Asset Allocation
Find the right asset allocation for 6-29-26 Fidelity with VGPMX to VT swap
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6-29-26 Fidelity with VGPMX to VT swap, 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
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio 6-29-26 Fidelity with VGPMX to VT swap | -0.20% | 0.04% | 5.99% | 7.60% | 14.35% | 12.24% | 8.07% | — | 7.93% |
| Portfolio components: | |||||||||
DGRO iShares Core Dividend Growth ETF | -0.58% | 2.50% | 8.20% | 11.48% | 20.92% | 15.71% | 10.91% | 13.13% | 12.34% |
EFV iShares MSCI EAFE Value ETF | -0.69% | 1.68% | 8.90% | 12.03% | 29.67% | 20.66% | 13.80% | 10.23% | 5.96% |
FBALX Fidelity Balanced Fund | -0.68% | -0.52% | 8.21% | 9.63% | 18.91% | 14.96% | 8.98% | 11.49% | 9.11% |
FLOT iShares Floating Rate Bond ETF | 0.02% | 0.32% | 2.13% | 2.33% | 4.55% | 5.52% | 4.29% | 3.06% | 2.30% |
IVV iShares Core S&P 500 ETF | -0.18% | -0.63% | 7.87% | 9.40% | 19.60% | 19.51% | 12.87% | 14.95% | 8.43% |
JAAA Janus Henderson AAA CLO ETF | 0.00% | 0.30% | 2.03% | 2.37% | 4.95% | 6.30% | 4.84% | — | 4.52% |
NEAR iShares Short Duration Bond Active ETF | -0.04% | 0.25% | 0.97% | 0.98% | 3.62% | 5.46% | 3.91% | 2.85% | 2.43% |
SCHD Schwab U.S. Dividend Equity ETF | -0.49% | 3.61% | 15.19% | 21.36% | 25.66% | 13.54% | 9.15% | 12.32% | 13.25% |
SPMO Invesco S&P 500 Momentum ETF | 0.44% | -9.48% | 20.96% | 21.65% | 28.03% | 37.58% | 20.52% | 20.24% | 19.04% |
VCSH Vanguard Short-Term Corporate Bond ETF | -0.10% | 0.10% | 0.78% | 0.82% | 3.73% | 5.46% | 2.34% | 2.64% | 2.90% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, 6-29-26 Fidelity with VGPMX to VT swap's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2022 with a return of +4.7%, while the worst month was Sep 2022 at -4.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 6-29-26 Fidelity with VGPMX to VT swap closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.9%, while the worst single day was Apr 4, 2025 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.30% | 1.74% | -2.85% | 4.12% | 1.98% | 0.22% | -0.01% | 7.60% | |||||
| 2025 | 1.89% | 0.78% | -0.94% | -0.09% | 2.53% | 2.30% | 0.59% | 2.14% | 1.40% | 0.69% | 0.99% | 0.83% | 13.85% |
| 2024 | 0.49% | 1.93% | 2.20% | -1.69% | 2.48% | 0.67% | 1.95% | 1.70% | 1.27% | -1.06% | 2.12% | -1.67% | 10.77% |
| 2023 | 3.44% | -1.54% | 0.99% | 1.27% | -1.20% | 3.08% | 2.16% | -1.01% | -1.65% | -1.35% | 4.53% | 3.12% | 12.19% |
| 2022 | -1.47% | -1.34% | 0.81% | -3.54% | 0.74% | -4.39% | 3.22% | -2.04% | -4.71% | 3.97% | 4.71% | -1.70% | -6.12% |
| 2021 | 0.19% | 0.17% | 0.52% | 1.09% | -1.92% | 2.46% | -1.45% | 2.67% | 3.70% |
Benchmark Metrics
6-29-26 Fidelity with VGPMX to VT swap has an annualized alpha of 2.71%, beta of 0.42, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (44.45%) than losses (43.12%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.71% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.42 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
- 2.71%
- Beta
- 0.42
- R²
- 0.89
- Upside Capture
- 44.45%
- Downside Capture
- 43.12%
Expense Ratio
6-29-26 Fidelity with VGPMX to VT swap has an expense ratio of 0.14%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
6-29-26 Fidelity with VGPMX to VT swap ranks 87 for risk / return — in the top 87% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 6-29-26 Fidelity with VGPMX to VT swap and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.41 | 1.45 | +0.95 |
| Sortino ratioReturn per unit of downside risk | 3.50 | 2.03 | +1.48 |
| Omega ratioGain probability vs. loss probability | 1.46 | 1.26 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.01 | +1.32 |
