Fidelity Recommended
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IXUS
Returns By Period
As of Oct 18, 2024, the Fidelity Recommended returned 13.00% Year-To-Date and 7.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Fidelity Recommended | 13.38% | 1.05% | 11.45% | 26.03% | 8.54% | 7.57% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.06% | -1.63% | 6.23% | 12.16% | 0.05% | 1.56% |
IYY iShares Dow Jones U.S. ETF | 23.25% | 2.99% | 17.45% | 40.53% | 15.53% | 13.02% |
IXUS iShares Core MSCI Total International Stock ETF | 11.94% | 1.06% | 10.46% | 27.73% | 6.80% | 5.55% |
SHV iShares Short Treasury Bond ETF | 4.18% | 0.31% | 2.65% | 5.34% | 2.23% | 1.59% |
Monthly Returns
The table below presents the monthly returns of Fidelity Recommended, 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 | 0.31% | 2.43% | 2.36% | -3.00% | 3.28% | 1.70% | 1.77% | 1.88% | 1.74% | 13.38% | |||
| 2023 | 5.38% | -2.40% | 2.57% | 1.00% | -0.61% | 3.68% | 2.19% | -1.63% | -3.41% | -2.10% | 6.90% | 4.22% | 16.27% |
| 2022 | -3.69% | -2.01% | 0.60% | -6.20% | 0.34% | -5.35% | 5.52% | -3.36% | -6.90% | 3.73% | 5.57% | -3.28% | -14.94% |
| 2021 | -0.49% | 1.23% | 1.72% | 3.04% | 0.70% | 1.32% | 1.13% | 1.49% | -2.94% | 3.48% | -1.15% | 2.20% | 12.18% |
| 2020 | 0.15% | -4.16% | -8.25% | 7.49% | 3.43% | 1.81% | 3.66% | 3.78% | -2.05% | -1.56% | 7.47% | 2.86% | 14.30% |
| 2019 | 5.27% | 1.79% | 1.52% | 2.17% | -3.17% | 4.24% | 0.55% | -0.40% | 1.01% | 1.50% | 1.88% | 1.93% | 19.61% |
| 2018 | 2.92% | -2.77% | -0.83% | -0.08% | 1.18% | 0.04% | 1.88% | 1.39% | -0.01% | -4.66% | 1.28% | -4.03% | -3.92% |
| 2017 | 1.62% | 2.10% | 0.44% | 1.08% | 1.16% | 0.49% | 1.52% | 0.46% | 1.13% | 1.32% | 1.46% | 0.97% | 14.63% |
| 2016 | -3.03% | 0.05% | 4.48% | 0.67% | 0.65% | 0.56% | 2.55% | 0.06% | 0.38% | -1.45% | 0.74% | 1.18% | 6.89% |
| 2015 | -0.74% | 3.15% | -0.57% | 0.74% | 0.40% | -1.60% | 0.97% | -3.87% | -1.52% | 4.57% | -0.13% | -1.26% | -0.12% |
| 2014 | -1.72% | 2.93% | 0.30% | 0.60% | 1.66% | 1.26% | -1.08% | 2.33% | -1.78% | 1.34% | 1.32% | -0.48% | 6.75% |
| 2013 | 2.55% | 0.49% | 1.97% | 1.57% | 0.06% | -1.74% | 3.32% | -1.96% | 3.15% | 2.73% | 1.41% | 1.08% | 15.46% |
Expense Ratio
Fidelity Recommended has an expense ratio of 0.13%, which is considered low compared to other funds. 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 Recommended is 67, 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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 1.99 | 2.94 | 1.36 | 0.69 | 8.31 |
IYY iShares Dow Jones U.S. ETF | 2.99 | 3.96 | 1.55 | 2.76 | 19.33 |
IXUS iShares Core MSCI Total International Stock ETF | 1.99 | 2.80 | 1.35 | 1.35 | 13.26 |
SHV iShares Short Treasury Bond ETF | 19.82 | 138.05 | 56.45 | 198.78 | 2,032.63 |
Dividends
Dividend yield
Fidelity Recommended granted a 2.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity Recommended | 2.49% | 2.46% | 1.90% | 1.47% | 1.58% | 2.30% | 2.39% | 1.86% | 1.95% | 2.04% | 1.91% | 1.74% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.54% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
IYY iShares Dow Jones U.S. ETF | 1.08% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% | 1.66% | 1.62% |
IXUS iShares Core MSCI Total International Stock ETF | 2.89% | 3.13% | 2.48% | 3.11% | 1.85% | 3.09% | 3.00% | 2.40% | 2.57% | 2.80% | 2.95% | 2.07% |
SHV iShares Short Treasury Bond ETF | 5.14% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
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 Recommended. 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 Recommended was 21.33%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Fidelity Recommended drawdown is 0.30%.
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 | 329 | Feb 7, 2024 | 564 |
| -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
Volatility Chart
The current Fidelity Recommended volatility is 1.55%, 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
| SHV | AGG | IXUS | IYY | |
|---|---|---|---|---|
| SHV | 1.00 | 0.20 | -0.01 | -0.02 |
| AGG | 0.20 | 1.00 | 0.03 | -0.03 |
| IXUS | -0.01 | 0.03 | 1.00 | 0.81 |
| IYY | -0.02 | -0.03 | 0.81 | 1.00 |