3-Fund FidelityZ
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 30% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 20% |
FZROX Fidelity ZERO Total Market Index Fund | Large Cap Blend Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.68% | 7.17% | -1.66% | 11.63% | 14.34% | 10.88% |
| 3-Fund FidelityZ | 4.06% | 4.85% | 2.03% | 10.87% | 9.67% | N/A |
| Portfolio components: | ||||||
FZROX Fidelity ZERO Total Market Index Fund | 0.79% | 7.49% | -2.03% | 12.64% | 15.55% | N/A |
FZILX Fidelity ZERO International Index Fund | 15.45% | 6.43% | 13.78% | 13.78% | 10.72% | N/A |
FXNAX Fidelity U.S. Bond Index Fund | 1.78% | -0.57% | 0.99% | 5.05% | -1.01% | 1.42% |
Monthly Returns
The table below presents the monthly returns of 3-Fund FidelityZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.46% | 0.16% | -2.87% | 0.40% | 3.97% | 4.06% | |||||||
| 2024 | 0.31% | 2.91% | 2.48% | -3.34% | 3.65% | 1.65% | 2.19% | 1.94% | 2.00% | -2.07% | 3.55% | -2.42% | 13.28% |
| 2023 | 6.22% | -2.76% | 2.65% | 1.00% | -0.70% | 4.27% | 2.54% | -2.04% | -3.92% | -2.46% | 7.78% | 4.73% | 17.81% |
| 2022 | -4.09% | -2.25% | 0.69% | -6.96% | 0.48% | -6.32% | 6.10% | -3.51% | -7.94% | 4.46% | 6.52% | -3.74% | -16.54% |
| 2021 | -0.43% | 1.50% | 1.74% | 3.39% | 0.92% | 1.43% | 0.95% | 1.78% | -3.22% | 3.90% | -1.54% | 2.58% | 13.56% |
| 2020 | -0.17% | -4.88% | -9.72% | 8.61% | 3.81% | 2.23% | 4.00% | 4.30% | -2.38% | -1.67% | 9.02% | 3.50% | 16.09% |
| 2019 | 6.07% | 2.14% | 1.54% | 2.53% | -3.84% | 5.02% | 0.45% | -0.67% | 1.27% | 1.85% | 2.07% | 2.26% | 22.36% |
| 2018 | 1.16% | 0.03% | -5.53% | 1.42% | -4.93% | -7.83% |
Expense Ratio
3-Fund FidelityZ has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 3-Fund FidelityZ is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 0.63 | 1.02 | 1.15 | 0.66 | 2.47 |
FZILX Fidelity ZERO International Index Fund | 0.85 | 1.26 | 1.17 | 1.02 | 3.16 |
FXNAX Fidelity U.S. Bond Index Fund | 0.94 | 1.52 | 1.18 | 0.44 | 2.49 |
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Dividends
Dividend yield
3-Fund FidelityZ provided a 2.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.14% | 2.20% | 2.15% | 2.06% | 1.76% | 1.88% | 2.12% | 1.32% | 0.77% | 0.76% | 0.83% | 0.78% |
| Portfolio components: | ||||||||||||
FZROX Fidelity ZERO Total Market Index Fund | 1.15% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.60% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% |
FXNAX Fidelity U.S. Bond Index Fund | 3.48% | 3.40% | 2.91% | 2.43% | 2.06% | 3.07% | 2.67% | 2.73% | 2.58% | 2.54% | 2.75% | 2.59% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 3-Fund FidelityZ. 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 3-Fund FidelityZ was 24.55%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current 3-Fund FidelityZ drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -23.09% | Nov 9, 2021 | 237 | Oct 14, 2022 | 343 | Feb 22, 2024 | 580 |
| -12.53% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -11.88% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
| -5.97% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.63, 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
| ^GSPC | FXNAX | FZILX | FZROX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.78 | 0.99 | 0.96 |
| FXNAX | -0.00 | 1.00 | 0.03 | -0.00 | 0.13 |
| FZILX | 0.78 | 0.03 | 1.00 | 0.79 | 0.87 |
| FZROX | 0.99 | -0.00 | 0.79 | 1.00 | 0.97 |
| Portfolio | 0.96 | 0.13 | 0.87 | 0.97 | 1.00 |