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FUSIX vs. FILFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

FUSIX vs. FILFX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-3.45%
-4.52%
FUSIX
FILFX

Key characteristics

Sharpe Ratio

FUSIX:

0.61

FILFX:

0.46

Sortino Ratio

FUSIX:

0.91

FILFX:

0.70

Omega Ratio

FUSIX:

1.11

FILFX:

1.09

Calmar Ratio

FUSIX:

0.68

FILFX:

0.43

Martin Ratio

FUSIX:

1.93

FILFX:

1.41

Ulcer Index

FUSIX:

3.96%

FILFX:

3.94%

Daily Std Dev

FUSIX:

12.54%

FILFX:

12.19%

Max Drawdown

FUSIX:

-34.30%

FILFX:

-36.48%

Current Drawdown

FUSIX:

-8.36%

FILFX:

-9.40%

Returns By Period

In the year-to-date period, FUSIX achieves a 1.18% return, which is significantly higher than FILFX's 0.35% return. Over the past 10 years, FUSIX has outperformed FILFX with an annualized return of 4.92%, while FILFX has yielded a comparatively lower 3.91% annualized return.


FUSIX

YTD

1.18%

1M

-1.90%

6M

-3.45%

1Y

8.69%

5Y*

3.81%

10Y*

4.92%

FILFX

YTD

0.35%

1M

-3.12%

6M

-4.52%

1Y

6.70%

5Y*

2.94%

10Y*

3.91%

*Annualized

Compare stocks, funds, or ETFs

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


FUSIX vs. FILFX - Expense Ratio Comparison

FUSIX has a 0.54% expense ratio, which is lower than FILFX's 0.56% expense ratio.


FILFX
Strategic Advisers International Fund
Expense ratio chart for FILFX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for FUSIX: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Risk-Adjusted Performance

FUSIX vs. FILFX — Risk-Adjusted Performance Rank

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

FUSIX
The Risk-Adjusted Performance Rank of FUSIX is 3939
Overall Rank
The Sharpe Ratio Rank of FUSIX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FUSIX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FUSIX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FUSIX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FUSIX is 3333
Martin Ratio Rank

FILFX
The Risk-Adjusted Performance Rank of FILFX is 3030
Overall Rank
The Sharpe Ratio Rank of FILFX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FILFX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FILFX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FILFX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FILFX is 2626
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.

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.


Sharpe ratio
The chart of Sharpe ratio for FUSIX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.610.46
The chart of Sortino ratio for FUSIX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.910.70
The chart of Omega ratio for FUSIX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.09
The chart of Calmar ratio for FUSIX, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.000.680.43
The chart of Martin ratio for FUSIX, currently valued at 1.93, compared to the broader market0.0020.0040.0060.0080.001.931.41
FUSIX
FILFX

The current FUSIX Sharpe Ratio is 0.61, which is higher than the FILFX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FUSIX and FILFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.61
0.46
FUSIX
FILFX

Dividends

FUSIX vs. FILFX - Dividend Comparison

FUSIX's dividend yield for the trailing twelve months is around 2.52%, which matches FILFX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
FUSIX
Strategic Advisers Fidelity International Fund
2.52%2.55%2.43%2.11%1.97%0.68%1.72%1.64%1.02%1.56%1.60%2.21%
FILFX
Strategic Advisers International Fund
2.52%2.52%2.45%2.34%2.03%1.09%2.01%2.01%1.57%1.95%3.38%5.83%

Drawdowns

FUSIX vs. FILFX - Drawdown Comparison

The maximum FUSIX drawdown since its inception was -34.30%, smaller than the maximum FILFX drawdown of -36.48%. Use the drawdown chart below to compare losses from any high point for FUSIX and FILFX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.36%
-9.40%
FUSIX
FILFX

Volatility

FUSIX vs. FILFX - Volatility Comparison

Strategic Advisers Fidelity International Fund (FUSIX) and Strategic Advisers International Fund (FILFX) have volatilities of 3.92% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.92%
4.02%
FUSIX
FILFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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