Fidelity Moderate
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Oct 10, 2017, corresponding to the inception date of FUAMX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Fidelity Moderate | 3.29% | 4.97% | 0.19% | 6.25% | 6.33% | N/A |
| Portfolio components: | ||||||
FGOVX Fidelity Government Income Fund | 1.92% | 0.22% | 1.17% | 4.94% | -1.82% | 0.79% |
FTHRX Fidelity Intermediate Bond Fund | 2.07% | 0.39% | 1.99% | 5.79% | 0.49% | 1.72% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.40% | 0.68% | 2.51% | 6.36% | -1.73% | N/A |
FIVLX Fidelity International Value Fund | 18.79% | 12.10% | 13.55% | 15.15% | 16.51% | 5.62% |
FXNAX Fidelity U.S. Bond Index Fund | 1.77% | 0.68% | 0.89% | 5.25% | -1.07% | 1.35% |
FTIHX Fidelity Total International Index Fund | 10.20% | 10.86% | 6.31% | 9.45% | 10.47% | N/A |
FBCVX Fidelity Blue Chip Value Fund | -1.05% | 3.23% | -8.47% | -9.76% | 10.08% | 4.92% |
FMAGX Fidelity Magellan Fund | 0.54% | 10.77% | -6.01% | 7.84% | 8.00% | 5.69% |
FGRTX Fidelity Mega Cap Stock Fund | -0.12% | 9.49% | -2.83% | 8.95% | 16.27% | 6.18% |
FDSCX Fidelity Stock Selector Small Cap Fund | -7.27% | 10.66% | -14.96% | -2.44% | 13.48% | 8.69% |
FTRNX Fidelity Trend Fund | -9.94% | 12.24% | -22.24% | -5.33% | 7.91% | 6.77% |
ICSH iShares Ultra Short-Term Bond ETF | 1.72% | 0.43% | 2.38% | 5.38% | 2.92% | 2.57% |
Monthly Returns
The table below presents the monthly returns of Fidelity Moderate, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.06% | 0.61% | -0.99% | 1.02% | 0.58% | 3.29% | |||||||
| 2024 | 0.49% | 1.85% | 2.20% | -2.23% | 2.86% | 0.59% | 2.24% | 1.31% | 1.18% | -1.96% | 2.23% | -3.25% | 7.54% |
| 2023 | 4.97% | -2.07% | 1.88% | 0.97% | -1.35% | 2.49% | 1.77% | -1.18% | -2.48% | -1.77% | 5.50% | 3.31% | 12.27% |
| 2022 | -2.34% | -1.37% | -0.64% | -5.01% | 0.85% | -4.72% | 4.23% | -3.15% | -5.86% | 3.38% | 5.40% | -2.49% | -11.79% |
| 2021 | -0.72% | 1.59% | 0.83% | 2.16% | 0.80% | 0.22% | 0.86% | 0.74% | -1.84% | 2.21% | -1.28% | 1.33% | 7.02% |
| 2020 | 0.18% | -2.87% | -6.13% | 5.01% | 2.87% | 1.89% | 2.24% | 2.23% | -1.59% | -1.81% | 7.04% | 2.17% | 11.04% |
| 2019 | 3.93% | 1.27% | 1.10% | 1.70% | -1.90% | 3.28% | 0.00% | -0.58% | 0.51% | 1.59% | 1.37% | -0.09% | 12.70% |
| 2018 | 2.17% | -2.60% | -0.54% | 0.23% | 0.41% | -0.18% | 1.49% | -0.07% | -0.02% | -3.72% | 0.47% | -3.78% | -6.16% |
| 2017 | 0.33% | 0.70% | -0.24% | 0.80% |
Expense Ratio
Fidelity Moderate has an expense ratio of 0.42%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fidelity Moderate is 64, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
FGOVX Fidelity Government Income Fund | 0.86 | 1.36 | 1.16 | 0.33 | 2.12 |
