Fidelity Moderate
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICSH | FTHRX | FXNAX | FGOVX | FUAMX | FTRNX | FMAGX | FTIHX | FIVLX | FDSCX | FBCVX | FGRTX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.29 | 0.28 | 0.27 | 0.26 | 0.05 | 0.04 | 0.06 | 0.04 | 0.03 | 0.01 | 0.02 |
| FTHRX | 0.29 | 1.00 | 0.92 | 0.89 | 0.92 | -0.01 | -0.01 | -0.02 | -0.09 | -0.09 | -0.14 | -0.14 |
| FXNAX | 0.28 | 0.92 | 1.00 | 0.95 | 0.93 | -0.01 | -0.00 | -0.04 | -0.10 | -0.10 | -0.16 | -0.16 |
| FGOVX | 0.27 | 0.89 | 0.95 | 1.00 | 0.96 | -0.06 | -0.05 | -0.10 | -0.16 | -0.15 | -0.21 | -0.21 |
| FUAMX | 0.26 | 0.92 | 0.93 | 0.96 | 1.00 | -0.09 | -0.08 | -0.12 | -0.18 | -0.17 | -0.23 | -0.24 |
| FTRNX | 0.05 | -0.01 | -0.01 | -0.06 | -0.09 | 1.00 | 0.96 | 0.73 | 0.65 | 0.79 | 0.64 | 0.79 |
| FMAGX | 0.04 | -0.01 | -0.00 | -0.05 | -0.08 | 0.96 | 1.00 | 0.72 | 0.65 | 0.77 | 0.69 | 0.80 |
| FTIHX | 0.06 | -0.02 | -0.04 | -0.10 | -0.12 | 0.73 | 0.72 | 1.00 | 0.93 | 0.74 | 0.73 | 0.81 |
| FIVLX | 0.04 | -0.09 | -0.10 | -0.16 | -0.18 | 0.65 | 0.65 | 0.93 | 1.00 | 0.72 | 0.77 | 0.82 |
| FDSCX | 0.03 | -0.09 | -0.10 | -0.15 | -0.17 | 0.79 | 0.77 | 0.74 | 0.72 | 1.00 | 0.79 | 0.85 |
| FBCVX | 0.01 | -0.14 | -0.16 | -0.21 | -0.23 | 0.64 | 0.69 | 0.73 | 0.77 | 0.79 | 1.00 | 0.90 |
| FGRTX | 0.02 | -0.14 | -0.16 | -0.21 | -0.24 | 0.79 | 0.80 | 0.81 | 0.82 | 0.85 | 0.90 | 1.00 |
Dividend yield
Fidelity Moderate granted a 2.85% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity Moderate | 2.85% | 2.43% | 3.39% | 3.30% | 5.22% | 7.85% | 6.07% | 2.45% | 3.71% | 5.83% | 5.01% | 3.88% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 223 | Sep 27, 2022 | — | — | — |
| -15.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -8.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -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 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.