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FPCIX vs. SCHZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPCIX vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Core Income Fund (FPCIX) and Schwab U.S. Aggregate Bond ETF (SCHZ). The values are adjusted to include any dividend payments, if applicable.

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FPCIX vs. SCHZ - 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%
SCHZ
Schwab U.S. Aggregate Bond ETF
0.05%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%

Returns By Period

In the year-to-date period, FPCIX achieves a -1.19% return, which is significantly lower than SCHZ's 0.05% return. Over the past 10 years, FPCIX has outperformed SCHZ with an annualized return of 2.06%, while SCHZ has yielded a comparatively lower 1.61% annualized return.


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%

SCHZ

1D
0.26%
1M
-1.75%
YTD
0.05%
6M
0.95%
1Y
4.41%
3Y*
3.57%
5Y*
0.20%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPCIX vs. SCHZ - Expense Ratio Comparison

FPCIX has a 0.31% expense ratio, which is higher than SCHZ's 0.03% expense ratio.


Return for Risk

FPCIX vs. SCHZ — 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

SCHZ
SCHZ Risk / Return Rank: 6161
Overall Rank
SCHZ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 5252
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 7474
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 5858
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. SCHZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Core Income Fund (FPCIX) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


FPCIXSCHZDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.03

-0.02

Sortino ratio

Return per unit of downside risk

1.46

1.47

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.65

1.81

-0.16

Martin ratio

Return relative to average drawdown

5.11

5.21

-0.10

FPCIX vs. SCHZ - Sharpe Ratio Comparison

The current FPCIX Sharpe Ratio is 1.02, which is comparable to the SCHZ Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FPCIX and SCHZ, 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


FPCIXSCHZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.03

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.03

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.30

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.44

+0.29

Correlation

The correlation between FPCIX and SCHZ is 0.83, 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

FPCIX vs. SCHZ - Dividend Comparison

FPCIX's dividend yield for the trailing twelve months is around 2.84%, less than SCHZ's 4.07% 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%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.07%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Drawdowns

FPCIX vs. SCHZ - Drawdown Comparison

The maximum FPCIX drawdown since its inception was -19.60%, roughly equal to the maximum SCHZ drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for FPCIX and SCHZ.


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Drawdown Indicators


FPCIXSCHZDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-18.74%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.51%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-19.60%

-18.01%

-1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-19.60%

-18.74%

-0.86%

Current Drawdown

Current decline from peak

-3.53%

-2.71%

-0.82%

Average Drawdown

Average peak-to-trough decline

-3.24%

-3.70%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.87%

+0.15%

Volatility

FPCIX vs. SCHZ - Volatility Comparison

The current volatility for Strategic Advisers Core Income Fund (FPCIX) is 1.44%, while Schwab U.S. Aggregate Bond ETF (SCHZ) has a volatility of 1.66%. This indicates that FPCIX experiences smaller price fluctuations and is considered to be less risky than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPCIXSCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.66%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.49%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

4.29%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

6.07%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

5.40%

-0.37%