Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DODIX Dodge & Cox Income Fund | Total Bond Market | 20% |
FCNKX Fidelity Contrafund Fund | Large Cap Growth Equities | 0.75% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | Inflation-Protected Bonds | 7% |
FSGGX Fidelity Global ex U.S. Index Fund | Foreign Large Cap Equities | 16% |
FSKAX Fidelity Total Market Index Fund | Large Cap Blend Equities | 32.50% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 13% |
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 10% |
VWNAX Vanguard Windsor II Fund Admiral Shares | Large Cap Value Equities | 0.75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in recommended portfolio, 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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The earliest data available for this chart is May 10, 2012, corresponding to the inception date of FIPDX
Returns By Period
As of Apr 10, 2026, the recommended portfolio returned 1.38% Year-To-Date and 9.34% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.62% | 0.64% | -0.30% | 1.33% | 25.06% | 18.43% | 10.57% | 12.82% |
Portfolio recommended portfolio | 1.97% | 0.50% | 1.38% | 3.16% | 20.95% | 13.63% | 7.16% | 9.34% |
| Portfolio components: | ||||||||
FSGGX Fidelity Global ex U.S. Index Fund | 4.21% | 2.61% | 7.50% | 11.81% | 41.24% | 17.46% | 8.33% | 9.03% |
FXAIX Fidelity 500 Index Fund | 2.51% | 0.11% | -0.59% | 1.31% | 25.84% | 19.85% | 12.04% | 14.65% |
FSKAX Fidelity Total Market Index Fund | 2.52% | 0.37% | -0.18% | 1.40% | 26.46% | 19.59% | 10.83% | 14.14% |
DODIX Dodge & Cox Income Fund | 0.31% | -0.49% | 0.59% | 1.65% | 7.20% | 4.90% | 1.44% | 3.08% |
FXNAX Fidelity U.S. Bond Index Fund | 0.29% | -0.34% | 0.44% | 1.37% | 5.84% | 3.40% | 0.20% | 1.59% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 0.00% | -0.21% | 0.89% | 0.78% | 4.55% | 3.01% | 1.51% | 2.61% |
FCNKX Fidelity Contrafund Fund | 3.08% | -0.54% | -0.98% | 0.79% | 26.60% | 26.82% | 13.90% | 17.14% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 2.16% | 1.75% | 2.51% | 6.85% | 27.71% | 17.02% | 10.33% | 12.82% |
Monthly Returns
Based on dividend-adjusted daily data since May 11, 2012, recommended portfolio's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +8.3%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, recommended portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +5.2%, while the worst single day was Mar 16, 2020 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.74% | 1.22% | -4.39% | 2.97% | 1.38% | ||||||||
| 2025 | 2.29% | 0.39% | -2.64% | 0.28% | 3.47% | 3.64% | 0.84% | 2.13% | 2.67% | 1.58% | 0.31% | 0.40% | 16.31% |
| 2024 | 0.36% | 2.61% | 2.39% | -3.23% | 3.56% | 1.80% | 2.01% | 1.99% | 1.88% | -2.02% | 3.35% | -2.39% | 12.70% |
| 2023 | 5.75% | -2.58% | 2.66% | 1.04% | -0.71% | 3.92% | 2.30% | -1.83% | -3.66% | -2.27% | 7.31% | 4.58% | 17.02% |
| 2022 | -3.85% | -2.09% | 0.64% | -6.38% | 0.38% | -6.15% | 5.96% | -3.42% | -7.72% | 4.11% | 6.09% | -3.42% | -15.82% |
| 2021 | -0.37% | 1.28% | 1.68% | 3.27% | 0.91% | 1.36% | 1.09% | 1.60% | -2.99% | 3.63% | -1.23% | 2.51% | 13.30% |
Benchmark Metrics
recommended portfolio has an annualized alpha of 1.35%, beta of 0.59, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 11, 2012.
- This portfolio participated in 69.94% of S&P 500 Index downside but only 64.93% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.59 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
- 1.35%
- Beta
- 0.59
- R²
- 0.94
- Upside Capture
- 64.93%
- Downside Capture
- 69.94%
Expense Ratio
recommended portfolio 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.
