Fidelity Portfolio
Moderate Growth with Income
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Fidelity Portfolio, 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
As of May 27, 2023, the Fidelity Portfolio returned 5.67% Year-To-Date and 5.41% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 8.71% | 8.71% |
| Fidelity Portfolio | -0.72% | 5.67% | 4.18% | -0.04% | 5.41% | 5.41% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 1.03% | 10.28% | 7.00% | 2.83% | 10.58% | 10.58% |
IJH iShares Core S&P Mid-Cap ETF | -1.76% | 1.20% | -1.89% | -2.18% | 5.77% | 5.77% |
IJR iShares Core S&P Small-Cap ETF | 0.10% | -0.23% | -4.31% | -6.65% | 3.49% | 3.49% |
IDEV iShares Core MSCI International Developed Markets ETF | -2.30% | 8.49% | 8.31% | 2.80% | 3.57% | 3.57% |
IEMG iShares Core MSCI Emerging Markets ETF | -0.16% | 3.85% | 6.15% | -4.09% | 0.06% | 0.06% |
AGG iShares Core U.S. Aggregate Bond ETF | -2.15% | 1.60% | 0.90% | -4.00% | 0.69% | 0.69% |
FLDR Fidelity Low Duration Bond Factor ETF | 0.25% | 2.46% | 3.16% | 3.29% | 1.89% | 1.89% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FLDR | AGG | IEMG | IJR | IDEV | IVV | IJH | |
|---|---|---|---|---|---|---|---|
| FLDR | 1.00 | 0.40 | -0.01 | -0.03 | -0.01 | -0.03 | -0.04 |
| AGG | 0.40 | 1.00 | 0.02 | -0.05 | 0.03 | 0.02 | -0.03 |
| IEMG | -0.01 | 0.02 | 1.00 | 0.60 | 0.79 | 0.70 | 0.65 |
| IJR | -0.03 | -0.05 | 0.60 | 1.00 | 0.74 | 0.81 | 0.96 |
| IDEV | -0.01 | 0.03 | 0.79 | 0.74 | 1.00 | 0.83 | 0.79 |
| IVV | -0.03 | 0.02 | 0.70 | 0.81 | 0.83 | 1.00 | 0.88 |
| IJH | -0.04 | -0.03 | 0.65 | 0.96 | 0.79 | 0.88 | 1.00 |
Dividend yield
Fidelity Portfolio granted a 2.56% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity Portfolio | 2.56% | 2.05% | 1.75% | 1.88% | 2.62% | 2.79% | 2.06% | 2.01% | 2.20% | 2.02% | 1.97% | 2.35% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.91% | 1.67% | 1.23% | 1.63% | 2.09% | 2.37% | 1.92% | 2.25% | 2.58% | 2.13% | 2.14% | 2.54% |
IJH iShares Core S&P Mid-Cap ETF | 2.06% | 1.69% | 1.21% | 1.32% | 1.71% | 1.84% | 1.29% | 1.75% | 1.75% | 1.52% | 1.49% | 1.67% |
IJR iShares Core S&P Small-Cap ETF | 1.77% | 1.42% | 1.56% | 1.15% | 1.51% | 1.68% | 1.30% | 1.33% | 1.65% | 1.38% | 1.14% | 1.91% |
IDEV iShares Core MSCI International Developed Markets ETF | 2.48% | 2.69% | 3.13% | 2.12% | 3.44% | 3.54% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.60% | 2.71% | 3.14% | 1.97% | 3.39% | 3.06% | 2.67% | 2.65% | 3.01% | 2.81% | 2.20% | 0.29% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.15% | 2.18% | 1.83% | 2.25% | 2.90% | 3.26% | 2.63% | 2.78% | 2.92% | 2.92% | 2.90% | 3.76% |
FLDR Fidelity Low Duration Bond Factor ETF | 4.13% | 2.13% | 0.53% | 1.28% | 2.85% | 1.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Fidelity Portfolio has an expense ratio of 0.06% 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.
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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.35 | ||||
IJH iShares Core S&P Mid-Cap ETF | 0.10 | ||||
IJR iShares Core S&P Small-Cap ETF | -0.10 | ||||
IDEV iShares Core MSCI International Developed Markets ETF | 0.26 | ||||
IEMG iShares Core MSCI Emerging Markets ETF | -0.08 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.48 | ||||
FLDR Fidelity Low Duration Bond Factor ETF | 1.87 |
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 Fidelity Portfolio. 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 Fidelity Portfolio is 21.69%, recorded on Mar 23, 2020. It took 83 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.69% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -20.6% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -10.73% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -5.24% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -3.3% | May 6, 2019 | 19 | May 31, 2019 | 12 | Jun 18, 2019 | 31 |
Volatility Chart
The current Fidelity Portfolio volatility is 2.07%, 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.