Fidelity 85/15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 15% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 25% |
FZROX Fidelity ZERO Total Market Index Fund | Large Cap Blend Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity 85/15, 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
The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Fidelity 85/15 | 16.12% | -0.24% | 12.39% | 32.84% | 10.71% | N/A |
| Portfolio components: | ||||||
FZROX Fidelity ZERO Total Market Index Fund | 22.38% | 1.80% | 16.23% | 42.01% | 15.08% | N/A |
FZILX Fidelity ZERO International Index Fund | 10.12% | -3.71% | 7.78% | 25.73% | 6.33% | N/A |
FXNAX Fidelity U.S. Bond Index Fund | 2.02% | -2.64% | 5.07% | 10.52% | -0.51% | 1.31% |
Monthly Returns
The table below presents the monthly returns of Fidelity 85/15, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.32% | 3.83% | 2.86% | -3.57% | 4.09% | 1.81% | 2.12% | 2.12% | 2.06% | 16.12% | |||
| 2023 | 6.83% | -2.81% | 2.68% | 1.14% | -0.70% | 5.24% | 3.09% | -2.35% | -4.15% | -2.70% | 8.49% | 4.99% | 20.49% |
| 2022 | -4.50% | -2.50% | 1.44% | -7.60% | 0.41% | -7.38% | 6.90% | -3.69% | -8.72% | 5.69% | 7.14% | -4.27% | -17.32% |
| 2021 | -0.37% | 2.15% | 2.35% | 3.92% | 1.09% | 1.53% | 0.90% | 2.19% | -3.71% | 4.68% | -1.92% | 3.30% | 16.99% |
| 2020 | -0.66% | -6.33% | -11.95% | 10.08% | 4.48% | 2.56% | 4.54% | 5.35% | -2.81% | -2.03% | 10.75% | 4.14% | 16.88% |
| 2019 | 7.14% | 2.58% | 1.45% | 3.07% | -5.00% | 5.86% | 0.46% | -1.37% | 1.69% | 2.19% | 2.50% | 2.81% | 25.41% |
| 2018 | 1.28% | 0.15% | -6.56% | 1.60% | -6.38% | -9.85% |
Expense Ratio
Fidelity 85/15 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fidelity 85/15 is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 3.01 | 3.99 | 1.56 | 4.17 | 19.07 |
FZILX Fidelity ZERO International Index Fund | 1.65 | 2.37 | 1.31 | 1.55 | 9.97 |
FXNAX Fidelity U.S. Bond Index Fund | 1.47 | 2.21 | 1.26 | 0.52 | 5.41 |
Dividends
Dividend yield
Fidelity 85/15 provided a 1.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity 85/15 | 1.83% | 2.00% | 1.98% | 1.67% | 1.49% | 2.02% | 1.02% | 0.38% | 0.38% | 0.40% | 0.39% | 0.36% |
| Portfolio components: | ||||||||||||
FZROX Fidelity ZERO Total Market Index Fund | 1.11% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.71% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXNAX Fidelity U.S. Bond Index Fund | 3.27% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity 85/15. 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 Fidelity 85/15 was 29.48%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Fidelity 85/15 drawdown is 0.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.51% | Nov 9, 2021 | 237 | Oct 14, 2022 | 326 | Jan 29, 2024 | 563 |
| -15.46% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
| -6.99% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.72% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Fidelity 85/15 volatility is 2.09%, 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.
Diversification
Asset Correlations Table
| FXNAX | FZROX | FZILX | |
|---|---|---|---|
| FXNAX | 1.00 | -0.01 | 0.02 |
| FZROX | -0.01 | 1.00 | 0.80 |
| FZILX | 0.02 | 0.80 | 1.00 |