Fidelity Moderate
Asset Allocation
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
The earliest data available for this chart is Oct 10, 2017, corresponding to the inception date of FUAMX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Fidelity Moderate | 11.19% | 0.80% | 9.15% | 20.50% | 7.17% | N/A |
| Portfolio components: | ||||||
FGOVX Fidelity Government Income Fund | 2.88% | -1.94% | 6.38% | 11.39% | -0.53% | 0.85% |
FTHRX Fidelity Intermediate Bond Fund | 4.33% | -0.88% | 5.59% | 9.90% | 1.25% | 1.90% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.14% | -2.06% | 6.81% | 10.97% | -0.34% | N/A |
FIVLX Fidelity International Value Fund | 12.63% | 0.45% | 8.54% | 24.83% | 9.25% | 5.78% |
FXNAX Fidelity U.S. Bond Index Fund | 3.60% | -1.60% | 6.89% | 12.46% | 0.15% | 1.57% |
FTIHX Fidelity Total International Index Fund | 11.18% | 1.32% | 10.84% | 24.47% | 6.72% | N/A |
FBCVX Fidelity Blue Chip Value Fund | 11.08% | 1.52% | 8.42% | 18.24% | 9.39% | 8.47% |
FMAGX Fidelity Magellan Fund | 28.94% | 3.43% | 15.52% | 44.02% | 16.43% | 14.52% |
FGRTX Fidelity Mega Cap Stock Fund | 25.60% | 4.53% | 15.46% | 37.61% | 18.16% | 13.82% |
FDSCX Fidelity Stock Selector Small Cap Fund | 21.20% | 4.82% | 19.42% | 41.02% | 14.21% | 11.98% |
FTRNX Fidelity Trend Fund | 33.77% | 7.24% | 19.87% | 52.64% | 20.53% | 17.14% |
ICSH iShares Ultra Short-Term Bond ETF | 4.58% | 0.32% | 3.06% | 6.15% | 2.64% | 2.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.49% | 1.89% | 2.20% | -2.23% | 2.95% | 0.63% | 2.24% | 1.42% | 1.33% | 11.19% | |||
| 2023 | 4.97% | -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% |
| 2020 | 0.18% | -2.82% | -6.13% | 5.01% | 2.87% | 1.90% | 2.24% | 2.60% | -1.60% | -1.61% | 7.02% | 2.81% | 12.41% |
| 2019 | 3.93% | 1.33% | 1.10% | 1.70% | -1.87% | 3.28% | -0.01% | 0.13% | 0.53% | 1.59% | 1.37% | 1.40% | 15.33% |
| 2018 | 2.17% | -2.46% | -0.54% | 0.23% | 0.59% | -0.18% | 1.49% | 0.87% | 0.00% | -3.72% | 0.47% | -2.71% | -3.89% |
| 2017 | 0.34% | 0.70% | 0.68% | 1.72% |
Expense Ratio
Fidelity Moderate features an expense ratio of 0.42%, 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Fidelity Moderate is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FGOVX Fidelity Government Income Fund | 1.86 | 2.79 | 1.34 | 0.59 | 7.00 |
FTHRX Fidelity Intermediate Bond Fund | 2.48 | 3.97 | 1.50 | 0.96 | 11.80 |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 1.67 | 2.48 | 1.31 | 0.55 | 5.70 |
FIVLX Fidelity International Value Fund | 2.11 | 2.83 | 1.37 | 3.19 | 13.86 |
FXNAX Fidelity U.S. Bond Index Fund | 2.11 | 3.19 | 1.39 | 0.72 | 8.46 |
FTIHX Fidelity Total International Index Fund | 2.03 | 2.89 | 1.39 | 1.42 | 13.31 |
FBCVX Fidelity Blue Chip Value Fund | 1.87 | 2.65 | 1.33 | 2.45 | 9.78 |
FMAGX Fidelity Magellan Fund | 3.07 | 3.97 | 1.56 | 2.41 | 19.62 |
FGRTX Fidelity Mega Cap Stock Fund | 3.44 | 4.55 | 1.64 | 4.51 | 24.81 |
FDSCX Fidelity Stock Selector Small Cap Fund | 2.40 | 3.26 | 1.40 | 1.84 | 15.45 |
