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Fidelity
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Asset Allocation


FXAIX 50%FFLDX 50%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

50%

FFLDX
Fidelity Freedom Index 2055 Fund
Target Retirement Date

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity, 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 Quarterly


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.14%
15.73%
Fidelity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 25, 2015, corresponding to the inception date of FFLDX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Fidelity4.82%-1.27%15.14%19.37%11.24%N/A
FFLDX
Fidelity Freedom Index 2055 Fund
3.09%-1.55%13.66%14.60%8.79%N/A
FXAIX
Fidelity 500 Index Fund
6.56%-0.99%16.61%24.26%13.70%12.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.81%4.61%3.10%
2023-4.54%-2.53%8.92%4.92%

Expense Ratio

The Fidelity has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

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.


Fidelity
Sharpe ratio
The chart of Sharpe ratio for Fidelity, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.005.001.73
Sortino ratio
The chart of Sortino ratio for Fidelity, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for Fidelity, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Fidelity, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for Fidelity, currently valued at 6.19, compared to the broader market0.0010.0020.0030.0040.0050.006.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FFLDX
Fidelity Freedom Index 2055 Fund
1.341.991.240.934.13
FXAIX
Fidelity 500 Index Fund
2.052.961.361.768.75

Sharpe Ratio

The current Fidelity Sharpe ratio is 1.73. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.73

The Sharpe ratio of Fidelity lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.73
1.89
Fidelity
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fidelity granted a 1.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fidelity1.64%1.71%2.37%1.60%1.75%6.45%2.58%1.97%2.47%2.57%1.32%0.92%
FFLDX
Fidelity Freedom Index 2055 Fund
1.91%1.96%3.04%1.99%1.91%10.83%2.44%1.97%2.42%2.32%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.37%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.59%
-3.66%
Fidelity
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity. 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 was 32.27%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Fidelity drawdown is 3.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.27%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.03%Jan 4, 2022197Oct 14, 2022296Dec 19, 2023493
-17.91%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-14.05%Jul 21, 2015143Feb 11, 201681Jun 8, 2016224
-9.47%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147

Volatility

Volatility Chart

The current Fidelity volatility is 3.08%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.08%
3.44%
Fidelity
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

FFLDXFXAIX
FFLDX1.000.96
FXAIX0.961.00