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Fidelity 4

Last updated Sep 23, 2023

Asset Allocation


FXAIX 70%FZILX 30%EquityEquity
PositionCategory/SectorWeight
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities70%
FZILX
Fidelity ZERO International Index Fund
Large Cap Blend Equities, Foreign Large Cap Equities30%

Performance

The chart shows the growth of an initial investment of $10,000 in Fidelity 4, 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
7.62%
8.61%
Fidelity 4
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Fidelity 4 returned 11.87% Year-To-Date and 8.24% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%8.52%
Fidelity 4-0.77%7.88%11.87%19.76%8.05%8.24%
FXAIX
Fidelity 500 Index Fund
-1.15%9.66%13.88%18.93%10.05%10.43%
FZILX
Fidelity ZERO International Index Fund
0.10%3.65%7.14%21.16%3.24%3.01%

Asset Correlations Table

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

FXAIXFZILX
FXAIX1.000.80
FZILX0.801.00

Sharpe Ratio

The current Fidelity 4 Sharpe ratio is 1.00. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.00

The Sharpe ratio of Fidelity 4 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.00
0.81
Fidelity 4
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fidelity 4 granted a 1.86% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Fidelity 41.86%2.01%1.68%1.68%2.44%2.28%1.53%2.00%2.30%2.20%1.58%1.91%
FXAIX
Fidelity 500 Index Fund
1.57%1.71%1.25%1.66%2.18%2.95%2.19%2.85%3.29%3.15%2.26%2.74%
FZILX
Fidelity ZERO International Index Fund
2.53%2.71%2.68%1.73%3.04%0.73%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Fidelity 4 has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.02%
0.00%2.15%
0.00%
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
FXAIX
Fidelity 500 Index Fund
0.91
FZILX
Fidelity ZERO International Index Fund
1.02

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.07%
-9.93%
Fidelity 4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Fidelity 4. 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 4 is 33.58%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.58%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-25.43%Jan 5, 2022194Oct 12, 2022
-17.92%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-8.12%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.19%Jul 25, 201915Aug 14, 201947Oct 21, 201962

Volatility Chart

The current Fidelity 4 volatility is 3.21%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.21%
3.41%
Fidelity 4
Benchmark (^GSPC)
Portfolio components