FSAMX vs. AGG
Compare and contrast key facts about Strategic Advisers Emerging Markets Fund (FSAMX) and iShares Core U.S. Aggregate Bond ETF (AGG).
FSAMX is managed by Fidelity. It was launched on Sep 29, 2010. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
FSAMX vs. AGG - Performance Comparison
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FSAMX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FSAMX
AGG
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.
| FSAMX | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 1.00 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.42 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.81 | +0.63 |
Martin ratioReturn relative to average drawdown | 9.86 | 5.07 | +4.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSAMX | AGG | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FSAMX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.04% | -2.36% | -10.68% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -2.71% | -11.33% |
Ulcer IndexDepth 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
| FSAMX | AGG | Difference | |
|---|---|---|---|
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% |