Fidelity 4
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 70% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZILX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Fidelity 4 | 0.85% | 8.56% | -1.35% | 10.26% | 14.50% | N/A |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | -3.38% | 7.51% | -5.01% | 9.78% | 15.87% | 12.44% |
FZILX Fidelity ZERO International Index Fund | 10.86% | 11.05% | 6.99% | 10.19% | 10.87% | N/A |
Monthly Returns
The table below presents the monthly returns of Fidelity 4, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.14% | -0.27% | -3.85% | 0.46% | 1.50% | 0.85% | |||||||
| 2024 | 0.71% | 4.66% | 3.24% | -3.61% | 4.69% | 2.31% | 1.65% | 2.50% | 2.16% | -2.03% | 4.09% | -2.43% | 18.97% |
| 2023 | 6.96% | -2.95% | 3.42% | 1.63% | -0.67% | 6.00% | 3.36% | -2.42% | -4.35% | -2.54% | 8.97% | 4.72% | 23.26% |
| 2022 | -4.45% | -3.07% | 2.52% | -8.10% | 0.62% | -8.37% | 7.60% | -4.07% | -9.45% | 6.82% | 7.93% | -4.68% | -17.37% |
| 2021 | -0.71% | 2.54% | 3.53% | 4.58% | 1.37% | 1.51% | 1.26% | 2.70% | -4.27% | 5.71% | -1.76% | 4.29% | 22.31% |
| 2020 | -1.00% | -7.80% | -13.25% | 11.24% | 4.74% | 2.65% | 5.05% | 6.38% | -3.28% | -2.56% | 11.66% | 4.38% | 16.25% |
| 2019 | 7.83% | 2.76% | 1.74% | 3.64% | -6.03% | 6.69% | 0.47% | -1.78% | 2.14% | 2.53% | 2.86% | 3.34% | 28.68% |
| 2018 | 1.23% | 0.55% | -7.23% | 1.82% | -7.73% | -11.29% |
Expense Ratio
Fidelity 4 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fidelity 4 is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 0.52 | 0.88 | 1.13 | 0.56 | 2.18 |
FZILX Fidelity ZERO International Index Fund | 0.65 | 1.04 | 1.14 | 0.81 | 2.52 |
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Dividends
Dividend yield
Fidelity 4 provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.77% | 1.91% | 2.00% | 1.64% | 1.61% | 2.29% | 2.10% | 1.38% | 1.76% | 1.98% | 1.84% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.32% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% |
FZILX Fidelity ZERO International Index Fund | 2.71% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity 4. 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 4 was 33.58%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Fidelity 4 drawdown is 4.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.58% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.43% | Jan 5, 2022 | 194 | Oct 12, 2022 | 297 | Dec 18, 2023 | 491 |
| -17.92% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -16.52% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -8.16% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.72, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | FZILX | FXAIX | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.78 | 1.00 | 0.98 |
| FZILX | 0.78 | 1.00 | 0.78 | 0.88 |
| FXAIX | 1.00 | 0.78 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.88 | 0.98 | 1.00 |