FUSIX vs. VONG
Compare and contrast key facts about Strategic Advisers Fidelity International Fund (FUSIX) and Vanguard Russell 1000 Growth ETF (VONG).
FUSIX is managed by Fidelity. It was launched on Mar 8, 2007. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSIX or VONG.
Performance
FUSIX vs. VONG - Performance Comparison
Returns By Period
In the year-to-date period, FUSIX achieves a 6.11% return, which is significantly lower than VONG's 28.47% return. Over the past 10 years, FUSIX has underperformed VONG with an annualized return of 4.72%, while VONG has yielded a comparatively higher 16.33% annualized return.
FUSIX
6.11%
-4.96%
-2.78%
13.90%
4.92%
4.72%
VONG
28.47%
1.90%
13.41%
35.48%
19.06%
16.33%
Key characteristics
| FUSIX | VONG | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.15 |
| Sortino Ratio | 1.60 | 2.81 |
| Omega Ratio | 1.20 | 1.40 |
| Calmar Ratio | 0.92 | 2.74 |
| Martin Ratio | 5.51 | 10.82 |
| Ulcer Index | 2.52% | 3.32% |
| Daily Std Dev | 12.40% | 16.70% |
| Max Drawdown | -34.30% | -32.72% |
| Current Drawdown | -8.23% | -2.80% |
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FUSIX vs. VONG - Expense Ratio Comparison
FUSIX has a 0.54% expense ratio, which is higher than VONG's 0.08% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
FUSIX vs. VONG - Dividend Comparison
FUSIX's dividend yield for the trailing twelve months is around 2.43%, more than VONG's 0.60% 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% |
VONG Vanguard Russell 1000 Growth ETF | 0.60% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
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.
Volatility
FUSIX vs. VONG - Volatility Comparison
The current volatility for Strategic Advisers Fidelity International Fund (FUSIX) is 3.67%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.61%. 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.