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Fidelity Moderate

Last updated Sep 23, 2023

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
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
Government Bonds17%
ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed15%
FTHRX
Fidelity Intermediate Bond Fund
Total Bond Market9%
FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market7%
FGOVX
Fidelity Government Income Fund
Government Bonds6%
FIVLX
Fidelity International Value Fund
Foreign Large Cap Equities13%
FGRTX
Fidelity Mega Cap Stock Fund
Large Cap Blend Equities10%
FTRNX
Fidelity Trend Fund
Large Cap Growth Equities6%
FTIHX
Fidelity Total International Index Fund
Foreign Large Cap Equities5%
FDSCX
Fidelity Stock Selector Small Cap Fund
Small Cap Blend Equities5%
FMAGX
Fidelity Magellan Fund
Large Cap Growth Equities4%
FBCVX
Fidelity Blue Chip Value Fund
Large Cap Value Equities3%

Performance

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%AprilMayJuneJulyAugustSeptember
2.77%
8.78%
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Fidelity Moderate returned 5.95% Year-To-Date and 4.38% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.18%9.25%
Fidelity Moderate-0.40%2.69%5.95%11.71%4.41%4.38%
FGOVX
Fidelity Government Income Fund
-0.78%-4.56%-0.99%-0.82%-0.30%-0.57%
FTHRX
Fidelity Intermediate Bond Fund
-0.04%-1.39%1.34%2.16%1.24%0.83%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.76%-4.92%-0.98%-0.73%0.35%-0.20%
FIVLX
Fidelity International Value Fund
2.20%9.31%10.34%30.56%3.71%3.24%
FXNAX
Fidelity U.S. Bond Index Fund
-0.64%-3.46%0.20%0.86%0.42%0.06%
FTIHX
Fidelity Total International Index Fund
-0.24%3.14%6.49%19.92%2.73%2.51%
FBCVX
Fidelity Blue Chip Value Fund
0.30%7.70%0.96%12.77%5.71%6.13%
FMAGX
Fidelity Magellan Fund
-2.12%10.28%15.95%18.79%7.90%9.80%
FGRTX
Fidelity Mega Cap Stock Fund
-0.97%10.48%15.06%28.46%11.11%11.64%
FDSCX
Fidelity Stock Selector Small Cap Fund
-3.47%4.47%5.14%13.67%6.53%8.05%
FTRNX
Fidelity Trend Fund
-3.17%10.43%25.21%26.04%11.04%13.08%
ICSH
iShares Ultra Short-Term Bond ETF
0.45%2.08%3.27%4.39%1.95%1.96%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ICSHFTHRXFXNAXFGOVXFUAMXFTRNXFMAGXFTIHXFIVLXFDSCXFBCVXFGRTX
ICSH1.000.290.280.270.260.050.040.060.040.030.010.02
FTHRX0.291.000.920.890.92-0.01-0.01-0.02-0.09-0.09-0.14-0.14
FXNAX0.280.921.000.950.93-0.01-0.00-0.04-0.10-0.10-0.16-0.16
FGOVX0.270.890.951.000.96-0.06-0.05-0.10-0.16-0.15-0.21-0.21
FUAMX0.260.920.930.961.00-0.09-0.08-0.12-0.18-0.17-0.23-0.24
FTRNX0.05-0.01-0.01-0.06-0.091.000.960.730.650.790.640.79
FMAGX0.04-0.01-0.00-0.05-0.080.961.000.720.650.770.690.80
FTIHX0.06-0.02-0.04-0.10-0.120.730.721.000.930.740.730.81
FIVLX0.04-0.09-0.10-0.16-0.180.650.650.931.000.720.770.82
FDSCX0.03-0.09-0.10-0.15-0.170.790.770.740.721.000.790.85
FBCVX0.01-0.14-0.16-0.21-0.230.640.690.730.770.791.000.90
FGRTX0.02-0.14-0.16-0.21-0.240.790.800.810.820.850.901.00

