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FPIOX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPIOX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Income Opportunities Fund (FPIOX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FPIOX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FPIOX
Strategic Advisers Income Opportunities Fund
-2.22%8.47%7.89%11.85%-11.84%5.35%5.64%14.77%-5.49%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FPIOX achieves a -2.22% return, which is significantly higher than FNILX's -7.30% return.


FPIOX

1D
-0.34%
1M
-2.44%
YTD
-2.22%
6M
-1.31%
1Y
5.22%
3Y*
7.29%
5Y*
3.37%
10Y*
5.31%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPIOX vs. FNILX - Expense Ratio Comparison

FPIOX has a 0.49% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FPIOX vs. FNILX — Risk / Return Rank

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

FPIOX
FPIOX Risk / Return Rank: 7272
Overall Rank
FPIOX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPIOX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FPIOX Omega Ratio Rank: 8787
Omega Ratio Rank
FPIOX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FPIOX Martin Ratio Rank: 5151
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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.

FPIOX vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Income Opportunities Fund (FPIOX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FPIOXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.83

+0.83

Sortino ratio

Return per unit of downside risk

2.39

1.28

+1.11

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

1.20

1.04

+0.15

Martin ratio

Return relative to average drawdown

5.01

5.01

0.00

FPIOX vs. FNILX - Sharpe Ratio Comparison

The current FPIOX Sharpe Ratio is 1.66, which is higher than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FPIOX and FNILX, 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


FPIOXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.83

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.65

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.64

+0.28

Correlation

The correlation between FPIOX and FNILX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FPIOX vs. FNILX - Dividend Comparison

FPIOX's dividend yield for the trailing twelve months is around 3.99%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FPIOX
Strategic Advisers Income Opportunities Fund
3.99%5.34%5.81%5.52%4.34%4.70%5.20%5.53%5.48%5.02%5.88%6.58%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FPIOX vs. FNILX - Drawdown Comparison

The maximum FPIOX drawdown since its inception was -36.95%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FPIOX and FNILX.


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Drawdown Indicators


FPIOXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-33.76%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-12.18%

+9.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.14%

-25.40%

+10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-21.77%

Current Drawdown

Current decline from peak

-2.66%

-9.01%

+6.35%

Average Drawdown

Average peak-to-trough decline

-3.68%

-5.47%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.54%

-1.60%

Volatility

FPIOX vs. FNILX - Volatility Comparison

The current volatility for Strategic Advisers Income Opportunities Fund (FPIOX) is 1.11%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.23%. This indicates that FPIOX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPIOXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

4.23%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

9.14%

-7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

18.26%

-14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

17.22%

-12.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

20.17%

-14.65%