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Fidelity Recommended
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 30%SHV 10%IYY 45%IXUS 15%BondBondEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

30%

IXUS
iShares Core MSCI Total International Stock ETF
Foreign Large Cap Equities

15%

IYY
iShares Dow Jones U.S. ETF
Large Cap Growth Equities

45%

SHV
iShares Short Treasury Bond ETF
Government Bonds

10%

S&P 500

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


150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
142.03%
287.48%
Fidelity Recommended
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IXUS

Returns By Period

As of Jul 22, 2024, the Fidelity Recommended returned 8.32% Year-To-Date and 6.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Fidelity Recommended8.77%1.40%8.77%13.36%7.83%7.00%
AGG
iShares Core U.S. Aggregate Bond ETF
0.56%0.56%1.88%3.77%-0.02%1.45%
IYY
iShares Dow Jones U.S. ETF
16.26%1.92%14.33%22.88%14.18%12.30%
IXUS
iShares Core MSCI Total International Stock ETF
7.39%2.17%10.30%10.36%6.17%4.18%
SHV
iShares Short Treasury Bond ETF
2.82%0.42%2.53%5.33%2.07%1.46%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.31%2.43%2.36%-3.00%3.28%1.70%8.77%
20235.38%-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%
20200.15%-4.16%-8.25%7.49%3.43%1.81%3.66%3.78%-2.05%-1.56%7.47%2.86%14.30%
20195.27%1.79%1.52%2.17%-3.17%4.24%0.55%-0.40%1.01%1.50%1.88%1.93%19.61%
20182.92%-2.77%-0.83%-0.08%1.18%0.04%1.88%1.39%-0.01%-4.66%1.28%-4.03%-3.92%
20171.62%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%
20132.55%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.


Expense ratio chart for IYY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SHV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IXUS: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Fidelity Recommended is 46, 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 Recommended is 4646
Fidelity Recommended
The Sharpe Ratio Rank of Fidelity Recommended is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of Fidelity Recommended is 5555Sortino Ratio Rank
The Omega Ratio Rank of Fidelity Recommended is 5454Omega Ratio Rank
The Calmar Ratio Rank of Fidelity Recommended is 3232Calmar Ratio Rank
The Martin Ratio Rank of Fidelity Recommended is 4040Martin 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 Recommended
Sharpe ratio
The chart of Sharpe ratio for Fidelity Recommended, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.75
Sortino ratio
The chart of Sortino ratio for Fidelity Recommended, currently valued at 2.58, compared to the broader market-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for Fidelity Recommended, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Fidelity Recommended, currently valued at 1.09, compared to the broader market0.002.004.006.008.001.09
Martin ratio
The chart of Martin ratio for Fidelity Recommended, currently valued at 5.45, compared to the broader market0.0010.0020.0030.0040.005.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AGG
iShares Core U.S. Aggregate Bond ETF
0.540.821.090.201.60
IYY
iShares Dow Jones U.S. ETF
2.032.871.361.717.54
IXUS
iShares Core MSCI Total International Stock ETF
0.881.321.160.562.46
SHV
iShares Short Treasury Bond ETF
20.27145.5872.67195.982,114.42

Sharpe Ratio

The current Fidelity Recommended Sharpe ratio is 1.61. 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 1.31 to 2.07, 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 Recommended 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.75
1.99
Fidelity Recommended
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fidelity Recommended granted a 2.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fidelity Recommended2.51%2.46%1.90%1.47%1.58%2.30%2.39%1.86%1.95%2.04%1.91%1.74%
AGG
iShares Core U.S. Aggregate Bond ETF
3.45%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
1.13%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
3.01%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
5.12%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.35%
-1.97%
Fidelity Recommended
Benchmark (^GSPC)
Portfolio components

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 1.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.33%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-20.49%Nov 9, 2021235Oct 14, 2022329Feb 7, 2024564
-10.75%Sep 24, 201864Dec 24, 201856Mar 18, 2019120
-9.55%May 22, 2015183Feb 11, 201681Jun 8, 2016264
-6.28%Jan 29, 20189Feb 8, 2018140Aug 29, 2018149

Volatility

Volatility Chart

The current Fidelity Recommended volatility is 1.82%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.82%
2.94%
Fidelity Recommended
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.

SHVAGGIXUSIYY
SHV1.000.19-0.01-0.03
AGG0.191.000.02-0.03
IXUS-0.010.021.000.81
IYY-0.03-0.030.811.00
The correlation results are calculated based on daily price changes starting from Oct 23, 2012