36%
1Y
24.13%
3Y*
14.18%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPCIX vs. FTIHX - Expense Ratio Comparison

FPCIX has a 0.31% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FPCIX vs. FTIHX — Risk / Return Rank

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

FPCIX
FPCIX Risk / Return Rank: 5555
Overall Rank
FPCIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FPCIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FPCIX Omega Ratio Rank: 4242
Omega Ratio Rank
FPCIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FPCIX Martin Ratio Rank: 5252
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 7979
Overall Rank
FTIHX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 7878
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.

FPCIX vs. FTIHX - Risk-Adjusted Trends Comparison

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


FPCIXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.47

-0.45

Sortino ratio

Return per unit of downside risk

1.46

1.97

-0.51

Omega ratio

Gain probability vs. loss probability

1.18

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.65

1.92

-0.27

Martin ratio

Return relative to average drawdown

5.11

7.63

-2.53

FPCIX vs. FTIHX - Sharpe Ratio Comparison

The current FPCIX Sharpe Ratio is 1.02, which is lower than the FTIHX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FPCIX and FTIHX, 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


FPCIXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.47

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.45

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.54

+0.19

Correlation

The correlation between FPCIX and FTIHX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FPCIX vs. FTIHX - Dividend Comparison

FPCIX's dividend yield for the trailing twelve months is around 2.84%, which matches FTIHX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
FPCIX
Strategic Advisers Core Income Fund
2.84%3.83%4.17%3.55%2.69%3.01%4.99%3.75%2.94%2.70%4.13%2.45%
FTIHX
Fidelity Total International Index Fund
2.82%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FPCIX vs. FTIHX - Drawdown Comparison

The maximum FPCIX drawdown since its inception was -19.60%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FPCIX and FTIHX.


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Drawdown Indicators


FPCIXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-35.75%

+16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-11.25%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.60%

-29.99%

+10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.60%

Current Drawdown

Current decline from peak

-3.53%

-11.25%

+7.72%

Average Drawdown

Average peak-to-trough decline

-3.24%

-7.31%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.84%

-1.82%

Volatility

FPCIX vs. FTIHX - Volatility Comparison

The current volatility for Strategic Advisers Core Income Fund (FPCIX) is 1.44%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.05%. This indicates that FPCIX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPCIXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

7.05%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

10.67%

-7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

15.82%

-10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

15.03%

-8.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

16.00%

-10.97%