Fidelity TOD

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Fidelity TOD

Last updated Apr 25, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BUD Anheuser-Busch InBev SA/NV	Consumer Defensive	1%
FETH Fidelity Ethereum Fund	Blockchain	2.50%
GARP iShares MSCI USA Quality GARP ETF	Large Cap Growth Equities	16%
IBIT iShares Bitcoin Trust	Blockchain	7.50%
NKE NIKE, Inc.	Consumer Cyclical	1%
NVDA NVIDIA Corporation	Technology	3%
QQQ Invesco QQQ	Large Cap Blend Equities	16%
VGT Vanguard Information Technology ETF	Technology Equities	16%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Blend Equities	16%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	11%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity TOD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.

Fidelity TOD

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jul 23, 2024, corresponding to the inception date of FETH

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-6.06%	-3.27%	-4.87%	9.44%	14.30%	10.11%
Fidelity TOD	-8.71%	-1.58%	-2.59%	N/A	N/A	N/A
Portfolio components:
QQQ Invesco QQQ	-7.43%	-2.44%	-4.30%	12.01%	17.97%	16.64%
VGT Vanguard Information Technology ETF	-11.99%	-2.96%	-8.98%	10.91%	19.45%	18.64%
VONG Vanguard Russell 1000 Growth ETF	-8.98%	-1.90%	-4.53%	13.90%	17.66%	14.95%
VUG Vanguard Growth ETF	-8.15%	-1.58%	-3.83%	14.94%	17.28%	14.23%
GARP iShares MSCI USA Quality GARP ETF	-7.88%	-2.15%	-3.05%	15.11%	19.48%	N/A
VOO Vanguard S&P 500 ETF	-5.74%	-3.16%	-4.28%	10.88%	16.04%	12.07%
BUD Anheuser-Busch InBev SA/NV	29.84%	5.08%	1.74%	10.08%	10.37%	-4.53%
NKE NIKE, Inc.	-23.47%	-12.35%	-26.18%	-37.51%	-7.11%	2.65%
NVDA NVIDIA Corporation	-17.33%	-2.42%	-21.56%	34.39%	72.99%	70.63%
FETH Fidelity Ethereum Fund	-46.00%	-9.62%	-27.05%	N/A	N/A	N/A
IBIT iShares Bitcoin Trust	2.30%	10.35%	42.78%	47.23%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Fidelity TOD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	1.92%	-4.43%	-7.98%	1.84%									-8.71%
2024							-2.07%	0.30%	2.97%	-0.09%	9.66%	-0.67%	10.07%

Expense Ratio

Fidelity TOD has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

IBIT

iShares Bitcoin Trust

IBIT: 0.25%

QQQ

Invesco QQQ

QQQ: 0.20%

GARP

iShares MSCI USA Quality GARP ETF

GARP: 0.15%

VGT

Vanguard Information Technology ETF

VGT: 0.10%

VONG

Vanguard Russell 1000 Growth ETF

VONG: 0.08%

VUG

Vanguard Growth ETF

VUG: 0.04%

VOO

Vanguard S&P 500 ETF

VOO: 0.03%

FETH

Fidelity Ethereum Fund

FETH: 0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Fidelity TOD is 37, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

No data

No data

No data

No data

No data

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQ Invesco QQQ	0.47	0.82	1.11	0.52	1.79
VGT Vanguard Information Technology ETF	0.37	0.71	1.10	0.41	1.41
VONG Vanguard Russell 1000 Growth ETF	0.53	0.90	1.13	0.57	2.00
VUG Vanguard Growth ETF	0.57	0.95	1.13	0.62	2.22
GARP iShares MSCI USA Quality GARP ETF	0.54	0.91	1.13	0.61	2.13
VOO Vanguard S&P 500 ETF	0.54	0.88	1.13	0.55	2.27
BUD Anheuser-Busch InBev SA/NV	0.42	0.76	1.10	0.16	0.67
NKE NIKE, Inc.	-0.95	-1.19	0.81	-0.55	-1.78
NVDA NVIDIA Corporation	0.58	1.16	1.14	0.94	2.47
FETH Fidelity Ethereum Fund	—	—	—	—	—
IBIT iShares Bitcoin Trust	0.79	1.43	1.17	1.53	3.37

