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FSAMX vs. FGOMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSAMX and FGOMX is 0.67, 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.


Performance

FSAMX vs. FGOMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Emerging Markets Fund (FSAMX) and Strategic Advisers Fidelity Emerging Markets Fund (FGOMX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSAMX:

0.61

FGOMX:

0.52

Sortino Ratio

FSAMX:

0.78

FGOMX:

0.65

Omega Ratio

FSAMX:

1.10

FGOMX:

1.08

Calmar Ratio

FSAMX:

0.32

FGOMX:

0.28

Martin Ratio

FSAMX:

1.45

FGOMX:

1.16

Ulcer Index

FSAMX:

5.73%

FGOMX:

5.77%

Daily Std Dev

FSAMX:

17.51%

FGOMX:

17.75%

Max Drawdown

FSAMX:

-41.49%

FGOMX:

-40.14%

Current Drawdown

FSAMX:

-11.73%

FGOMX:

-10.38%

Returns By Period

In the year-to-date period, FSAMX achieves a 8.99% return, which is significantly higher than FGOMX's 8.09% return.


FSAMX

YTD

8.99%

1M

5.63%

6M

8.00%

1Y

11.64%

3Y*

6.33%

5Y*

6.99%

10Y*

4.26%

FGOMX

YTD

8.09%

1M

4.38%

6M

6.92%

1Y

10.09%

3Y*

6.15%

5Y*

7.59%

10Y*

N/A

*Annualized

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FSAMX vs. FGOMX - Expense Ratio Comparison

FSAMX has a 0.33% expense ratio, which is higher than FGOMX's 0.25% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSAMX vs. FGOMX — Risk-Adjusted Performance Rank

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

FSAMX
The Risk-Adjusted Performance Rank of FSAMX is 3636
Overall Rank
The Sharpe Ratio Rank of FSAMX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FSAMX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FSAMX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FSAMX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FSAMX is 3535
Martin Ratio Rank

FGOMX
The Risk-Adjusted Performance Rank of FGOMX is 3030
Overall Rank
The Sharpe Ratio Rank of FGOMX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FGOMX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FGOMX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FGOMX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FGOMX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSAMX vs. FGOMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Emerging Markets Fund (FSAMX) and Strategic Advisers Fidelity Emerging Markets Fund (FGOMX). 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.


The current FSAMX Sharpe Ratio is 0.61, which is comparable to the FGOMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FSAMX and FGOMX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSAMX vs. FGOMX - Dividend Comparison

FSAMX's dividend yield for the trailing twelve months is around 1.99%, less than FGOMX's 2.22% yield.


TTM20242023202220212020201920182017201620152014
FSAMX
Strategic Advisers Emerging Markets Fund
1.99%2.53%2.57%2.64%3.04%0.99%2.09%1.67%1.30%1.22%1.35%1.60%
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
2.22%2.40%2.83%2.42%4.63%0.73%2.13%1.42%0.00%0.00%0.00%0.00%

Drawdowns

FSAMX vs. FGOMX - Drawdown Comparison

The maximum FSAMX drawdown since its inception was -41.49%, roughly equal to the maximum FGOMX drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FSAMX and FGOMX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSAMX vs. FGOMX - Volatility Comparison

The current volatility for Strategic Advisers Emerging Markets Fund (FSAMX) is 3.48%, while Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) has a volatility of 3.78%. This indicates that FSAMX experiences smaller price fluctuations and is considered to be less risky than FGOMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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