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FSAKX vs. FGJEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSAKX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers U.S. Total Stock Fund (FSAKX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSAKX achieves a 12.08% return, which is significantly higher than FGJEX's 7.66% return.


FSAKX

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

FGJEX

1D
-0.01%
1M
2.59%
YTD
7.66%
6M
9.23%
1Y
23.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSAKX vs. FGJEX - Yearly Performance Comparison


Correlation

The correlation between FSAKX and FGJEX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.66

The correlation between FSAKX and FGJEX has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.

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Return for Risk

FSAKX vs. FGJEX — Risk / Return Rank

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

FSAKX
FSAKX Risk / Return Rank: 6464
Overall Rank
FSAKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSAKX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FSAKX Omega Ratio Rank: 5757
Omega Ratio Rank
FSAKX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSAKX Martin Ratio Rank: 7676
Martin Ratio Rank

FGJEX
FGJEX Risk / Return Rank: 5959
Overall Rank
FGJEX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FGJEX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FGJEX Omega Ratio Rank: 5757
Omega Ratio Rank
FGJEX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FGJEX Martin Ratio Rank: 6161
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.

FSAKX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers U.S. Total Stock Fund (FSAKX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.


FSAKXFGJEXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.53

2.91

+0.62

Martin ratioReturn relative to average drawdown

14.38

12.20

+2.19

FSAKX vs. FGJEX - Sharpe Ratio Comparison

The current FSAKX Sharpe Ratio is 2.26, which is comparable to the FGJEX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of FSAKX and FGJEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSAKXFGJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.28

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

2.81

-1.63

Drawdowns

FSAKX vs. FGJEX - Drawdown Comparison

The maximum FSAKX drawdown since its inception was -19.58%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for FSAKX and FGJEX.


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Drawdown Indicators


FSAKXFGJEXDifference

Max Drawdown

Largest peak-to-trough decline

-19.58%

-8.32%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

-8.32%

-0.65%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.70%

-1.06%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

1.98%

+1.16%

Volatility

FSAKX vs. FGJEX - Volatility Comparison

Strategic Advisers U.S. Total Stock Fund (FSAKX) has a higher volatility of 3.20% compared to Fidelity Advisor Growth & Income Fund Class Z (FGJEX) at 2.38%. This indicates that FSAKX's price experiences larger fluctuations and is considered to be riskier than FGJEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAKXFGJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

2.38%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

7.97%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

10.65%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

10.84%

+9.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

10.84%

+9.17%

FSAKX vs. FGJEX - Expense Ratio Comparison

FSAKX has a 0.28% expense ratio, which is lower than FGJEX's 0.46% expense ratio.


Dividends

FSAKX vs. FGJEX - Dividend Comparison

FSAKX's dividend yield for the trailing twelve months is around 2.70%, less than FGJEX's 9.18% yield.


PositionTTM20252024
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.18%9.59%0.00%
FSAKX
Strategic Advisers U.S. Total Stock Fund
2.70%3.02%11.09%

Frequently Asked Questions


FSAKX and FGJEX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSAKX has higher volatility (3.20%) compared to FGJEX (2.38%). In terms of maximum drawdown, FSAKX dropped -19.58% vs FGJEX's -8.32%.

FGJEX currently has the higher Sharpe Ratio (2.28 vs 2.26), 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.

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