0-SABIC 401K Fidelity Managed
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 0-SABIC 401K Fidelity Managed, 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 Every 3 months.
The earliest data available for this chart is Oct 1, 2019, corresponding to the inception date of WBCIX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 0-SABIC 401K Fidelity Managed | -1.11% | 14.82% | -11.10% | 1.31% | 8.08% | N/A |
| Portfolio components: | ||||||
SSPIX SEI Institutional Managed Trust S&P 500 Index Fund | -3.41% | 13.72% | -14.28% | -0.76% | 8.09% | 7.45% |
ACWI iShares MSCI ACWI ETF | 1.25% | 14.85% | -1.32% | 10.65% | 13.44% | 8.89% |
MLAAX MainStay Winslow Large Cap Growth Fund | -3.04% | 18.72% | -20.72% | -7.58% | -0.34% | -1.16% |
TRVLX T. Rowe Price Value Fund | 2.06% | 8.96% | -9.09% | -1.10% | 9.04% | 3.82% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 1.73% | -0.11% | 1.00% | 5.07% | -0.90% | 1.42% |
WBCIX William Blair Small-Mid Cap Core Fund | -7.57% | 13.27% | -10.80% | 0.62% | 11.93% | N/A |
ACWX iShares MSCI ACWI ex U.S. ETF | 10.47% | 16.45% | 4.95% | 10.57% | 10.37% | 4.83% |
Monthly Returns
The table below presents the monthly returns of 0-SABIC 401K Fidelity Managed, 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 | 3.27% | -1.11% | -5.17% | 0.10% | 2.02% | -1.11% | |||||||
| 2024 | 1.65% | 5.43% | 2.94% | -4.06% | 4.53% | 3.38% | 0.80% | 2.45% | 2.04% | -1.37% | 5.55% | -10.88% | 11.82% |
| 2023 | 6.67% | -2.76% | 3.57% | 1.57% | 0.73% | 5.92% | 3.44% | -2.06% | -4.65% | -2.12% | 9.89% | 1.00% | 22.17% |
| 2022 | -6.31% | -3.06% | 2.64% | -9.19% | -0.65% | -7.89% | 8.58% | -4.51% | -9.34% | 7.44% | 6.96% | -11.49% | -25.94% |
| 2021 | -0.81% | 3.16% | 2.82% | 5.48% | 0.33% | 2.53% | 2.34% | 2.87% | -4.57% | 6.65% | -1.58% | -4.98% | 14.38% |
| 2020 | -0.31% | -7.50% | -12.31% | 11.68% | 5.66% | 2.77% | 5.66% | 7.30% | -3.67% | -2.28% | 11.08% | 1.26% | 17.72% |
| 2019 | 3.12% | 3.22% | -0.50% | 5.90% |
Expense Ratio
0-SABIC 401K Fidelity Managed has an expense ratio of 0.50%, placing it in the medium range. 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 0-SABIC 401K Fidelity Managed is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SSPIX SEI Institutional Managed Trust S&P 500 Index Fund | -0.03 | 0.11 | 1.02 | -0.02 | -0.07 |
ACWI iShares MSCI ACWI ETF | 0.60 | 0.96 | 1.14 | 0.64 | 2.81 |
MLAAX MainStay Winslow Large Cap Growth Fund | -0.24 | -0.11 | 0.98 | -0.15 | -0.50 |
TRVLX T. Rowe Price Value Fund | -0.07 | 0.08 | 1.01 | -0.02 | -0.05 |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.95 | 1.40 | 1.17 | 0.40 | 2.40 |
WBCIX William Blair Small-Mid Cap Core Fund | 0.03 | 0.14 | 1.02 | -0.01 | -0.02 |
ACWX iShares MSCI ACWI ex U.S. ETF | 0.63 | 0.97 | 1.13 | 0.75 | 2.38 |
Dividends
Dividend yield
0-SABIC 401K Fidelity Managed provided a 6.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.69% | 6.52% | 3.72% | 4.82% | 7.38% | 2.28% | 4.23% | 7.27% | 5.35% | 4.57% | 4.81% | 3.94% |
| Portfolio components: | ||||||||||||
SSPIX SEI Institutional Managed Trust S&P 500 Index Fund | 1.24% | 1.21% | 1.30% | 1.57% | 1.06% | 1.41% | 1.62% | 2.22% | 1.44% | 1.64% | 1.63% | 1.70% |
ACWI iShares MSCI ACWI ETF | 1.68% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% |
MLAAX MainStay Winslow Large Cap Growth Fund | 23.24% | 22.54% | 10.61% | 14.95% | 26.64% | 5.40% | 11.55% | 23.59% | 17.20% | 13.18% | 13.61% | 10.52% |
TRVLX T. Rowe Price Value Fund | 1.26% | 1.29% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.39% | 3.66% | 3.15% | 2.60% | 2.06% | 2.45% | 2.88% | 2.71% | 2.25% | 2.19% | 2.21% | 1.76% |
WBCIX William Blair Small-Mid Cap Core Fund | 1.46% | 1.35% | 0.15% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.69% | 2.97% | 2.96% | 2.68% | 2.73% | 1.88% | 3.22% | 2.65% | 2.40% | 2.77% | 2.51% | 3.18% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 0-SABIC 401K Fidelity Managed. 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 0-SABIC 401K Fidelity Managed was 33.70%, occurring on Oct 14, 2022. Recovery took 500 trading sessions.
The current 0-SABIC 401K Fidelity Managed drawdown is 12.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.7% | Nov 17, 2021 | 229 | Oct 14, 2022 | 500 | Oct 11, 2024 | 729 |
| -33.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -24.09% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -9.23% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -5.57% | Sep 7, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
Volatility
Volatility Chart
The current 0-SABIC 401K Fidelity Managed volatility is 10.94%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 3.83, 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 | WFBIX | ACWX | TRVLX | MLAAX | WBCIX | SSPIX | ACWI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.80 | 0.86 | 0.90 | 0.85 | 0.99 | 0.96 | 0.98 |
| WFBIX | 0.05 | 1.00 | 0.07 | 0.01 | 0.07 | 0.05 | 0.05 | 0.06 | 0.06 |
| ACWX | 0.80 | 0.07 | 1.00 | 0.76 | 0.70 | 0.77 | 0.78 | 0.92 | 0.82 |
| TRVLX | 0.86 | 0.01 | 0.76 | 1.00 | 0.67 | 0.85 | 0.85 | 0.86 | 0.84 |
| MLAAX | 0.90 | 0.07 | 0.70 | 0.67 | 1.00 | 0.72 | 0.90 | 0.87 | 0.93 |
| WBCIX | 0.85 | 0.05 | 0.77 | 0.85 | 0.72 | 1.00 | 0.84 | 0.87 | 0.84 |
| SSPIX | 0.99 | 0.05 | 0.78 | 0.85 | 0.90 | 0.84 | 1.00 | 0.95 | 0.98 |
| ACWI | 0.96 | 0.06 | 0.92 | 0.86 | 0.87 | 0.87 | 0.95 | 1.00 | 0.97 |
| Portfolio | 0.98 | 0.06 | 0.82 | 0.84 | 0.93 | 0.84 | 0.98 | 0.97 | 1.00 |