FSAKX vs. AUEIX

Last updated Jun 4, 2026

FSAKX (Strategic Advisers U.S. Total Stock Fund) and AUEIX (AQR Large Cap Defensive Style Fund) are both Large Cap Blend Equities funds. Over the past year, FSAKX returned 23.73% vs 8.16% for AUEIX. At a 0.46 correlation, their price movements are largely independent. FSAKX charges 0.28%/yr vs 0.37%/yr for AUEIX.

Performance

FSAKX vs. AUEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers U.S. Total Stock Fund (FSAKX) and AQR Large Cap Defensive Style Fund (AUEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSAKX achieves a 12.08% return, which is significantly higher than AUEIX's 7.03% return.

FSAKX

• 1D: 0.24%
• 1M: 5.47%
• YTD: 12.08%
• 6M: 12.32%
• 1Y: 23.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUEIX

• 1D: 0.00%
• 1M: 2.77%
• YTD: 7.03%
• 6M: 6.47%
• 1Y: 8.16%
• 3Y*: 11.85%
• 5Y*: 6.90%
• 10Y*: 11.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSAKX vs. AUEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FSAKX Strategic Advisers U.S. Total Stock Fund	12.08%	11.58%	13.73%
AUEIX AQR Large Cap Defensive Style Fund	7.03%	6.95%	3.70%

Correlation

The correlation between FSAKX and AUEIX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024	0.46

Return for Risk

FSAKX vs. AUEIX — Risk / Return Rank

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

FSAKX

FSAKX Risk / Return Rank: 64
FSAKX Sharpe Ratio Rank: 59
FSAKX Sortino Ratio Rank: 52
FSAKX Omega Ratio Rank: 57
FSAKX Calmar Ratio Rank: 78
FSAKX Martin Ratio Rank: 76

AUEIX

AUEIX Risk / Return Rank: 15
AUEIX Sharpe Ratio Rank: 14
AUEIX Sortino Ratio Rank: 14
AUEIX Omega Ratio Rank: 13
AUEIX Calmar Ratio Rank: 16
AUEIX Martin Ratio Rank: 17

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.

FSAKX vs. AUEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers U.S. Total Stock Fund (FSAKX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.

	FSAKX	AUEIX	Difference
Sharpe ratio: Return per unit of total volatility	2.26	1.05	+1.21
Sortino ratio: Return per unit of downside risk	3.05	1.55	+1.51
Omega ratio: Gain probability vs. loss probability	1.42	1.18	+0.24
Calmar ratio: Return relative to maximum drawdown	3.53	1.40	+2.13
Martin ratio: Return relative to average drawdown	14.38	4.69	+9.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSAKX vs. AUEIX - Sharpe Ratio Comparison

The current FSAKX Sharpe Ratio is 2.26, which is higher than the AUEIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FSAKX and AUEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FSAKX	AUEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.26	1.05	+1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	0.86	+0.32

Drawdowns

FSAKX vs. AUEIX - Drawdown Comparison

The maximum FSAKX drawdown since its inception was -19.58%, smaller than the maximum AUEIX drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for FSAKX and AUEIX.

Drawdown Indicators

	FSAKX	AUEIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.58%	-30.82%	+11.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-5.91%	-3.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-10.27%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.82%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.70%	-3.42%	+0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.14%	1.77%	+1.37%

Volatility

FSAKX vs. AUEIX - Volatility Comparison

Strategic Advisers U.S. Total Stock Fund (FSAKX) has a higher volatility of 3.20% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 1.90%. This indicates that FSAKX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSAKX	AUEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	1.90%	+1.30%
Volatility (6M) Calculated over the trailing 6-month period	10.61%	5.60%	+5.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	7.91%	+6.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.01%	12.99%	+7.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.01%	15.19%	+4.82%

FSAKX vs. AUEIX - Expense Ratio Comparison

FSAKX has a 0.28% expense ratio, which is lower than AUEIX's 0.37% expense ratio.

Dividends

FSAKX vs. AUEIX - Dividend Comparison

FSAKX's dividend yield for the trailing twelve months is around 2.70%, less than AUEIX's 21.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUEIX AQR Large Cap Defensive Style Fund	21.21%	22.70%	24.31%	24.28%	10.26%	2.54%	1.29%	1.12%	1.67%	2.36%	1.99%	6.18%
FSAKX Strategic Advisers U.S. Total Stock Fund	2.70%	3.02%	11.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FSAKX and AUEIX in my portfolio?

FSAKX and AUEIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSAKX or AUEIX?

FSAKX has higher volatility (3.20%) compared to AUEIX (1.90%). In terms of maximum drawdown, FSAKX dropped -19.58% vs AUEIX's -30.82%.

Which has better risk-adjusted returns?

FSAKX currently has the higher Sharpe Ratio (2.26 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.