There is not enough data available to calculate the Sharpe ratio for Fidelity TOD. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Not enough data

Dividends

Dividend yield

Fidelity TOD provided a 0.61% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.61%	0.56%	0.68%	1.00%	0.57%	0.72%	0.81%	0.96%	0.84%	1.03%	1.03%	1.04%
Portfolio components:
QQQ Invesco QQQ	0.63%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
VGT Vanguard Information Technology ETF	0.58%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
VONG Vanguard Russell 1000 Growth ETF	0.59%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%	1.43%
VUG Vanguard Growth ETF	0.52%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%
GARP iShares MSCI USA Quality GARP ETF	0.45%	0.39%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.38%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
BUD Anheuser-Busch InBev SA/NV	1.35%	1.76%	1.28%	0.67%	0.98%	0.81%	2.45%	3.84%	2.88%	3.03%	2.58%	2.38%
NKE NIKE, Inc.	2.67%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%	1.04%
NVDA NVIDIA Corporation	0.04%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
FETH Fidelity Ethereum Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBIT iShares Bitcoin Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

Fidelity TOD

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity TOD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity TOD was 24.73%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Fidelity TOD drawdown is 14.64%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.73%	Dec 17, 2024	76	Apr 8, 2025	—	—	—
-10.83%	Jul 24, 2024	9	Aug 5, 2024	32	Sep 19, 2024	41
-3.59%	Oct 30, 2024	2	Oct 31, 2024	4	Nov 6, 2024	6
-2.53%	Nov 13, 2024	3	Nov 15, 2024	5	Nov 22, 2024	8
-2.25%	Sep 27, 2024	4	Oct 2, 2024	5	Oct 9, 2024	9

Volatility

Volatility Chart

The current Fidelity TOD volatility is 16.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

Fidelity TOD

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

Effective Assets: 7.58

The portfolio contains 11 assets, with an effective number of assets of 7.58, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	BUD	NKE	IBIT	FETH	NVDA	VGT	GARP	VUG	VONG	VOO	QQQ	Portfolio
^GSPC	1.00	0.16	0.32	0.47	0.54	0.75	0.93	0.95	0.95	0.95	1.00	0.95	0.94
BUD	0.16	1.00	0.19	0.12	0.10	0.00	0.09	0.09	0.07	0.07	0.16	0.10	0.11
NKE	0.32	0.19	1.00	0.21	0.22	0.04	0.22	0.25	0.23	0.23	0.32	0.24	0.27
IBIT	0.47	0.12	0.21	1.00	0.77	0.31	0.43	0.47	0.45	0.44	0.46	0.46	0.62
FETH	0.54	0.10	0.22	0.77	1.00	0.37	0.52	0.54	0.53	0.53	0.54	0.56	0.67
NVDA	0.75	0.00	0.04	0.31	0.37	1.00	0.86	0.76	0.82	0.82	0.74	0.80	0.79
VGT	0.93	0.09	0.22	0.43	0.52	0.86	1.00	0.95	0.96	0.96	0.93	0.97	0.95
GARP	0.95	0.09	0.25	0.47	0.54	0.76	0.95	1.00	0.96	0.97	0.94	0.97	0.95
VUG	0.95	0.07	0.23	0.45	0.53	0.82	0.96	0.96	1.00	1.00	0.95	0.98	0.95
VONG	0.95	0.07	0.23	0.44	0.53	0.82	0.96	0.97	1.00	1.00	0.95	0.99	0.96
VOO	1.00	0.16	0.32	0.46	0.54	0.74	0.93	0.94	0.95	0.95	1.00	0.94	0.94
QQQ	0.95	0.10	0.24	0.46	0.56	0.80	0.97	0.97	0.98	0.99	0.94	1.00	0.96
Portfolio	0.94	0.11	0.27	0.62	0.67	0.79	0.95	0.95	0.95	0.96	0.94	0.96	1.00

The correlation results are calculated based on daily price changes starting from Jul 24, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

Fidelity TOD

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community