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Fidelity Moderate
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FUAMX 17%ICSH 15%FTHRX 9%FXNAX 7%FGOVX 6%FIVLX 13%FGRTX 10%FTRNX 6%FTIHX 5%FDSCX 5%FMAGX 4%FBCVX 3%BondBondEquityEquity
PositionCategory/SectorWeight
FBCVX
Fidelity Blue Chip Value Fund
Large Cap Value Equities

3%

FDSCX
Fidelity Stock Selector Small Cap Fund
Small Cap Blend Equities

5%

FGOVX
Fidelity Government Income Fund
Government Bonds

6%

FGRTX
Fidelity Mega Cap Stock Fund
Large Cap Blend Equities

10%

FIVLX
Fidelity International Value Fund
Foreign Large Cap Equities

13%

FMAGX
Fidelity Magellan Fund
Large Cap Growth Equities

4%

FTHRX
Fidelity Intermediate Bond Fund
Total Bond Market

9%

FTIHX
Fidelity Total International Index Fund
Foreign Large Cap Equities

5%

FTRNX
Fidelity Trend Fund
Large Cap Growth Equities

6%

FUAMX
Fidelity Intermediate Treasury Bond Index Fund
Government Bonds

17%

FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market

7%

ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Moderate, 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%2024FebruaryMarchAprilMayJune
6.83%
15.59%
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2017, corresponding to the inception date of FUAMX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.37%16.79%25.03%13.26%10.85%
Fidelity Moderate6.36%0.74%6.83%12.58%6.55%N/A
FGOVX
Fidelity Government Income Fund
0.09%1.61%0.31%1.87%-0.67%0.78%
FTHRX
Fidelity Intermediate Bond Fund
1.21%1.02%1.41%4.43%1.03%1.73%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.05%1.63%-0.05%1.56%-0.49%N/A
FIVLX
Fidelity International Value Fund
6.82%-2.78%7.98%15.59%8.30%3.90%
FXNAX
Fidelity U.S. Bond Index Fund
0.30%1.47%0.49%3.05%0.00%1.46%
FTIHX
Fidelity Total International Index Fund
5.55%-1.70%7.10%11.00%5.73%N/A
FBCVX
Fidelity Blue Chip Value Fund
2.53%-4.42%3.78%10.74%7.73%7.01%
FMAGX
Fidelity Magellan Fund
24.42%5.69%25.13%40.73%15.97%13.78%
FGRTX
Fidelity Mega Cap Stock Fund
17.86%2.15%18.26%31.18%17.13%12.79%
FDSCX
Fidelity Stock Selector Small Cap Fund
6.65%-2.84%8.04%18.25%11.61%9.42%
FTRNX
Fidelity Trend Fund
27.17%6.60%27.12%41.95%19.35%16.16%
ICSH
iShares Ultra Short-Term Bond ETF
2.45%0.43%2.60%5.82%2.41%2.18%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.49%1.89%2.20%-2.23%2.95%6.36%
20234.97%-2.01%1.89%0.97%-0.91%2.51%1.77%-1.18%-2.46%-1.77%5.50%3.77%13.37%
2022-2.34%-1.33%-0.64%-5.01%0.99%-4.72%4.23%-2.89%-5.82%3.38%5.40%-2.21%-11.11%
2021-0.72%1.74%0.82%2.16%1.00%0.23%0.86%1.05%-1.84%2.24%-1.27%1.80%8.26%
20200.18%-2.82%-6.13%5.01%2.87%1.90%2.24%2.60%-1.60%-1.61%7.02%2.81%12.41%
20193.93%1.33%1.10%1.70%-1.87%3.28%-0.01%0.13%0.53%1.59%1.37%1.40%15.33%
20182.17%-2.46%-0.55%0.23%0.59%-0.18%1.49%0.87%0.00%-3.72%0.47%-2.71%-3.89%
20170.34%0.70%0.68%1.72%

Expense Ratio

Fidelity Moderate has a high expense ratio of 0.42%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for FIVLX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FDSCX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for FTRNX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for FMAGX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FBCVX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for FGRTX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for FGOVX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for FTHRX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for ICSH: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FUAMX: 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 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Fidelity Moderate is 59, 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 Moderate is 5959
Fidelity Moderate
The Sharpe Ratio Rank of Fidelity Moderate is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of Fidelity Moderate is 6969Sortino Ratio Rank
The Omega Ratio Rank of Fidelity Moderate is 6767Omega Ratio Rank
The Calmar Ratio Rank of Fidelity Moderate is 4444Calmar Ratio Rank
The Martin Ratio Rank of Fidelity Moderate is 5353Martin 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 Moderate
Sharpe ratio
The chart of Sharpe ratio for Fidelity Moderate, currently valued at 1.98, compared to the broader market0.002.004.006.001.98
Sortino ratio
The chart of Sortino ratio for Fidelity Moderate, currently valued at 2.98, compared to the broader market-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for Fidelity Moderate, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for Fidelity Moderate, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for Fidelity Moderate, currently valued at 6.81, compared to the broader market0.0010.0020.0030.0040.0050.006.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FGOVX
Fidelity Government Income Fund
0.360.561.060.120.92
FTHRX
Fidelity Intermediate Bond Fund
1.131.731.200.464.16
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
0.300.481.050.110.76
FIVLX
Fidelity International Value Fund
1.351.931.241.926.17
FXNAX
Fidelity U.S. Bond Index Fund
0.540.821.090.201.45
FTIHX
Fidelity Total International Index Fund
0.931.421.180.622.76
FBCVX
Fidelity Blue Chip Value Fund
1.121.631.191.354.04
FMAGX
Fidelity Magellan Fund
2.984.131.522.0516.79
FGRTX
Fidelity Mega Cap Stock Fund
3.004.201.533.4912.87
FDSCX
Fidelity Stock Selector Small Cap Fund
1.091.631.190.763.52
FTRNX
Fidelity Trend Fund
2.263.131.391.789.60
ICSH
iShares Ultra Short-Term Bond ETF
13.2737.268.0983.71570.46

