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(Fidelity) Income growth systematic hedge (LH)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in (Fidelity) Income growth systematic hedge (LH), 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.


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Returns By Period

As of Jun 9, 2026, the (Fidelity) Income growth systematic hedge (LH) returned 4.58% Year-To-Date and 10.44% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
(Fidelity) Income growth systematic hedge (LH)
-0.17%0.08%4.58%4.96%14.51%14.23%10.58%10.44%
AQMNX
AQR Managed Futures Strategy Fund Class N
-0.56%1.24%12.24%14.33%24.98%12.16%12.32%4.71%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-2.26%-2.66%-18.69%-16.94%-35.41%-12.18%-4.53%-4.76%
IAU
iShares Gold Trust
0.20%-8.43%0.26%3.08%30.27%29.88%17.71%12.71%
RYMTX
Guggenheim Managed Futures Strategy Fund
-1.54%-1.59%7.07%8.27%17.81%3.95%5.50%3.51%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.15%-0.94%3.75%2.93%20.82%24.03%14.90%18.53%
UUP
Invesco DB US Dollar Index Bullish Fund
0.04%2.52%3.70%3.08%5.64%4.21%6.04%3.19%
VDC
Vanguard Consumer Staples ETF
-0.25%-2.19%7.19%7.44%4.07%8.08%6.63%7.63%
VHT
Vanguard Health Care ETF
-0.29%5.33%-1.21%0.70%16.43%7.21%4.80%9.66%
VIG
Vanguard Dividend Appreciation ETF
0.03%2.32%6.58%6.47%18.31%16.04%10.62%13.05%
VONG
Vanguard Russell 1000 Growth ETF
0.21%-0.46%4.12%3.06%21.24%23.77%14.57%18.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 14, 2011, (Fidelity) Income growth systematic hedge (LH)'s average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +7.1%, while the worst month was Mar 2020 at -5.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, (Fidelity) Income growth systematic hedge (LH) closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +4.7%, while the worst single day was Mar 16, 2020 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.45%2.06%-3.69%3.59%1.32%-1.05%4.58%
20252.38%0.60%-1.72%-1.03%2.41%1.82%0.74%1.73%3.12%0.95%1.79%-0.43%12.96%
20241.72%3.16%3.17%-1.26%2.52%1.35%1.55%1.91%1.39%-0.17%3.26%-1.36%18.49%
20232.05%-1.46%1.95%1.56%-0.86%2.93%1.58%-0.58%-1.94%0.08%3.87%1.95%11.49%
2022-2.00%-1.23%3.59%-2.27%0.04%-2.99%3.37%-1.62%-4.45%5.43%3.27%-2.49%-1.91%
2021-0.89%-0.17%3.55%2.72%1.07%0.42%1.62%1.46%-2.92%4.25%-0.90%4.12%14.98%

Benchmark Metrics

(Fidelity) Income growth systematic hedge (LH) has an annualized alpha of 3.04%, beta of 0.50, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 14, 2011.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (52.27%) than losses (44.08%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.50 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.04%
Beta
0.50
0.90
Upside Capture
52.27%
Downside Capture
44.08%

Expense Ratio

(Fidelity) Income growth systematic hedge (LH) has an expense ratio of 0.56%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Top 10 holdings

Return for Risk

Risk / Return Rank

(Fidelity) Income growth systematic hedge (LH) ranks 59 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


(Fidelity) Income growth systematic hedge (LH) Risk / Return Rank: 5959
Overall Rank
(Fidelity) Income growth systematic hedge (LH) Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
(Fidelity) Income growth systematic hedge (LH) Sortino Ratio Rank: 6969
Sortino Ratio Rank
(Fidelity) Income growth systematic hedge (LH) Omega Ratio Rank: 6868
Omega Ratio Rank
(Fidelity) Income growth systematic hedge (LH) Calmar Ratio Rank: 4444
Calmar Ratio Rank
(Fidelity) Income growth systematic hedge (LH) Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for (Fidelity) Income growth systematic hedge (LH) and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.28

1.94

+0.35

Sortino ratioReturn per unit of downside risk

3.21

2.63

+0.59

Omega ratioGain probability vs. loss probability

1.43

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

2.76

2.59

+0.17

Martin ratioReturn relative to average drawdown

11.75

11.84

-0.10


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

(Fidelity) Income growth systematic hedge (LH) Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 2.28
  • 5-Year: 1.27
  • 10-Year: 1.10
  • All Time: 1.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.49, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of (Fidelity) Income growth systematic hedge (LH) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

(Fidelity) Income growth systematic hedge (LH) provided a 1.91% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.91%1.98%2.34%3.03%2.37%1.44%1.74%1.72%1.59%1.45%1.55%1.94%
AQMNX
AQR Managed Futures Strategy Fund Class N
1.83%2.05%3.61%8.15%12.59%6.59%4.17%2.92%0.00%0.00%0.02%6.30%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.06%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
IAU
iShares Gold 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%
RYMTX
Guggenheim Managed Futures Strategy Fund
5.63%6.03%5.10%1.02%4.80%0.00%7.56%0.00%0.00%4.70%5.19%2.68%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.37%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
UUP
Invesco DB US Dollar Index Bullish Fund
3.31%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.14%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%
VHT
Vanguard Health Care ETF
1.66%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%
VIG
Vanguard Dividend Appreciation ETF
1.48%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
VONG
Vanguard Russell 1000 Growth ETF
0.44%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the (Fidelity) Income growth systematic hedge (LH). 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) Income growth systematic hedge (LH) was 19.24%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current (Fidelity) Income growth systematic hedge (LH) drawdown is 1.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-19.24%Mar 2020
1mo 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
2025 selloff2025
-9.72%Apr 2025
1mo 17d2mo 23d
4mo 10dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-9.28%Dec 2018
2mo 21d2mo
4mo 21dOct 2018 - Feb 2019
Bear market2022
-9.01%Sep 2022
5mo 12d6mo 15d
11mo 27dApr 2022 - Apr 2023
2015 pullback2015
-7.55%Aug 2015
4mo 14d6mo 24d
11mo 8dApr 2015 - Mar 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 8.87, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

2.12

1.82

1.78

1.59

1.60

The portfolio has a diversification ratio of 1.60, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

(Fidelity) Income growth systematic hedge (LH) correlation to the S&P 500 Index

(Fidelity) Income growth systematic hedge (LH) has a 0.79 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2011

0.92


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BTAL has the lowest at -0.52.

BTAL
-0.52
UUP
-0.18
AQMNX
0.02
IAU
0.05
RYMTX
0.27
VPU
0.43
VDC
0.62
VHT
0.74
VYM
0.87
VIG
0.92
VONG
0.94
SCHG
0.94
VTI
0.99

Portfolio Correlations

Correlation vs. (Fidelity) Income growth systematic hedge (LH). VIG has the highest portfolio correlation at 0.94, while BTAL has the lowest at -0.32.

BTAL
-0.32
UUP
-0.13
AQMNX
0.13
IAU
0.17
RYMTX
0.36
VPU
0.56
VDC
0.73
VHT
0.77
SCHG
0.84
VONG
0.84
VYM
0.88
VTI
0.91
VIG
0.94

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Sep 14, 2011
Diversification Analysis

Find what (Fidelity) Income growth systematic hedge (LH) is missing

See which holdings overlap, where (Fidelity) Income growth systematic hedge (LH) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification