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FUSIX vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUSIX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Fidelity International Fund (FUSIX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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FUSIX vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUSIX
Strategic Advisers Fidelity International Fund
-2.06%31.20%5.62%18.15%-17.74%12.47%13.24%25.60%-14.52%27.73%
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, FUSIX achieves a -2.06% return, which is significantly higher than VONG's -9.79% return. Over the past 10 years, FUSIX has underperformed VONG with an annualized return of 8.81%, while VONG has yielded a comparatively higher 16.65% annualized return.


FUSIX

1D
-0.61%
1M
-10.56%
YTD
-2.06%
6M
2.02%
1Y
19.40%
3Y*
13.92%
5Y*
7.48%
10Y*
8.81%

VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUSIX vs. VONG - Expense Ratio Comparison

FUSIX has a 0.54% expense ratio, which is higher than VONG's 0.06% expense ratio.


Return for Risk

FUSIX vs. VONG — Risk / Return Rank

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

FUSIX
FUSIX Risk / Return Rank: 6969
Overall Rank
FUSIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FUSIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FUSIX Omega Ratio Rank: 6262
Omega Ratio Rank
FUSIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FUSIX Martin Ratio Rank: 8080
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
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. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) and Vanguard Russell 1000 Growth ETF (VONG). 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.


FUSIXVONGDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.84

+0.25

Sortino ratio

Return per unit of downside risk

1.59

1.36

+0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.74

1.16

+0.57

Martin ratio

Return relative to average drawdown

7.85

4.00

+3.85

FUSIX vs. VONG - Sharpe Ratio Comparison

The current FUSIX Sharpe Ratio is 1.09, which is comparable to the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FUSIX and VONG, 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


FUSIXVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.84

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.80

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.84

-0.61

Correlation

The correlation between FUSIX and VONG is 0.71, 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. VONG - Dividend Comparison

FUSIX's dividend yield for the trailing twelve months is around 3.08%, more than VONG's 0.51% yield.


TTM20252024202320222021202020192018201720162015
FUSIX
Strategic Advisers Fidelity International Fund
3.08%3.02%3.40%2.43%4.71%5.83%1.25%3.05%3.78%2.03%1.78%1.46%
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

FUSIX vs. VONG - Drawdown Comparison

The maximum FUSIX drawdown since its inception was -64.42%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FUSIX and VONG.


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Drawdown Indicators


FUSIXVONGDifference

Max Drawdown

Largest peak-to-trough decline

-64.42%

-32.72%

-31.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-16.23%

+5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-32.72%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-31.96%

-32.72%

+0.76%

Current Drawdown

Current decline from peak

-10.77%

-13.09%

+2.32%

Average Drawdown

Average peak-to-trough decline

-16.16%

-4.90%

-11.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.72%

-1.67%

Volatility

FUSIX vs. VONG - Volatility Comparison

The current volatility for Strategic Advisers Fidelity International Fund (FUSIX) is 6.00%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.72%. This indicates that FUSIX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUSIXVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.72%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

12.34%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

22.40%

-4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

21.35%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

20.82%

-4.71%