Fidelity Recommended
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Fidelity Recommended, 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 Sep 22, 2023, the Fidelity Recommended returned 7.33% Year-To-Date and 6.32% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| Fidelity Recommended | -0.62% | 4.03% | 7.33% | 9.30% | 5.28% | 6.32% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.35% | -3.85% | -0.39% | -1.08% | 0.27% | 1.22% |
IYY iShares Dow Jones U.S. ETF | -1.17% | 10.28% | 13.76% | 15.24% | 9.23% | 11.23% |
IXUS iShares Core MSCI Total International Stock ETF | -0.30% | 2.51% | 6.41% | 15.52% | 2.68% | 3.55% |
SHV iShares Short Treasury Bond ETF | 0.46% | 2.34% | 3.44% | 4.40% | 1.61% | 1.02% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SHV | AGG | IXUS | IYY | |
|---|---|---|---|---|
| SHV | 1.00 | 0.18 | -0.03 | -0.04 |
| AGG | 0.18 | 1.00 | -0.01 | -0.06 |
| IXUS | -0.03 | -0.01 | 1.00 | 0.81 |
| IYY | -0.04 | -0.06 | 0.81 | 1.00 |
Dividend yield
Fidelity Recommended granted a 2.29% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity Recommended | 2.29% | 1.93% | 1.52% | 1.67% | 2.47% | 2.63% | 2.09% | 2.25% | 2.40% | 2.30% | 2.14% | 2.28% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.06% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
IYY iShares Dow Jones U.S. ETF | 1.36% | 1.49% | 1.06% | 1.36% | 1.88% | 2.11% | 1.76% | 2.01% | 2.22% | 1.91% | 1.90% | 2.37% |
IXUS iShares Core MSCI Total International Stock ETF | 2.43% | 2.52% | 3.24% | 1.98% | 3.38% | 3.39% | 2.79% | 3.07% | 3.43% | 3.70% | 2.68% | 0.44% |
SHV iShares Short Treasury Bond ETF | 3.93% | 1.43% | 0.00% | 0.77% | 2.30% | 1.78% | 0.79% | 0.37% | 0.03% | 0.00% | 0.00% | 0.01% |
Expense Ratio
The Fidelity Recommended features an expense ratio of 0.13%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | -0.10 | ||||
IYY iShares Dow Jones U.S. ETF | 0.75 | ||||
IXUS iShares Core MSCI Total International Stock ETF | 0.83 | ||||
SHV iShares Short Treasury Bond ETF | 13.25 |
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 Recommended. 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 Recommended is 21.33%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -20.49% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -10.75% | Sep 24, 2018 | 64 | Dec 24, 2018 | 56 | Mar 18, 2019 | 120 |
| -9.55% | May 22, 2015 | 183 | Feb 11, 2016 | 81 | Jun 8, 2016 | 264 |
| -6.28% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 29, 2018 | 149 |
Volatility Chart
The current Fidelity Recommended volatility is 2.38%, 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.