| Martin ratioReturn relative to average drawdown | 14.18 | 8.68 | +5.50 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 86 | 2.20 | 3.23 | 1.40 | 3.25 | 12.53 |
EFV iShares MSCI EAFE Value ETF | 80 | 2.06 | 2.88 | 1.37 | 2.74 | 10.04 |
FBALX Fidelity Balanced Fund | 82 | 2.05 | 2.88 | 1.38 | 2.95 | 13.64 |
FLOT iShares Floating Rate Bond ETF | 99 | 6.11 | 11.00 | 3.01 | 10.59 | 97.91 |
IVV iShares Core S&P 500 ETF | 64 | 1.56 | 2.17 | 1.28 | 2.22 | 9.59 |
JAAA Janus Henderson AAA CLO ETF | 99 | 6.19 | 10.23 | 2.81 | 12.79 | 69.42 |
NEAR iShares Short Duration Bond Active ETF | 91 | 2.66 | 4.04 | 1.54 | 3.21 | 14.56 |
SCHD Schwab U.S. Dividend Equity ETF | 91 | 2.34 | 3.63 | 1.42 | 5.59 | 13.64 |
SPMO Invesco S&P 500 Momentum ETF | 52 | 1.25 | 1.75 | 1.24 | 2.22 | 7.41 |
VCSH Vanguard Short-Term Corporate Bond ETF | 80 | 1.94 | 2.93 | 1.37 | 2.67 | 10.74 |
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Dividends
Dividend yield
6-29-26 Fidelity with VGPMX to VT swap provided a 3.59% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.59% | 3.79% | 4.17% | 3.76% | 2.77% | 2.25% | 1.99% | 2.43% | 2.88% | 2.18% | 1.77% | 1.94% |
| Portfolio components: | ||||||||||||
DGRO iShares Core Dividend Growth ETF | 1.93% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
EFV iShares MSCI EAFE Value ETF | 4.69% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
FBALX Fidelity Balanced Fund | 5.19% | 5.69% | 5.67% | 2.28% | 8.06% | 9.66% | 5.90% | 4.24% | 10.99% | 7.90% | 3.07% | 7.70% |
FLOT iShares Floating Rate Bond ETF | 4.47% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
IVV iShares Core S&P 500 ETF | 1.10% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
JAAA Janus Henderson AAA CLO ETF | 4.95% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEAR iShares Short Duration Bond Active ETF | 4.43% | 4.54% | 5.00% | 4.59% | 1.78% | 0.76% | 1.53% | 2.69% | 2.25% | 1.52% | 1.07% | 0.85% |
SCHD Schwab U.S. Dividend Equity ETF | 3.20% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SPMO Invesco S&P 500 Momentum ETF | 0.73% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.46% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
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 6-29-26 Fidelity with VGPMX to VT swap. 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 6-29-26 Fidelity with VGPMX to VT swap was 12.84%, occurring on Oct 12, 2022. Recovery took 190 trading sessions.
The current 6-29-26 Fidelity with VGPMX to VT swap drawdown is 0.57%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-12.84%Oct 2022 | 9mo 2d | 9mo 9d | 1y 6moJan 2022 - Jul 2023 | Bear market2022 |
-7.15%Apr 2025 | 1mo 16d | 1mo 4d | 2mo 20dFeb 2025 - May 2025 | 2025 selloff2025 |
-4.72%Oct 2023 | 2mo 27d | 28d | 3mo 25dAug 2023 - Nov 2023 | — |
-4.33%Mar 2026 | 29d | 21d | 1mo 20dFeb 2026 - Apr 2026 | — |
-3.08%Aug 2024 | 19d | 14d | 1mo 3dJul 2024 - Aug 2024 | — |
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 16 assets, with an effective number of assets of 12.60, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.21 | 1.19 | 1.17 | 1.17 |
The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
6-29-26 Fidelity with VGPMX to VT swap correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while VMFXX has the lowest at 0.04.
Asset Correlations Table
Find what 6-29-26 Fidelity with VGPMX to VT swap is missing
See which holdings overlap, where 6-29-26 Fidelity with VGPMX to VT swap is concentrated, and which low-correlation assets could fill the gaps.
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