Sharpe Ratio

The current Fidelity Moderate Sharpe ratio is 1.98. 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 1.41 to 2.39, 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 Moderate 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.98
2.17
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fidelity Moderate granted a 2.96% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fidelity Moderate2.96%3.20%2.38%3.25%3.06%4.52%6.23%4.18%1.77%2.40%3.52%2.82%
FGOVX
Fidelity Government Income Fund
2.89%2.56%1.51%0.76%2.39%2.10%2.07%1.80%2.39%2.45%1.89%1.47%
FTHRX
Fidelity Intermediate Bond Fund
3.29%2.94%2.05%1.81%4.30%2.49%2.47%2.20%2.21%2.58%2.35%2.21%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
2.55%2.19%1.64%1.95%3.13%2.17%2.23%0.49%0.00%0.00%0.00%0.00%
FIVLX
Fidelity International Value Fund
1.93%2.06%1.85%4.35%1.74%3.54%3.33%1.66%2.71%1.44%3.94%4.51%
FXNAX
Fidelity U.S. Bond Index Fund
3.14%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%2.39%
FTIHX
Fidelity Total International Index Fund
2.64%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%0.00%0.00%0.00%
FBCVX
Fidelity Blue Chip Value Fund
3.55%3.64%2.59%1.26%1.07%1.75%2.12%1.11%1.05%1.77%1.39%0.60%
FMAGX
Fidelity Magellan Fund
4.14%11.72%5.02%7.01%0.30%14.93%10.83%9.64%2.92%8.40%13.88%7.79%
FGRTX
Fidelity Mega Cap Stock Fund
1.75%2.06%4.38%4.79%9.09%12.98%21.72%16.27%1.97%4.07%5.39%3.20%
FDSCX
Fidelity Stock Selector Small Cap Fund
0.22%0.23%0.12%10.85%1.40%2.13%22.39%10.45%1.63%7.52%9.57%4.83%
FTRNX
Fidelity Trend Fund
3.69%4.69%5.34%7.80%4.44%9.65%10.96%8.94%5.25%6.44%13.57%14.74%
ICSH
iShares Ultra Short-Term Bond ETF
5.20%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%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%2024FebruaryMarchAprilMayJune00
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components

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 17.55%, occurring on Sep 27, 2022. Recovery took 317 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.55%Nov 10, 2021223Sep 27, 2022317Dec 27, 2023540
-15.93%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-8.92%Jan 29, 2018231Dec 24, 201870Apr 5, 2019301
-4.08%Sep 3, 202041Oct 30, 20206Nov 9, 202047
-3.57%Jun 9, 20203Jun 11, 202023Jul 15, 202026

Volatility

Volatility Chart

The current Fidelity Moderate volatility is 1.63%, 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%2024FebruaryMarchAprilMayJune
1.63%
2.33%
Fidelity Moderate
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.

ICSHFTHRXFXNAXFGOVXFUAMXFTRNXFMAGXFTIHXFIVLXFDSCXFBCVXFGRTX
ICSH1.000.320.310.300.300.060.060.090.070.060.020.03
FTHRX0.321.000.920.900.920.010.010.01-0.05-0.05-0.11-0.11
FXNAX0.310.921.000.960.940.020.02-0.00-0.06-0.05-0.12-0.12
FGOVX0.300.900.961.000.96-0.03-0.03-0.06-0.11-0.10-0.17-0.17
FUAMX0.300.920.940.961.00-0.05-0.05-0.07-0.13-0.12-0.19-0.20
FTRNX0.060.010.02-0.03-0.051.000.960.720.640.770.610.79
FMAGX0.060.010.02-0.03-0.050.961.000.710.640.750.660.80
FTIHX0.090.01-0.00-0.06-0.070.720.711.000.930.740.720.81
FIVLX0.07-0.05-0.06-0.11-0.130.640.640.931.000.720.750.82
FDSCX0.06-0.05-0.05-0.10-0.120.770.750.740.721.000.780.84
FBCVX0.02-0.11-0.12-0.17-0.190.610.660.720.750.781.000.88
FGRTX0.03-0.11-0.12-0.17-0.200.790.800.810.820.840.881.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2017