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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%

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.41%
11.72%
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 Nov 2, 2024, the 50/50 Stocks/Bonds returned 15.72% Year-To-Date and 8.88% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.10%0.34%11.72%32.68%13.33%11.05%
50/50 Stocks/Bonds15.72%0.87%7.41%22.62%11.29%8.85%
FFRHX
Fidelity Floating Rate High Income Fund
6.91%0.22%3.20%9.01%5.43%4.48%
FGLGX
Fidelity Series Large Cap Stock Fund
24.94%1.54%11.74%37.41%16.93%12.93%

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
20241.38%3.07%2.60%-0.38%2.72%0.76%1.44%1.00%1.69%0.42%15.72%
20235.54%-0.88%0.62%1.36%-0.55%4.28%2.91%-0.55%-1.59%-1.38%4.85%2.93%18.60%
20220.31%-0.73%0.49%-3.88%0.34%-5.95%4.91%-0.21%-5.94%6.49%3.93%-2.82%-3.85%
20210.31%3.98%2.67%2.54%1.79%0.04%-0.15%1.07%-1.19%3.33%-2.26%2.81%15.79%
2020-1.24%-5.25%-13.19%6.95%3.93%1.47%4.06%3.76%-1.90%-1.24%9.18%3.35%8.14%
20195.78%2.59%0.23%3.03%-4.13%3.51%0.96%-1.77%1.81%1.60%2.78%2.20%19.81%
20183.02%-2.74%-1.41%1.13%0.77%0.33%2.79%1.12%0.60%-2.91%-0.33%-6.29%-4.23%
20170.71%1.92%-0.28%0.52%0.16%0.84%1.30%-0.62%1.90%0.60%1.61%1.42%10.51%
2016-3.72%-0.33%4.82%2.11%1.25%-0.98%3.13%1.31%0.55%-0.06%2.91%1.51%12.93%
2015-1.95%4.31%-0.91%1.84%0.31%-1.24%0.48%-3.80%-2.20%4.06%-0.14%-1.76%-1.34%
2014-1.98%2.08%0.95%0.28%1.37%1.42%-0.74%1.54%-0.92%1.18%1.14%-0.92%5.43%
20132.89%0.61%2.07%1.63%1.72%-1.11%3.22%-1.42%1.54%2.45%1.65%1.34%17.78%

Expense Ratio

50/50 Stocks/Bonds features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for FFRHX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FGLGX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 50/50 Stocks/Bonds is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 50/50 Stocks/Bonds is 9595
Combined Rank
The Sharpe Ratio Rank of 50/50 Stocks/Bonds is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of 50/50 Stocks/Bonds is 9696Sortino Ratio Rank
The Omega Ratio Rank of 50/50 Stocks/Bonds is 9797Omega Ratio Rank
The Calmar Ratio Rank of 50/50 Stocks/Bonds is 9090Calmar Ratio Rank
The Martin Ratio Rank of 50/50 Stocks/Bonds is 9595Martin 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.


50/50 Stocks/Bonds
Sharpe ratio
The chart of Sharpe ratio for 50/50 Stocks/Bonds, currently valued at 3.68, compared to the broader market0.002.004.003.68
Sortino ratio
The chart of Sortino ratio for 50/50 Stocks/Bonds, currently valued at 5.32, compared to the broader market-2.000.002.004.006.005.32
Omega ratio
The chart of Omega ratio for 50/50 Stocks/Bonds, currently valued at 1.77, compared to the broader market0.801.001.201.401.601.801.77
Calmar ratio
The chart of Calmar ratio for 50/50 Stocks/Bonds, currently valued at 5.31, compared to the broader market0.002.004.006.008.0010.0012.0014.005.31
Martin ratio
The chart of Martin ratio for 50/50 Stocks/Bonds, currently valued at 29.14, compared to the broader market0.0010.0020.0030.0040.0050.0029.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FFRHX
Fidelity Floating Rate High Income Fund
3.5310.973.6410.2954.27
FGLGX
Fidelity Series Large Cap Stock Fund
3.204.231.604.6123.60

Sharpe Ratio

The current 50/50 Stocks/Bonds Sharpe ratio is 3.68. 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 2.14 to 2.96, this portfolio's current Sharpe ratio 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.

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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.68
2.88
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

50/50 Stocks/Bonds provided a 7.73% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
50/50 Stocks/Bonds7.73%6.76%5.80%6.24%6.14%5.93%8.50%4.64%2.81%5.25%4.39%3.55%
FFRHX
Fidelity Floating Rate High Income Fund
7.74%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
7.72%5.29%6.55%9.22%8.44%6.72%12.29%5.23%1.69%6.26%4.77%3.64%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.09%
-2.32%
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 1.09%.


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 1.53%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
1.53%
3.23%
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
The correlation results are calculated based on daily price changes starting from Dec 12, 2012