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

Correlation

The correlation between FUSIX and VONG is 0.73, 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.


-0.50.00.51.00.7

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.

200.00%400.00%600.00%800.00%AugustSeptemberOctoberNovemberDecember2025
125.13%
839.14%
FUSIX
VONG

Key characteristics

Sharpe Ratio

FUSIX:

0.73

VONG:

1.98

Sortino Ratio

FUSIX:

1.07

VONG:

2.58

Omega Ratio

FUSIX:

1.13

VONG:

1.35

Calmar Ratio

FUSIX:

0.87

VONG:

2.65

Martin Ratio

FUSIX:

2.29

VONG:

10.08

Ulcer Index

FUSIX:

3.99%

VONG:

3.45%

Daily Std Dev

FUSIX:

12.51%

VONG:

17.60%

Max Drawdown

FUSIX:

-34.30%

VONG:

-32.72%

Current Drawdown

FUSIX:

-7.98%

VONG:

-2.75%

Returns By Period

In the year-to-date period, FUSIX achieves a 1.61% return, which is significantly higher than VONG's 1.37% return. Over the past 10 years, FUSIX has underperformed VONG with an annualized return of 4.82%, while VONG has yielded a comparatively higher 17.01% annualized return.


FUSIX

YTD

1.61%

1M

1.10%

6M

-2.43%

1Y

7.90%

5Y*

3.90%

10Y*

4.82%

VONG

YTD

1.37%

1M

1.03%

6M

12.74%

1Y

33.00%

5Y*

18.15%

10Y*

17.01%

*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. VONG - Expense Ratio Comparison

FUSIX has a 0.54% expense ratio, which is higher than VONG's 0.08% expense ratio.


FUSIX
Strategic Advisers Fidelity International Fund
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%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FUSIX vs. VONG — 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 3636
Overall Rank
The Sharpe Ratio Rank of FUSIX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FUSIX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FUSIX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FUSIX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FUSIX is 2929
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 7373
Overall Rank
The Sharpe Ratio Rank of VONG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 7373
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. VONG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FUSIX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.000.731.98
The chart of Sortino ratio for FUSIX, currently valued at 1.07, compared to the broader market0.005.0010.001.072.58
The chart of Omega ratio for FUSIX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.35
The chart of Calmar ratio for FUSIX, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.872.65
The chart of Martin ratio for FUSIX, currently valued at 2.29, compared to the broader market0.0020.0040.0060.0080.002.2910.08
FUSIX
VONG

The current FUSIX Sharpe Ratio is 0.73, which is lower than the VONG Sharpe Ratio of 1.98. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.73
1.98
FUSIX
VONG

Dividends

FUSIX vs. VONG - Dividend Comparison

FUSIX's dividend yield for the trailing twelve months is around 2.51%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
FUSIX
Strategic Advisers Fidelity International Fund
2.51%2.55%2.43%2.11%1.97%0.68%1.72%1.64%1.02%1.56%1.60%2.45%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

FUSIX vs. VONG - Drawdown Comparison

The maximum FUSIX drawdown since its inception was -34.30%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FUSIX and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.98%
-2.75%
FUSIX
VONG

Volatility

FUSIX vs. VONG - Volatility Comparison

The current volatility for Strategic Advisers Fidelity International Fund (FUSIX) is 3.95%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.31%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.95%
6.31%
FUSIX
VONG
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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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