Return for Risk
Risk / Return Rank
recommended portfolio ranks 64 for risk / return — better than 64% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 1.84 | +0.83 |
Sortino ratioReturn per unit of downside risk | 4.22 | 2.53 | +1.69 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.35 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.83 | -0.04 |
Martin ratioReturn relative to average drawdown | 16.92 | 16.98 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FSGGX Fidelity Global ex U.S. Index Fund | 91 | 3.29 | 4.63 | 1.65 | 4.00 | 16.17 |
FXAIX Fidelity 500 Index Fund | 78 | 2.29 | 3.64 | 1.50 | 3.97 | 17.80 |
FSKAX Fidelity Total Market Index Fund | 77 | 2.29 | 3.62 | 1.50 | 4.02 | 17.73 |
DODIX Dodge & Cox Income Fund | 33 | 1.63 | 2.43 | 1.29 | 1.70 | 5.94 |
FXNAX Fidelity U.S. Bond Index Fund | 24 | 1.37 | 2.04 | 1.24 | 1.45 | 4.76 |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 22 | 1.21 | 1.71 | 1.22 | 1.71 | 4.41 |
FCNKX Fidelity Contrafund Fund | 62 | 2.12 | 3.29 | 1.43 | 2.73 | 11.27 |
VWNAX Vanguard Windsor II Fund Admiral Shares | 85 | 2.55 | 4.00 | 1.54 | 4.50 | 18.08 |
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Dividends
Dividend yield
recommended portfolio provided a 2.45% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.45% | 2.53% | 2.58% | 2.53% | 2.57% | 2.24% | 2.38% | 2.59% | 2.88% | 2.02% | 2.23% | 2.02% |
| Portfolio components: | ||||||||||||
FSGGX Fidelity Global ex U.S. Index Fund | 2.51% | 2.70% | 2.91% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 0.22% | 0.05% | 2.44% |
FXAIX Fidelity 500 Index Fund | 0.87% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FSKAX Fidelity Total Market Index Fund | 1.02% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
DODIX Dodge & Cox Income Fund | 4.25% | 4.23% | 4.24% | 3.86% | 2.19% | 3.23% | 4.66% | 3.63% | 3.43% | 3.03% | 3.25% | 3.09% |
FXNAX Fidelity U.S. Bond Index Fund | 3.65% | 3.58% | 3.40% | 3.15% | 1.81% | 1.74% | 2.92% | 2.68% | 2.74% | 2.57% | 2.76% | 2.52% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 3.82% | 4.18% | 3.75% | 3.56% | 8.87% | 4.76% | 1.24% | 1.97% | 2.26% | 1.29% | 1.34% | 0.38% |
FCNKX Fidelity Contrafund Fund | 4.69% | 5.18% | 4.28% | 4.31% | 13.69% | 10.77% | 8.00% | 4.15% | 9.14% | 6.09% | 3.92% | 4.47% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 11.27% | 11.55% | 10.59% | 5.19% | 7.36% | 7.92% | 7.39% | 10.15% | 11.48% | 7.38% | 8.17% | 8.05% |
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 recommended portfolio. 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 recommended portfolio was 23.18%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current recommended portfolio drawdown is 1.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -21.73% | Nov 9, 2021 | 235 | Oct 14, 2022 | 331 | Feb 9, 2024 | 566 |
| -11.6% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -11.5% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -10.69% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
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 8 assets, with an effective number of assets of 4.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | FIPDX | DODIX | FXNAX | FSGGX | FCNKX | VWNAX | FXAIX | FSKAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.05 | 0.03 | -0.10 | 0.77 | 0.93 | 0.95 | 1.00 | 0.99 | 0.96 |
| FIPDX | -0.05 | 1.00 | 0.76 | 0.80 | 0.03 | -0.04 | -0.07 | -0.05 | -0.04 | 0.10 |
| DODIX | 0.03 | 0.76 | 1.00 | 0.89 | 0.11 | 0.03 | 0.00 | 0.03 | 0.03 | 0.19 |
| FXNAX | -0.10 | 0.80 | 0.89 | 1.00 | -0.03 | -0.09 | -0.14 | -0.10 | -0.10 | 0.05 |
| FSGGX | 0.77 | 0.03 | 0.11 | -0.03 | 1.00 | 0.71 | 0.79 | 0.77 | 0.77 | 0.86 |
| FCNKX | 0.93 | -0.04 | 0.03 | -0.09 | 0.71 | 1.00 | 0.83 | 0.93 | 0.92 | 0.90 |
| VWNAX | 0.95 | -0.07 | 0.00 | -0.14 | 0.79 | 0.83 | 1.00 | 0.94 | 0.95 | 0.92 |
| FXAIX | 1.00 | -0.05 | 0.03 | -0.10 | 0.77 | 0.93 | 0.94 | 1.00 | 0.99 | 0.96 |
| FSKAX | 0.99 | -0.04 | 0.03 | -0.10 | 0.77 | 0.92 | 0.95 | 0.99 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.10 | 0.19 | 0.05 | 0.86 | 0.90 | 0.92 | 0.96 | 0.96 | 1.00 |