VTTSX Fidelity Zero Equivalent 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 7% |
FBIIX Fidelity International Bond Index Fund | Global Bonds | 2.7% |
FZROX Fidelity ZERO Total Market Index Fund | Large Cap Blend Equities | 53.9% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 36.4% |
Performance
The chart shows the growth of an initial investment of $10,000 in VTTSX Fidelity Zero Equivalent 2023, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 10.22% | N/A |
| VTTSX Fidelity Zero Equivalent 2023 | -1.77% | 6.12% | 9.76% | 15.23% | 7.76% | N/A |
| Portfolio components: | ||||||
FZROX Fidelity ZERO Total Market Index Fund | -2.58% | 9.34% | 13.11% | 16.08% | 11.42% | N/A |
FZILX Fidelity ZERO International Index Fund | -0.85% | 3.65% | 7.14% | 17.47% | 4.42% | N/A |
FXNAX Fidelity U.S. Bond Index Fund | -0.84% | -3.46% | 0.20% | 0.56% | -2.06% | N/A |
FBIIX Fidelity International Bond Index Fund | -0.78% | -0.60% | 2.45% | 1.32% | -1.93% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FXNAX | FBIIX | FZROX | FZILX | |
|---|---|---|---|---|
| FXNAX | 1.00 | 0.68 | 0.00 | 0.02 |
| FBIIX | 0.68 | 1.00 | 0.05 | 0.04 |
| FZROX | 0.00 | 0.05 | 1.00 | 0.81 |
| FZILX | 0.02 | 0.04 | 0.81 | 1.00 |
Dividend yield
VTTSX Fidelity Zero Equivalent 2023 granted a 1.94% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VTTSX Fidelity Zero Equivalent 2023 | 1.94% | 2.04% | 1.83% | 1.58% | 2.16% | 0.90% | 0.21% | 0.21% | 0.24% | 0.23% | 0.22% | 0.30% |
| Portfolio components: | ||||||||||||
FZROX Fidelity ZERO Total Market Index Fund | 1.39% | 1.57% | 1.26% | 1.30% | 1.57% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.53% | 2.71% | 2.68% | 1.73% | 3.04% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXNAX Fidelity U.S. Bond Index Fund | 3.12% | 2.48% | 2.15% | 3.28% | 2.94% | 3.10% | 3.00% | 3.03% | 3.36% | 3.26% | 3.09% | 4.29% |
FBIIX Fidelity International Bond Index Fund | 1.76% | 1.03% | 0.63% | 0.76% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The VTTSX Fidelity Zero Equivalent 2023 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 0.83 | ||||
FZILX Fidelity ZERO International Index Fund | 1.02 | ||||
FXNAX Fidelity U.S. Bond Index Fund | 0.11 | ||||
FBIIX Fidelity International Bond Index Fund | 0.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VTTSX Fidelity Zero Equivalent 2023. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the VTTSX Fidelity Zero Equivalent 2023 is 31.10%, recorded on Mar 23, 2020. It took 102 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.1% | Feb 13, 2020 | 27 | Mar 23, 2020 | 102 | Aug 17, 2020 | 129 |
| -25.39% | Nov 9, 2021 | 237 | Oct 14, 2022 | — | — | — |
| -6.87% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -4.9% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
| -4.49% | Feb 17, 2021 | 12 | Mar 4, 2021 | 21 | Apr 5, 2021 | 33 |
Volatility Chart
The current VTTSX Fidelity Zero Equivalent 2023 volatility is 2.92%, 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.