FTHRX Fidelity Intermediate Bond Fund | 1.60 | 2.56 | 1.31 | 0.81 | 5.28 |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 1.04 | 1.63 | 1.19 | 0.40 | 2.41 |
FIVLX Fidelity International Value Fund | 0.88 | 1.24 | 1.18 | 1.05 | 3.34 |
FXNAX Fidelity U.S. Bond Index Fund | 0.92 | 1.47 | 1.17 | 0.39 | 2.43 |
FTIHX Fidelity Total International Index Fund | 0.61 | 0.93 | 1.13 | 0.72 | 2.17 |
FBCVX Fidelity Blue Chip Value Fund | -0.59 | -0.83 | 0.89 | -0.54 | -1.16 |
FMAGX Fidelity Magellan Fund | 0.22 | 0.64 | 1.09 | 0.37 | 1.22 |
FGRTX Fidelity Mega Cap Stock Fund | 0.47 | 0.77 | 1.12 | 0.48 | 1.88 |
FDSCX Fidelity Stock Selector Small Cap Fund | -0.12 | 0.02 | 1.00 | -0.09 | -0.26 |
FTRNX Fidelity Trend Fund | -0.16 | -0.01 | 1.00 | -0.14 | -0.34 |
ICSH iShares Ultra Short-Term Bond ETF | 11.62 | 27.12 | 6.13 | 64.93 | 354.28 |
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Dividends
Dividend yield
Fidelity Moderate provided a 2.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.93% | 2.30% | 1.52% | 1.63% | 1.75% | 2.14% | 2.12% | 1.30% | 1.21% | 2.16% | 2.43% |
| Portfolio components: | ||||||||||||
FGOVX Fidelity Government Income Fund | 3.51% | 3.75% | 2.57% | 1.52% | 0.75% | 1.11% | 2.09% | 2.07% | 1.80% | 1.64% | 2.45% | 1.89% |
FTHRX Fidelity Intermediate Bond Fund | 3.23% | 3.49% | 2.94% | 2.04% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.64% | 3.59% | 2.19% | 1.64% | 1.95% | 3.13% | 2.17% | 2.23% | 0.49% | 0.00% | 0.00% | 0.00% |
FIVLX Fidelity International Value Fund | 2.44% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.19% | 3.33% | 1.50% | 2.57% | 1.44% | 3.94% |
FXNAX Fidelity U.S. Bond Index Fund | 3.17% | 3.40% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% |
FTIHX Fidelity Total International Index Fund | 2.61% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% |
FBCVX Fidelity Blue Chip Value Fund | 1.79% | 1.77% | 1.53% | 1.07% | 1.26% | 1.07% | 1.48% | 1.62% | 1.09% | 1.05% | 1.77% | 1.39% |
FMAGX Fidelity Magellan Fund | 0.18% | 0.23% | 0.42% | 0.27% | 0.00% | 0.00% | 0.48% | 0.69% | 0.79% | 0.60% | 8.40% | 13.88% |
FGRTX Fidelity Mega Cap Stock Fund | 1.04% | 1.04% | 1.06% | 1.34% | 1.76% | 2.87% | 2.01% | 2.22% | 1.57% | 1.48% | 4.07% | 5.39% |
FDSCX Fidelity Stock Selector Small Cap Fund | 0.82% | 0.76% | 0.23% | 0.12% | 0.17% | 0.00% | 0.33% | 0.28% | 0.43% | 0.47% | 7.52% | 0.37% |
FTRNX Fidelity Trend Fund | 0.75% | 0.46% | 0.05% | 0.01% | 0.00% | 0.04% | 0.23% | 0.26% | 0.35% | 0.46% | 2.49% | 3.12% |
ICSH iShares Ultra Short-Term Bond ETF | 4.97% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% | 0.46% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity Moderate. 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 Moderate was 18.33%, occurring on Sep 27, 2022. Recovery took 362 trading sessions.
