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Fidelity 85/15
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FXNAX 15%FZROX 60%FZILX 25%BondBondEquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
12.39%
15.83%
Fidelity 85/15
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Fidelity 85/1516.12%-0.24%12.39%32.84%10.71%N/A
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.32%3.83%2.86%-3.57%4.09%1.81%2.12%2.12%2.06%16.12%
20236.83%-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%
20197.14%2.58%1.45%3.07%-5.00%5.86%0.46%-1.37%1.69%2.19%2.50%2.81%25.41%
20181.28%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.


Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FZROX: 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%
Expense ratio chart for FZILX: 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 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.


The Risk-Adjusted Performance Rank of Fidelity 85/15 is 4545
Combined Rank
The Sharpe Ratio Rank of Fidelity 85/15 is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of Fidelity 85/15 is 4444Sortino Ratio Rank
The Omega Ratio Rank of Fidelity 85/15 is 4646Omega Ratio Rank
The Calmar Ratio Rank of Fidelity 85/15 is 4646Calmar Ratio Rank
The Martin Ratio Rank of Fidelity 85/15 is 5151Martin 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.


Fidelity 85/15
Sharpe ratio
The chart of Sharpe ratio for Fidelity 85/15, currently valued at 2.76, compared to the broader market0.002.004.006.002.76
Sortino ratio
The chart of Sortino ratio for Fidelity 85/15, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for Fidelity 85/15, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for Fidelity 85/15, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Martin ratio
The chart of Martin ratio for Fidelity 85/15, currently valued at 18.48, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FZROX
Fidelity ZERO Total Market Index Fund
3.013.991.564.1719.07
FZILX
Fidelity ZERO International Index Fund
1.652.371.311.559.97
FXNAX
Fidelity U.S. Bond Index Fund
1.472.211.260.525.41

Sharpe Ratio

The current Fidelity 85/15 Sharpe ratio is 2.76. 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 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Fidelity 85/15 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.76
3.43
Fidelity 85/15
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fidelity 85/15 provided a 1.83% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Fidelity 85/151.83%2.00%1.98%1.67%1.49%2.02%1.02%0.38%0.38%0.40%0.39%0.36%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.98%
-0.54%
Fidelity 85/15
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202095Aug 6, 2020118
-24.51%Nov 9, 2021237Oct 14, 2022326Jan 29, 2024563
-15.46%Sep 24, 201864Dec 24, 201869Apr 4, 2019133
-6.99%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.72%Jul 17, 202414Aug 5, 202414Aug 23, 202428

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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.09%
2.71%
Fidelity 85/15
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.

FXNAXFZROXFZILX
FXNAX1.00-0.010.02
FZROX-0.011.000.80
FZILX0.020.801.00
The correlation results are calculated based on daily price changes starting from Aug 6, 2018