FUSIX vs. SPY
Compare and contrast key facts about Strategic Advisers Fidelity International Fund (FUSIX) and SPDR S&P 500 ETF (SPY).
FUSIX is managed by Fidelity. It was launched on Mar 8, 2007. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSIX or SPY.
Performance
FUSIX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FUSIX achieves a 6.11% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, FUSIX has underperformed SPY with an annualized return of 4.72%, while SPY has yielded a comparatively higher 13.04% annualized return.
FUSIX
6.11%
-4.96%
-2.78%
13.90%
4.92%
4.72%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| FUSIX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.64 |
| Sortino Ratio | 1.60 | 3.53 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 0.92 | 3.81 |
| Martin Ratio | 5.51 | 17.21 |
| Ulcer Index | 2.52% | 1.86% |
| Daily Std Dev | 12.40% | 12.15% |
| Max Drawdown | -34.30% | -55.19% |
| Current Drawdown | -8.23% | -2.17% |
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FUSIX vs. SPY - Expense Ratio Comparison
FUSIX has a 0.54% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between FUSIX and SPY is 0.80, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
FUSIX's dividend yield for the trailing twelve months is around 2.43%, more than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FUSIX vs. SPY - Drawdown Comparison
The maximum FUSIX drawdown since its inception was -34.30%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FUSIX and SPY. For additional features, visit the drawdowns tool.
Volatility
FUSIX vs. SPY - Volatility Comparison
The current volatility for Strategic Advisers Fidelity International Fund (FUSIX) is 3.67%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that FUSIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.