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

Asset Allocation


FFRHX 50%FGLGX 50%BondBondEquityEquity
PositionCategory/SectorWeight
FFRHX
Fidelity Floating Rate High Income Fund
High Yield Bonds

50%

FGLGX
Fidelity Series Large Cap Stock Fund
Large Cap Blend Equities

50%

S&P 500

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 Quarterly


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.20%
15.74%
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 13, 2024, the 50/50 Stocks/Bonds returned 6.49% Year-To-Date and 8.50% of annualized return in the last 10 years.


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%
50/50 Stocks/Bonds6.05%0.36%12.20%18.22%10.35%8.40%
FFRHX
Fidelity Floating Rate High Income Fund
2.87%0.29%5.33%11.06%4.89%4.18%
FGLGX
Fidelity Series Large Cap Stock Fund
9.11%0.33%19.15%25.39%15.54%12.32%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.38%3.07%2.95%
2023-1.59%-1.38%4.85%2.93%

Expense Ratio

The 50/50 Stocks/Bonds has a high expense ratio of 0.34%, indicating higher-than-average management fees. 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%0.67%
0.50%1.00%1.50%2.00%0.00%

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.


50/50 Stocks/Bonds
Sharpe ratio
The chart of Sharpe ratio for 50/50 Stocks/Bonds, currently valued at 2.74, compared to the broader market0.002.004.002.74
Sortino ratio
The chart of Sortino ratio for 50/50 Stocks/Bonds, currently valued at 4.10, compared to the broader market-2.000.002.004.006.004.10
Omega ratio
The chart of Omega ratio for 50/50 Stocks/Bonds, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.801.51
Calmar ratio
The chart of Calmar ratio for 50/50 Stocks/Bonds, currently valued at 3.88, compared to the broader market0.002.004.006.008.0010.0012.003.88
Martin ratio
The chart of Martin ratio for 50/50 Stocks/Bonds, currently valued at 15.29, compared to the broader market0.0010.0020.0030.0040.0050.0015.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
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 market0.002.004.006.008.0010.0012.001.43
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
FFRHX
Fidelity Floating Rate High Income Fund
4.2315.113.6211.2052.79
FGLGX
Fidelity Series Large Cap Stock Fund
2.002.861.352.488.81

Sharpe Ratio

The current 50/50 Stocks/Bonds Sharpe ratio is 2.82. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.82

The Sharpe ratio of 50/50 Stocks/Bonds is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.74
1.89
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

50/50 Stocks/Bonds granted a 6.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
50/50 Stocks/Bonds6.64%6.76%5.80%6.24%6.14%5.93%8.50%4.64%2.81%5.25%4.39%3.40%
FFRHX
Fidelity Floating Rate High Income Fund
8.43%8.23%5.06%3.26%3.84%5.15%4.72%4.05%3.94%4.25%4.00%3.46%
FGLGX
Fidelity Series Large Cap Stock Fund
4.85%5.29%6.55%9.22%8.44%6.72%12.29%5.23%1.69%6.26%4.77%3.33%

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
-1.48%
-3.66%
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 29.37%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current 50/50 Stocks/Bonds drawdown is 1.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.37%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-12.63%Jan 13, 2022182Sep 30, 202289Feb 7, 2023271
-12.45%May 22, 2015183Feb 11, 2016110Jul 20, 2016293
-12.16%Sep 24, 201864Dec 24, 201879Apr 18, 2019143
-5.9%Jan 29, 201839Mar 23, 201891Jul 31, 2018130

Volatility

Volatility Chart

The current 50/50 Stocks/Bonds volatility is 1.81%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.81%
3.44%
50/50 Stocks/Bonds
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.

FFRHXFGLGX
FFRHX1.000.29
FGLGX0.291.00