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FSTFX vs. FGNSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSTFX vs. FGNSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Municipal Income Fund (FSTFX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FSTFX

1D
0.09%
1M
-0.84%
YTD
0.10%
6M
0.74%
1Y
3.36%
3Y*
3.38%
5Y*
1.37%
10Y*
1.65%

FGNSX

1D
0.00%
1M
-0.20%
YTD
-0.00%
6M
0.44%
1Y
1.38%
3Y*
3.03%
5Y*
1.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTFX vs. FGNSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTFX
Fidelity Limited Term Municipal Income Fund
0.10%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.28%0.13%
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
0.00%3.08%3.47%3.56%-0.36%0.14%1.04%2.11%1.47%-0.10%

Correlation

The correlation between FSTFX and FGNSX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FSTFX vs. FGNSX - Expense Ratio Comparison

FSTFX has a 0.37% expense ratio, which is higher than FGNSX's 0.07% expense ratio.


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Return for Risk

FSTFX vs. FGNSX — Risk / Return Rank

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

FSTFX
FSTFX Risk / Return Rank: 7979
Overall Rank
FSTFX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 9696
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 6262
Martin Ratio Rank

FGNSX
FGNSX Risk / Return Rank: 3434
Overall Rank
FGNSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FGNSX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FGNSX Omega Ratio Rank: 8888
Omega Ratio Rank
FGNSX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FGNSX Martin Ratio Rank: 1919
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.

FSTFX vs. FGNSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Municipal Income Fund (FSTFX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). 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.


FSTFXFGNSXDifference

Sharpe ratio

Return per unit of total volatility

1.83

0.64

+1.18

Sortino ratio

Return per unit of downside risk

2.51

0.92

+1.58

Omega ratio

Gain probability vs. loss probability

1.61

1.41

+0.20

Calmar ratio

Return relative to maximum drawdown

1.87

1.11

+0.76

Martin ratio

Return relative to average drawdown

7.56

2.84

+4.72

FSTFX vs. FGNSX - Sharpe Ratio Comparison

The current FSTFX Sharpe Ratio is 1.83, which is higher than the FGNSX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FSTFX and FGNSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSTFXFGNSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.64

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.99

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

1.07

+0.51

Drawdowns

FSTFX vs. FGNSX - Drawdown Comparison

The maximum FSTFX drawdown since its inception was -9.50%, which is greater than FGNSX's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for FSTFX and FGNSX.


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Drawdown Indicators


FSTFXFGNSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.50%

-2.35%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-2.35%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.65%

-2.35%

-5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-7.65%

Current Drawdown

Current decline from peak

-1.21%

-0.40%

-0.81%

Average Drawdown

Average peak-to-trough decline

-0.98%

-0.25%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.92%

-0.42%

Volatility

FSTFX vs. FGNSX - Volatility Comparison

Fidelity Limited Term Municipal Income Fund (FSTFX) has a higher volatility of 0.54% compared to Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) at 0.22%. This indicates that FSTFX's price experiences larger fluctuations and is considered to be riskier than FGNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTFXFGNSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.22%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

0.67%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.06%

3.79%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

2.04%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.04%

1.66%

+0.38%

Dividends

FSTFX vs. FGNSX - Dividend Comparison

FSTFX's dividend yield for the trailing twelve months is around 2.34%, more than FGNSX's 1.86% yield.


TTM20252024202320222021202020192018201720162015
FSTFX
Fidelity Limited Term Municipal Income Fund
2.34%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
1.86%2.63%3.31%2.57%0.84%0.34%0.83%1.79%1.36%0.00%0.00%0.00%