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50/50 Stocks/Bonds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FFRHX 50%FGLGX 50%BondBondEquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 50/50 Stocks/Bonds, 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.


150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
140.79%
284.13%
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 11, 2012, corresponding to the inception date of FGLGX

Returns By Period

As of Apr 24, 2025, the 50/50 Stocks/Bonds returned -3.40% Year-To-Date and 6.07% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.75%-5.05%-5.60%8.15%14.14%10.05%
50/50 Stocks/Bonds-2.85%-3.84%-3.00%4.16%11.83%6.34%
FFRHX
Fidelity Floating Rate High Income Fund
-0.94%-0.91%1.15%5.34%7.59%4.48%
FGLGX
Fidelity Series Large Cap Stock Fund
-3.83%-5.32%-5.06%3.55%14.54%7.48%
*Annualized

Monthly Returns

The table below presents the monthly returns of 50/50 Stocks/Bonds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.17%-0.99%-3.45%-1.49%-2.85%
20241.43%3.65%3.28%-0.89%3.35%1.18%1.45%-1.77%1.78%0.68%3.95%-3.11%15.74%
20236.15%-1.21%0.74%1.62%-0.80%4.78%3.39%-1.88%-2.02%-1.86%5.78%2.00%17.46%
20220.33%-0.80%0.54%-4.97%1.11%-7.05%5.70%-3.52%-6.78%7.62%4.44%-3.29%-7.66%
20210.13%4.70%3.34%3.12%2.10%-0.01%-0.15%-2.14%-1.72%4.13%-2.76%2.35%13.50%
2020-1.53%-6.02%-13.41%7.50%3.90%1.64%4.44%2.80%-2.26%-1.48%10.43%2.93%6.87%
20196.20%2.73%0.29%3.29%-4.80%4.10%0.99%-3.59%2.00%1.97%3.17%1.17%18.38%
20183.49%-3.35%-1.71%1.19%0.92%0.46%3.15%-1.78%0.57%-3.53%-0.19%-8.79%-9.73%
20170.76%2.19%-0.36%0.56%0.09%1.01%1.39%-2.14%2.20%0.61%1.92%0.89%9.41%
2016-4.17%-0.33%5.17%2.09%1.32%-1.12%3.37%1.34%0.53%-0.15%3.31%1.57%13.35%
2015-2.33%4.78%-1.09%1.98%0.34%-1.35%0.61%-4.29%-2.51%4.51%-0.04%-2.46%-2.23%
2014-2.27%2.30%1.04%0.30%1.47%1.53%-0.81%1.72%-0.94%1.29%1.28%-0.87%6.09%

Expense Ratio

50/50 Stocks/Bonds has an expense ratio of 0.34%, 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.


Expense ratio chart for FFRHX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFRHX: 0.67%
Expense ratio chart for FGLGX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGLGX: 0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 50/50 Stocks/Bonds is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 50/50 Stocks/Bonds is 2828
Overall Rank
The Sharpe Ratio Rank of 50/50 Stocks/Bonds is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of 50/50 Stocks/Bonds is 2323
Sortino Ratio Rank
The Omega Ratio Rank of 50/50 Stocks/Bonds is 2727
Omega Ratio Rank
The Calmar Ratio Rank of 50/50 Stocks/Bonds is 2929
Calmar Ratio Rank
The Martin Ratio Rank of 50/50 Stocks/Bonds is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.33, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.33
^GSPC: 0.49
The chart of Sortino ratio for Portfolio, currently valued at 0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.54
^GSPC: 0.81
The chart of Omega ratio for Portfolio, currently valued at 1.08, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.08
^GSPC: 1.12
The chart of Calmar ratio for Portfolio, currently valued at 0.34, compared to the broader market0.002.004.006.00
Portfolio: 0.34
^GSPC: 0.50
The chart of Martin ratio for Portfolio, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.28
^GSPC: 2.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FFRHX
Fidelity Floating Rate High Income Fund
1.662.721.651.628.27
FGLGX
Fidelity Series Large Cap Stock Fund
0.200.411.060.210.78

The current 50/50 Stocks/Bonds Sharpe ratio is 0.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.37 to 0.90, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 50/50 Stocks/Bonds with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.33
0.49
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

50/50 Stocks/Bonds provided a 4.93% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio4.93%4.95%5.04%3.52%2.87%4.58%3.79%3.78%2.91%2.81%4.75%4.39%
FFRHX
Fidelity Floating Rate High Income Fund
8.22%8.33%8.25%5.06%3.27%3.85%5.17%4.75%4.01%3.94%4.25%4.00%
FGLGX
Fidelity Series Large Cap Stock Fund
1.64%1.58%1.83%1.98%2.46%5.31%2.40%2.82%1.82%1.69%5.25%4.77%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.95%
-10.73%
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 50/50 Stocks/Bonds. 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 50/50 Stocks/Bonds was 30.86%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current 50/50 Stocks/Bonds drawdown is 6.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.86%Jan 21, 202044Mar 23, 2020162Nov 10, 2020206
-17.43%Jan 13, 2022182Sep 30, 2022189Jun 30, 2023371
-16.52%Aug 8, 201896Dec 24, 2018220Nov 7, 2019316
-14.27%May 22, 2015183Feb 11, 2016122Aug 5, 2016305
-13.35%Jan 24, 202552Apr 8, 2025

Volatility

Volatility Chart

The current 50/50 Stocks/Bonds volatility is 9.78%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.78%
14.23%
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
0.501.001.502.00
Effective Assets: 2.00

The portfolio contains 2 assets, with an effective number of assets of 2.00, 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

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

^GSPCFFRHXFGLGXPortfolio
^GSPC1.000.260.910.91
FFRHX0.261.000.290.36
FGLGX0.910.291.000.99
Portfolio0.910.360.991.00
The correlation results are calculated based on daily price changes starting from Dec 12, 2012