Sharpe Ratio

The current Fidelity Moderate Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.31

The Sharpe ratio of Fidelity Moderate is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.31
0.98
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fidelity Moderate granted a 2.85% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Fidelity Moderate2.85%2.43%3.39%3.30%5.22%7.85%6.07%2.45%3.71%5.83%5.01%3.88%
FGOVX
Fidelity Government Income Fund
2.35%1.54%0.79%2.48%2.23%2.26%2.00%2.70%2.83%2.24%1.77%5.55%
FTHRX
Fidelity Intermediate Bond Fund
2.78%2.09%1.88%4.55%2.74%2.80%2.56%2.62%3.13%2.92%2.81%3.17%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
2.08%1.67%2.01%3.28%2.35%2.47%0.55%0.00%0.00%0.00%0.00%0.00%
FIVLX
Fidelity International Value Fund
1.68%1.85%4.43%1.85%3.83%3.74%1.92%3.20%1.75%4.84%5.76%8.63%
FXNAX
Fidelity U.S. Bond Index Fund
3.12%2.48%2.15%3.28%2.94%3.10%3.00%3.03%3.36%3.26%3.09%4.29%
FTIHX
Fidelity Total International Index Fund
2.36%2.51%2.62%1.71%2.79%2.43%2.03%0.54%0.00%0.00%0.00%0.00%
FBCVX
Fidelity Blue Chip Value Fund
2.13%2.63%1.32%1.13%1.88%2.31%1.23%1.18%2.01%1.60%0.71%3.13%
FMAGX
Fidelity Magellan Fund
12.03%5.62%8.22%0.37%18.41%15.41%15.08%5.04%14.96%26.85%17.43%3.39%
FGRTX
Fidelity Mega Cap Stock Fund
1.34%4.40%5.03%10.01%15.74%30.07%26.90%3.83%8.08%11.13%7.00%3.15%
FDSCX
Fidelity Stock Selector Small Cap Fund
0.12%0.12%10.86%1.56%2.41%25.84%14.55%2.51%11.76%16.13%8.94%1.03%
FTRNX
Fidelity Trend Fund
4.30%5.39%8.26%5.10%11.61%14.49%13.06%8.38%10.82%24.28%30.41%20.67%
ICSH
iShares Ultra Short-Term Bond ETF
4.05%1.70%0.44%1.27%2.77%2.39%1.52%1.00%0.61%0.52%0.00%0.00%

Expense Ratio

The 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.


1.01%
0.00%2.15%
0.90%
0.00%2.15%
0.73%
0.00%2.15%
0.68%
0.00%2.15%
0.63%
0.00%2.15%
0.61%
0.00%2.15%
0.45%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FGOVX
Fidelity Government Income Fund
-0.10
FTHRX
Fidelity Intermediate Bond Fund
0.42
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.09
FIVLX
Fidelity International Value Fund
1.47
FXNAX
Fidelity U.S. Bond Index Fund
0.11
FTIHX
Fidelity Total International Index Fund
0.97
FBCVX
Fidelity Blue Chip Value Fund
0.67
FMAGX
Fidelity Magellan Fund
0.64
FGRTX
Fidelity Mega Cap Stock Fund
1.44
FDSCX
Fidelity Stock Selector Small Cap Fund
0.42
FTRNX
Fidelity Trend Fund
0.91
ICSH
iShares Ultra Short-Term Bond ETF
6.35

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-6.79%
-9.93%
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Fidelity Moderate. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Fidelity Moderate is 17.65%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.65%Nov 10, 2021223Sep 27, 2022
-15.93%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-8.9%Jan 29, 2018229Dec 24, 201870Apr 5, 2019299
-4.08%Sep 3, 202041Oct 30, 20206Nov 9, 202047
-3.57%Jun 9, 20203Jun 11, 202023Jul 15, 202026

Volatility Chart

The current Fidelity Moderate volatility is 1.73%, 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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.73%
3.41%
Fidelity Moderate
Benchmark (^GSPC)
Portfolio components