PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FSPWX vs. FCTDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FSPWX vs. FCTDX

Last updated Jun 23, 2026

FSPWX (Fidelity SAI Inflation-Protected Bond Index Fund) and FCTDX (Strategic Advisers Fidelity U.S. Total Stock Fund) are both mutual funds - FSPWX is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation Protected Securities Index, while FCTDX is a Large Cap Blend Equities fund actively managed by Fidelity. FSPWX is passively managed, while FCTDX is actively managed. Over the past year, FSPWX returned 4.04% vs 27.63% for FCTDX. At a 0.19 correlation, their price movements are largely independent. FSPWX charges 0.05%/yr vs 0.61%/yr for FCTDX.

Performance

FSPWX vs. FCTDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FSPWX achieves a 1.23% return, which is significantly lower than FCTDX's 13.11% return.

FSPWX

1D
0.30%
1M
0.39%
YTD
1.23%
6M
1.33%
1Y
4.04%
3Y*
—
5Y*
—
10Y*
—

FCTDX

1D
1.18%
1M
2.25%
YTD
13.11%
6M
12.38%
1Y
27.63%
3Y*
21.04%
5Y*
13.19%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSPWX vs. FCTDX - Yearly Performance Comparison

2026 (YTD)20252024
FSPWX
Fidelity SAI Inflation-Protected Bond Index Fund		1.23%6.76%-1.32%
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund		13.11%15.63%3.93%

Correlation

The correlation between FSPWX and FCTDX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2024

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Fidelity SAI Inflation-Protected Bond Index Fund

Strategic Advisers Fidelity U.S. Total Stock Fund

Often compared with FSPWX:
FSPWX vs. FIPDXFSPWX vs. WIWFSPWX vs. RRPAXFSPWX vs. FTBFXFSPWX vs. ANBIXFSPWX vs. TIILXFSPWX vs. BKIPX
Often compared with FCTDX:
FCTDX vs. FSKAXFCTDX vs. VOOFCTDX vs. FSELXFCTDX vs. FXAIXFCTDX vs. SPYFCTDX vs. FIWGXFCTDX vs. FUSIX

Return for Risk

FSPWX vs. FCTDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FSPWX
FSPWX Risk / Return Rank: 2727
Overall Rank
FSPWX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FSPWX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSPWX Omega Ratio Rank: 2222
Omega Ratio Rank
FSPWX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSPWX Martin Ratio Rank: 3030
Martin Ratio Rank
FCTDX
FCTDX Risk / Return Rank: 8181
Overall Rank
FCTDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FCTDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FCTDX Omega Ratio Rank: 7474
Omega Ratio Rank
FCTDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCTDX Martin Ratio Rank: 9191
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.

FSPWX vs. FCTDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). 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.

FSPWXFCTDXDifference
Sharpe ratioReturn per unit of total volatility
1.26
2.42

-1.16

Sortino ratioReturn per unit of downside risk
1.89
3.31

-1.43

Omega ratioGain probability vs. loss probability

1.23

1.44

-0.21

Calmar ratioReturn relative to maximum drawdown

2.14

3.71

-1.57

Martin ratioReturn relative to average drawdown

6.52

17.04

-10.52

FSPWX vs. FCTDX - Sharpe Ratio Comparison

The current FSPWX Sharpe Ratio is 1.26, which is lower than the FCTDX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of FSPWX and FCTDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

FSPWX vs. FCTDX - Drawdown Comparison

The maximum FSPWX drawdown since its inception was -3.84%, smaller than the maximum FCTDX drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for FSPWX and FCTDX.

Loading charts...

Drawdown Indicators

FSPWXFCTDXDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-34.51%

+30.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-8.96%

+7.01%

Max Drawdown (3Y)

Largest decline over 3 years

—

-19.08%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.92%

—

Current Drawdown

Current decline from peak

-0.59%

-0.54%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.96%

-5.17%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

1.82%

-1.18%

Volatility

FSPWX vs. FCTDX - Volatility Comparison

The current volatility for Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) is 1.16%, while Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) has a volatility of 5.13%. This indicates that FSPWX experiences smaller price fluctuations and is considered to be less risky than FCTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FSPWXFCTDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

5.13%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

10.97%

-8.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

13.75%

-10.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

17.60%

-13.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

19.67%

-15.61%

FSPWX vs. FCTDX - Expense Ratio Comparison

FSPWX has a 0.05% expense ratio, which is lower than FCTDX's 0.61% expense ratio.

Dividends

FSPWX vs. FCTDX - Dividend Comparison

FSPWX's dividend yield for the trailing twelve months is around 3.78%, more than FCTDX's 1.68% yield.

PositionTTM20252024202320222021202020192018
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund		1.68%1.90%4.33%2.26%5.75%7.90%2.73%2.89%2.38%
FSPWX
Fidelity SAI Inflation-Protected Bond Index Fund		3.78%4.19%0.69%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FSPWX and FCTDX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCTDX has higher volatility (5.13%) compared to FSPWX (1.16%). In terms of maximum drawdown, FSPWX dropped -3.84% vs FCTDX's -34.51%.

FCTDX currently has the higher Sharpe Ratio (2.42 vs 1.26), 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.

Portfolio Optimizer

Find the right allocation for FSPWX and FCTDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer