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FSAMX vs. AGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAMX vs. AGG - Performance Comparison

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

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FSAMX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAMX
Strategic Advisers Emerging Markets Fund
1.25%34.09%8.34%11.94%-22.32%-2.15%20.39%21.87%-17.13%38.40%
AGG
iShares Core U.S. Aggregate Bond ETF
0.02%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Returns By Period

In the year-to-date period, FSAMX achieves a 1.25% return, which is significantly higher than AGG's 0.02% return. Over the past 10 years, FSAMX has outperformed AGG with an annualized return of 8.37%, while AGG has yielded a comparatively lower 1.66% annualized return.


FSAMX

1D
-1.22%
1M
-12.42%
YTD
1.25%
6M
6.24%
1Y
31.93%
3Y*
15.98%
5Y*
3.91%
10Y*
8.37%

AGG

1D
0.23%
1M
-1.79%
YTD
0.02%
6M
0.97%
1Y
4.36%
3Y*
3.59%
5Y*
0.23%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAMX vs. AGG - Expense Ratio Comparison

FSAMX has a 0.33% expense ratio, which is higher than AGG's 0.03% expense ratio.


Return for Risk

FSAMX vs. AGG — Risk / Return Rank

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

FSAMX
FSAMX Risk / Return Rank: 8787
Overall Rank
FSAMX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FSAMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FSAMX Omega Ratio Rank: 8585
Omega Ratio Rank
FSAMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSAMX Martin Ratio Rank: 8989
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 6060
Overall Rank
AGG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGG Omega Ratio Rank: 5050
Omega Ratio Rank
AGG Calmar Ratio Rank: 7474
Calmar Ratio Rank
AGG Martin Ratio Rank: 5757
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.

FSAMX vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Emerging Markets Fund (FSAMX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


FSAMXAGGDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.00

+0.72

Sortino ratio

Return per unit of downside risk

2.35

1.42

+0.93

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

2.45

1.81

+0.63

Martin ratio

Return relative to average drawdown

9.86

5.07

+4.78

FSAMX vs. AGG - Sharpe Ratio Comparison

The current FSAMX Sharpe Ratio is 1.73, which is higher than the AGG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FSAMX and AGG, 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


FSAMXAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.00

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.04

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.31

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.59

-0.34

Correlation

The correlation between FSAMX and AGG is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FSAMX vs. AGG - Dividend Comparison

FSAMX's dividend yield for the trailing twelve months is around 2.35%, less than AGG's 3.93% yield.


TTM20252024202320222021202020192018201720162015
FSAMX
Strategic Advisers Emerging Markets Fund
2.35%2.38%2.53%2.57%2.64%3.04%0.99%2.09%1.67%1.30%1.22%1.35%
AGG
iShares Core U.S. Aggregate Bond ETF
3.93%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%

Drawdowns

FSAMX vs. AGG - Drawdown Comparison

The maximum FSAMX drawdown since its inception was -40.87%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FSAMX and AGG.


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Drawdown Indicators


FSAMXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-40.87%

-18.43%

-22.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-2.52%

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.64%

-17.82%

-20.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.87%

-18.43%

-22.44%

Current Drawdown

Current decline from peak

-13.04%

-2.36%

-10.68%

Average Drawdown

Average peak-to-trough decline

-14.04%

-2.71%

-11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

0.90%

+2.63%

Volatility

FSAMX vs. AGG - Volatility Comparison

Strategic Advisers Emerging Markets Fund (FSAMX) has a higher volatility of 8.20% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.66%. This indicates that FSAMX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAMXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

1.66%

+6.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

2.55%

+10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

4.37%

+15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

6.07%

+10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

5.39%

+12.33%