FSCJX vs. FIWGX
FSCJX (Fidelity SAI Canada Equity Index Fund) and FIWGX (Strategic Advisers Fidelity Core Income Fund) are both mutual funds - FSCJX is a Canada Equities fund tracking the MSCI Canada Index, while FIWGX is a Intermediate Core-Plus Bond fund managed by Fidelity. Over the past year, FSCJX returned 29.79% vs 3.93% for FIWGX. At a 0.21 correlation, their price movements are largely independent. FSCJX charges 0.12%/yr vs 0.46%/yr for FIWGX.
Performance
FSCJX vs. FIWGX - Performance Comparison
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Returns By Period
In the year-to-date period, FSCJX achieves a 8.01% return, which is significantly higher than FIWGX's -0.05% return.
FSCJX
- 1D
- 0.00%
- 1M
- -0.58%
- YTD
- 8.01%
- 6M
- 6.81%
- 1Y
- 29.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIWGX
- 1D
- -0.22%
- 1M
- 0.78%
- YTD
- -0.05%
- 6M
- 0.49%
- 1Y
- 3.93%
- 3Y*
- 4.20%
- 5Y*
- 0.25%
- 10Y*
- —
FSCJX vs. FIWGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FSCJX Fidelity SAI Canada Equity Index Fund | 8.01% | 36.41% | 5.14% |
FIWGX Strategic Advisers Fidelity Core Income Fund | -0.05% | 6.90% | 1.10% |
Correlation
The correlation between FSCJX and FIWGX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2024 | 0.21 |
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Return for Risk
FSCJX vs. FIWGX — Risk / Return Rank
FSCJX
FIWGX
FSCJX vs. FIWGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Canada Equity Index Fund (FSCJX) and Strategic Advisers Fidelity Core Income Fund (FIWGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSCJX | FIWGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 1.94 | +1.74 |
| Martin ratioReturn relative to average drawdown | 14.84 | 5.50 | +9.34 |
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Drawdowns
FSCJX vs. FIWGX - Drawdown Comparison
The maximum FSCJX drawdown since its inception was -12.43%, smaller than the maximum FIWGX drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for FSCJX and FIWGX.
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Drawdown Indicators
| FSCJX | FIWGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.43% | -18.42% | +5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -2.52% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.24% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.42% | — |
Current DrawdownCurrent decline from peak | -2.16% | -1.22% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -5.00% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 0.91% | +1.15% |
Volatility
FSCJX vs. FIWGX - Volatility Comparison
Fidelity SAI Canada Equity Index Fund (FSCJX) has a higher volatility of 4.31% compared to Strategic Advisers Fidelity Core Income Fund (FIWGX) at 1.13%. This indicates that FSCJX's price experiences larger fluctuations and is considered to be riskier than FIWGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCJX | FIWGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 1.13% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 2.79% | +8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 4.05% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 6.10% | +9.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 5.50% | +9.85% |
FSCJX vs. FIWGX - Expense Ratio Comparison
FSCJX has a 0.12% expense ratio, which is lower than FIWGX's 0.46% expense ratio.
Dividends
FSCJX vs. FIWGX - Dividend Comparison
FSCJX's dividend yield for the trailing twelve months is around 1.24%, less than FIWGX's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FIWGX Strategic Advisers Fidelity Core Income Fund | 3.44% | 3.68% | 4.36% | 3.79% | 2.24% | 1.77% | 6.83% | 4.30% | 0.57% |
FSCJX Fidelity SAI Canada Equity Index Fund | 1.24% | 1.34% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSCJX and FIWGX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCJX has higher volatility (4.31%) compared to FIWGX (1.13%). In terms of maximum drawdown, FSCJX dropped -12.43% vs FIWGX's -18.42%.
FSCJX currently has the higher Sharpe Ratio (2.19 vs 1.21), 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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