FUSIX vs. FILFX
Compare and contrast key facts about Strategic Advisers Fidelity International Fund (FUSIX) and Strategic Advisers International Fund (FILFX).
FUSIX is managed by Fidelity. It was launched on Mar 8, 2007. FILFX is managed by Fidelity. It was launched on Mar 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSIX or FILFX.
Performance
FUSIX vs. FILFX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FUSIX having a 6.11% return and FILFX slightly lower at 5.85%. Over the past 10 years, FUSIX has underperformed FILFX with an annualized return of 4.72%, while FILFX has yielded a comparatively higher 5.77% annualized return.
FUSIX
6.11%
-4.96%
-2.78%
13.90%
4.92%
4.72%
FILFX
5.85%
-4.42%
-2.18%
13.48%
6.38%
5.77%
Key characteristics
| FUSIX | FILFX | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.11 |
| Sortino Ratio | 1.60 | 1.56 |
| Omega Ratio | 1.20 | 1.21 |
| Calmar Ratio | 0.92 | 1.21 |
| Martin Ratio | 5.51 | 5.54 |
| Ulcer Index | 2.52% | 2.40% |
| Daily Std Dev | 12.40% | 11.92% |
| Max Drawdown | -34.30% | -32.79% |
| Current Drawdown | -8.23% | -7.55% |
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FUSIX vs. FILFX - Expense Ratio Comparison
FUSIX has a 0.54% expense ratio, which is lower than FILFX's 0.56% expense ratio.
Correlation
The correlation between FUSIX and FILFX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FUSIX vs. FILFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) and Strategic Advisers International Fund (FILFX). 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.
Dividends
FUSIX vs. FILFX - Dividend Comparison
FUSIX's dividend yield for the trailing twelve months is around 2.43%, less than FILFX's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUSIX Strategic Advisers Fidelity International Fund | 2.43% | 2.43% | 2.11% | 1.97% | 0.68% | 1.72% | 1.64% | 1.02% | 1.56% | 1.60% | 2.21% | 2.71% |
FILFX Strategic Advisers International Fund | 2.48% | 2.45% | 2.34% | 2.03% | 1.09% | 2.01% | 2.01% | 1.57% | 1.95% | 3.38% | 5.83% | 3.00% |
Drawdowns
FUSIX vs. FILFX - Drawdown Comparison
The maximum FUSIX drawdown since its inception was -34.30%, roughly equal to the maximum FILFX drawdown of -32.79%. Use the drawdown chart below to compare losses from any high point for FUSIX and FILFX. For additional features, visit the drawdowns tool.
Volatility
FUSIX vs. FILFX - Volatility Comparison
Strategic Advisers Fidelity International Fund (FUSIX) has a higher volatility of 3.67% compared to Strategic Advisers International Fund (FILFX) at 3.27%. This indicates that FUSIX's price experiences larger fluctuations and is considered to be riskier than FILFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.