The current Fidelity Moderate drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.33% | Nov 10, 2021 | 223 | Sep 27, 2022 | 362 | Mar 1, 2024 | 585 |
| -15.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -11.04% | Jan 29, 2018 | 231 | Dec 24, 2018 | 129 | Jul 1, 2019 | 360 |
| -7.28% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -4.27% | Sep 3, 2020 | 41 | Oct 30, 2020 | 6 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 9.43, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | ICSH | FTHRX | FXNAX | FGOVX | FUAMX | FBCVX | FIVLX | FTRNX | FMAGX | FTIHX | FDSCX | FGRTX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | -0.03 | -0.02 | -0.07 | -0.09 | 0.78 | 0.72 | 0.91 | 0.93 | 0.77 | 0.84 | 0.93 | 0.90 |
| ICSH | 0.05 | 1.00 | 0.34 | 0.34 | 0.33 | 0.32 | 0.02 | 0.06 | 0.06 | 0.05 | 0.09 | 0.06 | 0.03 | 0.15 |
| FTHRX | -0.03 | 0.34 | 1.00 | 0.92 | 0.90 | 0.92 | -0.09 | -0.03 | 0.00 | 0.00 | 0.02 | -0.04 | -0.10 | 0.18 |
| FXNAX | -0.02 | 0.34 | 0.92 | 1.00 | 0.96 | 0.94 | -0.10 | -0.03 | 0.01 | 0.02 | 0.02 | -0.03 | -0.10 | 0.19 |
| FGOVX | -0.07 | 0.33 | 0.90 | 0.96 | 1.00 | 0.96 | -0.14 | -0.08 | -0.03 | -0.02 | -0.03 | -0.07 | -0.15 | 0.14 |
| FUAMX | -0.09 | 0.32 | 0.92 | 0.94 | 0.96 | 1.00 | -0.16 | -0.10 | -0.05 | -0.05 | -0.05 | -0.10 | -0.18 | 0.11 |
| FBCVX | 0.78 | 0.02 | -0.09 | -0.10 | -0.14 | -0.16 | 1.00 | 0.72 | 0.57 | 0.63 | 0.70 | 0.77 | 0.84 | 0.76 |
| FIVLX | 0.72 | 0.06 | -0.03 | -0.03 | -0.08 | -0.10 | 0.72 | 1.00 | 0.63 | 0.63 | 0.94 | 0.71 | 0.79 | 0.86 |
| FTRNX | 0.91 | 0.06 | 0.00 | 0.01 | -0.03 | -0.05 | 0.57 | 0.63 | 1.00 | 0.94 | 0.71 | 0.76 | 0.80 | 0.84 |
| FMAGX | 0.93 | 0.05 | 0.00 | 0.02 | -0.02 | -0.05 | 0.63 | 0.63 | 0.94 | 1.00 | 0.70 | 0.75 | 0.81 | 0.84 |
| FTIHX | 0.77 | 0.09 | 0.02 | 0.02 | -0.03 | -0.05 | 0.70 | 0.94 | 0.71 | 0.70 | 1.00 | 0.73 | 0.79 | 0.89 |
| FDSCX | 0.84 | 0.06 | -0.04 | -0.03 | -0.07 | -0.10 | 0.77 | 0.71 | 0.76 | 0.75 | 0.73 | 1.00 | 0.83 | 0.84 |
| FGRTX | 0.93 | 0.03 | -0.10 | -0.10 | -0.15 | -0.18 | 0.84 | 0.79 | 0.80 | 0.81 | 0.79 | 0.83 | 1.00 | 0.89 |
| Portfolio | 0.90 | 0.15 | 0.18 | 0.19 | 0.14 | 0.11 | 0.76 | 0.86 | 0.84 | 0.84 | 0.89 | 0.84 | 0.89 | 1.00 |