FTRNX Fidelity Trend Fund | 2.69 | 3.39 | 1.47 | 2.44 | 15.56 |
ICSH iShares Ultra Short-Term Bond ETF | 14.04 | 41.40 | 9.74 | 87.27 | 604.79 |
Dividends
Dividend yield
Fidelity Moderate granted a 3.24% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity Moderate | 3.24% | 3.20% | 2.38% | 3.25% | 3.06% | 4.52% | 6.23% | 4.18% | 1.77% | 2.40% | 3.52% | 2.82% |
| Portfolio components: | ||||||||||||
FGOVX Fidelity Government Income Fund | 3.12% | 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 | 3.43% | 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 | 2.72% | 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 | 1.83% | 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 | 3.22% | 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 | 2.50% | 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 | 7.83% | 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 | 3.99% | 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 | 2.80% | 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 | 0.19% | 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 | 3.51% | 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 | 5.29% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current Fidelity Moderate drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.55% | Nov 10, 2021 | 223 | Sep 27, 2022 | 317 | Dec 27, 2023 | 540 |
| -15.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -8.92% | Jan 29, 2018 | 231 | Dec 24, 2018 | 70 | Apr 5, 2019 | 301 |
| -4.08% | Sep 3, 2020 | 41 | Oct 30, 2020 | 6 | Nov 9, 2020 | 47 |
| -3.57% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
Volatility
Volatility Chart
The current Fidelity Moderate volatility is 1.56%, 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
| ICSH | FTHRX | FXNAX | FGOVX | FUAMX | FTRNX | FMAGX | FTIHX | FIVLX | FDSCX | FBCVX | FGRTX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.34 | 0.33 | 0.32 | 0.32 | 0.06 | 0.05 | 0.08 | 0.06 | 0.06 | 0.02 | 0.03 |
| FTHRX | 0.34 | 1.00 | 0.92 | 0.90 | 0.92 | 0.00 | 0.00 | 0.01 | -0.04 | -0.04 | -0.10 | -0.11 |
| FXNAX | 0.33 | 0.92 | 1.00 | 0.96 | 0.94 | 0.01 | 0.02 | 0.01 | -0.05 | -0.04 | -0.11 | -0.12 |
| FGOVX | 0.32 | 0.90 | 0.96 | 1.00 | 0.96 | -0.03 | -0.02 | -0.05 | -0.10 | -0.09 | -0.15 | -0.16 |
| FUAMX | 0.32 | 0.92 | 0.94 | 0.96 | 1.00 | -0.05 | -0.05 | -0.06 | -0.12 | -0.11 | -0.18 | -0.19 |
| FTRNX | 0.06 | 0.00 | 0.01 | -0.03 | -0.05 | 1.00 | 0.96 | 0.72 | 0.64 | 0.76 | 0.59 | 0.79 |
| FMAGX | 0.05 | 0.00 | 0.02 | -0.02 | -0.05 | 0.96 | 1.00 | 0.71 | 0.64 | 0.75 | 0.65 | 0.80 |
| FTIHX | 0.08 | 0.01 | 0.01 | -0.05 | -0.06 | 0.72 | 0.71 | 1.00 | 0.94 | 0.73 | 0.72 | 0.81 |
| FIVLX | 0.06 | -0.04 | -0.05 | -0.10 | -0.12 | 0.64 | 0.64 | 0.94 | 1.00 | 0.72 | 0.75 | 0.81 |
| FDSCX | 0.06 | -0.04 | -0.04 | -0.09 | -0.11 | 0.76 | 0.75 | 0.73 | 0.72 | 1.00 | 0.78 | 0.84 |
| FBCVX | 0.02 | -0.10 | -0.11 | -0.15 | -0.18 | 0.59 | 0.65 | 0.72 | 0.75 | 0.78 | 1.00 | 0.87 |
| FGRTX | 0.03 | -0.11 | -0.12 | -0.16 | -0.19 | 0.79 | 0.80 | 0.81 | 0.81 | 0.84 | 0.87 | 1.00 |