Strategic Advisers Tax-Sensitive Short Duration Fund

Fidelity Rutland Square Trust II · 1 share class

Actively managed U.S. bond fund
One fund, 1 share class:FGNSX
$2.97B NAV
1,170 positions · as of 2026-05-31 · filed 2026-07-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

Strategic Advisers Tax-Sensitive Short Duration Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Short duration
Features
Fund of funds

Fund profile

As filed in the prospectus · 2025 Q3

Strategic Advisers Tax-Sensitive Short Duration Fund seeks to provide a high level of after-tax income consistent with preservation of capital.

Strategy · summarised

The fund allocates assets among sub-advisers and underlying funds—which may include affiliated Fidelity funds, non-affiliated funds, and ETFs—using proprietary research that references the Bloomberg Municipal Bond 1 Year Index (25% weight) and the iMoneyNet All Tax-Free National Retail Money Market Funds Average (75% weight), alongside factors such as manager performance and investment style. The fund normally invests primarily in municipal securities whose interest is exempt from federal income tax, with a dollar-weighted average maturity of three years or less, and may shift into taxable money market securities when after-tax yields appear advantageous. Because day-to-day investment decisions are delegated to sub-advisers and the fund invests indirectly through underlying funds rather than holding securities directly, performance will depend on the selection and execution of those managers and funds.

Expenses
0.09%one share class
Share classGrossNet
FGNSX0.34%0.09%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 70.00% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

100.33%
of net assets
Bonds92.33%
Stocks6.17%
Cash & short-term1.30%
Securitized0.52%
Derivatives0.00%

Look-through blends 2 underlying funds; 5.663% of NAV was not looked through and stays direct-classified.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 155 new150 exited

Largest new: NEW YORK STATE HOUSING FINANCE AGENCY, MISSOURI ST PUB UTILS COMMN REV, DISTRICT COLUMBIA, BLACK BELT ENERGY GAS DIST ALAGAS PROJ REV, SOUTH CAROLINA ST SVC AUTH REV, COUNTY OF MERCER ND, RHODE ISLAND HEALTH and EDL BLDG CORP REV, VIRGINIA SMALL BUSINESS FING AUTH REV

Largest exited: RIB FLOATER TRUST VARIOUS STS, KING CNTY WA SWR REV, TARRANT CNTY TX CULTURAL ED FACS FIN CORP HOSP REV ×2, ALBANY NY, PHILADELPHIA PA AUTH FOR INDL DEV HOSP REV, MISSISSIPPI BUSINESS FIN CORP MISS GULF OPPORTUNITY ZONE INDL DEV REV, LEE COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+3.52%
3-year
+11.01%
5-year
+12.09%
Volatility
0.68%
Worst 3-yr fall
-0.25%
Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31

Avg coupon
3.28%
Avg maturity
11.56 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

56%
floating
Floating rate56.1%
Fixed rate43.9%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y20.6%
1-3y22.5%
3-5y6.4%
5-10y7.3%
10y+43.2%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
0.65 yr
approx. move per 100bp
Credit-spread duration
0.70 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -1.5%
of value
Credit spreads52%
Interest rates48%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+0.70
yrs total
Investment grade+0.68 yr
High yield+0.02 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate0.65 yr total
3 mo30 yr
3 mo0.04 yr5%
1 yr0.38 yr59%
5 yr0.22 yr34%
10 yr0.01 yr1%
30 yr0.00 yr0%
Credit spread0.70 yr total
3 mo30 yr
3 mo0.10 yr14%
1 yr0.39 yr55%
5 yr0.21 yr30%
10 yr0.00 yr1%
30 yr0.00 yr0%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.04+0.10+0.00$28.6k$448
1 yr+0.38+0.38+0.01$112.4k$2.3k
5 yr+0.22+0.20+0.01$59.0k$2.8k
10 yr+0.01+0.00+0.00$1.0k$380
30 yr+0.00+0.00+0.00$0$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
VANGUARD MUN BD FD INC6.88%$204.49M
J P MORGAN EXCHANGE-TRADED FD TR2.36%$70.26M
FEDERATED FIXED INC SECS INCFMUSX2.19%$65.21M
Fidelity Colchester Street Trust1.73%$51.27M
Fidelity Salem Street TrustFMQXX1.51%$44.92M
PORT PORT ARTHUR TX NAV DIST E0.03% floating · due 2027-12-011.37%$40.62M
PHOENIX ARIZ INDL DEV AUTH SOLID WASTE DISP REV2.95% floating · due 2035-12-011.22%$36.20M
Fidelity Revere Street Trust1.10%$32.61M
WHITING IND ENVIRONMENTAL FACS5.00% floating · due 2044-12-010.71%$20.99M
FLORIDA INS ASSISTANCE INTERLOCAL AGY FLA INS ASSMT REV3.83% floating · due 2032-09-010.67%$19.80M
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Reported price is the fund's own reported value divided by its own reported shares at 2026-05-31 — not a live quote, and not what the fund paid.

Top 10 positions are 19.73% of net assets, top 25 25.86%, across 577 issuers.

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