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FUSIX vs. FMIJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUSIX vs. FMIJX - Performance Comparison

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

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FUSIX vs. FMIJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUSIX
Strategic Advisers Fidelity International Fund
0.80%31.20%5.62%18.15%-17.74%12.47%13.24%25.60%-14.52%27.73%
FMIJX
FMI International Fund
-4.05%8.57%6.99%21.81%-18.67%13.82%0.06%17.11%-9.54%13.90%

Returns By Period

In the year-to-date period, FUSIX achieves a 0.80% return, which is significantly higher than FMIJX's -4.05% return. Over the past 10 years, FUSIX has outperformed FMIJX with an annualized return of 9.12%, while FMIJX has yielded a comparatively lower 5.15% annualized return.


FUSIX

1D
2.92%
1M
-6.36%
YTD
0.80%
6M
4.57%
1Y
22.50%
3Y*
15.01%
5Y*
7.84%
10Y*
9.12%

FMIJX

1D
1.80%
1M
-8.34%
YTD
-4.05%
6M
-3.39%
1Y
5.42%
3Y*
7.18%
5Y*
3.01%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUSIX vs. FMIJX - Expense Ratio Comparison

FUSIX has a 0.54% expense ratio, which is lower than FMIJX's 0.94% expense ratio.


Return for Risk

FUSIX vs. FMIJX — Risk / Return Rank

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

FUSIX
FUSIX Risk / Return Rank: 8080
Overall Rank
FUSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FUSIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FUSIX Omega Ratio Rank: 7878
Omega Ratio Rank
FUSIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FUSIX Martin Ratio Rank: 8282
Martin Ratio Rank

FMIJX
FMIJX Risk / Return Rank: 1212
Overall Rank
FMIJX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FMIJX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FMIJX Omega Ratio Rank: 1111
Omega Ratio Rank
FMIJX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FMIJX Martin Ratio Rank: 1313
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.

FUSIX vs. FMIJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) and FMI International Fund (FMIJX). 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.


FUSIXFMIJXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.32

+1.18

Sortino ratio

Return per unit of downside risk

2.13

0.58

+1.55

Omega ratio

Gain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratio

Return relative to maximum drawdown

1.91

0.33

+1.58

Martin ratio

Return relative to average drawdown

8.51

1.27

+7.24

FUSIX vs. FMIJX - Sharpe Ratio Comparison

The current FUSIX Sharpe Ratio is 1.50, which is higher than the FMIJX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FUSIX and FMIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FUSIXFMIJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.32

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.21

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.34

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.46

-0.22

Correlation

The correlation between FUSIX and FMIJX is 0.81, 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.


Dividends

FUSIX vs. FMIJX - Dividend Comparison

FUSIX's dividend yield for the trailing twelve months is around 2.99%, less than FMIJX's 13.64% yield.


TTM20252024202320222021202020192018201720162015
FUSIX
Strategic Advisers Fidelity International Fund
2.99%3.02%3.40%2.43%4.71%5.83%1.25%3.05%3.78%2.03%1.78%1.46%
FMIJX
FMI International Fund
13.64%13.09%0.00%0.00%4.43%3.46%0.00%3.55%7.43%0.28%3.76%1.84%

Drawdowns

FUSIX vs. FMIJX - Drawdown Comparison

The maximum FUSIX drawdown since its inception was -64.42%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for FUSIX and FMIJX.


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Drawdown Indicators


FUSIXFMIJXDifference

Max Drawdown

Largest peak-to-trough decline

-64.42%

-37.45%

-26.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-13.46%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-21.77%

-9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-31.96%

-37.45%

+5.49%

Current Drawdown

Current decline from peak

-8.17%

-10.02%

+1.85%

Average Drawdown

Average peak-to-trough decline

-16.16%

-4.65%

-11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.51%

-0.41%

Volatility

FUSIX vs. FMIJX - Volatility Comparison

Strategic Advisers Fidelity International Fund (FUSIX) has a higher volatility of 6.77% compared to FMI International Fund (FMIJX) at 6.11%. This indicates that FUSIX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUSIXFMIJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.11%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.40%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

17.15%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

14.15%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

15.06%

+1.08%