FUSIX vs. VUSA.DE
Compare and contrast key facts about Strategic Advisers Fidelity International Fund (FUSIX) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
FUSIX is managed by Fidelity. It was launched on Mar 8, 2007. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSIX or VUSA.DE.
Performance
FUSIX vs. VUSA.DE - Performance Comparison
Returns By Period
In the year-to-date period, FUSIX achieves a 6.11% return, which is significantly lower than VUSA.DE's 29.72% return.
FUSIX
6.11%
-4.96%
-2.78%
13.90%
4.92%
4.72%
VUSA.DE
29.72%
4.13%
14.69%
36.00%
16.01%
N/A
Key characteristics
| FUSIX | VUSA.DE | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.95 |
| Sortino Ratio | 1.60 | 3.97 |
| Omega Ratio | 1.20 | 1.60 |
| Calmar Ratio | 0.92 | 4.31 |
| Martin Ratio | 5.51 | 19.03 |
| Ulcer Index | 2.52% | 1.87% |
| Daily Std Dev | 12.40% | 12.03% |
| Max Drawdown | -34.30% | -33.63% |
| Current Drawdown | -8.23% | -1.75% |
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FUSIX vs. VUSA.DE - Expense Ratio Comparison
FUSIX has a 0.54% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio.
Correlation
The correlation between FUSIX and VUSA.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FUSIX vs. VUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) and Vanguard S&P 500 UCITS ETF (VUSA.DE). 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. VUSA.DE - Dividend Comparison
FUSIX's dividend yield for the trailing twelve months is around 2.43%, more than VUSA.DE's 0.79% 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% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.79% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
Drawdowns
FUSIX vs. VUSA.DE - Drawdown Comparison
The maximum FUSIX drawdown since its inception was -34.30%, roughly equal to the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for FUSIX and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
FUSIX vs. VUSA.DE - Volatility Comparison
Strategic Advisers Fidelity International Fund (FUSIX) and Vanguard S&P 500 UCITS ETF (VUSA.DE) have volatilities of 3.67% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.