Fidelity 4
Asset Allocation
| Position | Category/Sector | 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
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FXAIX | FZILX | |
|---|---|---|
| FXAIX | 1.00 | 0.80 |
| FZILX | 0.80 | 1.00 |
Dividend yield
Fidelity 4 granted a 1.86% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity 4 | 1.86% | 2.01% | 1.68% | 1.68% | 2.44% | 2.28% | 1.53% | 2.00% | 2.30% | 2.20% | 1.58% | 1.91% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.43% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -17.92% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -8.12% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.19% | Jul 25, 2019 | 15 | Aug 14, 2019 | 47 | Oct 21, 2019 | 62 |
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.