0-SABIC 401K Fidelity Managed
Asset Allocation
Performance
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 Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 10.72% | N/A |
| 0-SABIC 401K Fidelity Managed | 0.53% | 11.51% | 15.31% | 18.46% | 10.93% | N/A |
| Portfolio components: | ||||||
SSPIX SEI Institutional Managed Trust S&P 500 Index Fund | 0.47% | 12.23% | 15.85% | 17.55% | 12.27% | N/A |
ACWI iShares MSCI ACWI ETF | 0.94% | 9.12% | 12.93% | 17.62% | 8.86% | N/A |
MLAAX MainStay Winslow Large Cap Growth Fund | -0.12% | 15.33% | 23.57% | 24.91% | 12.46% | N/A |
TRVLX T. Rowe Price Value Fund | 1.08% | 9.54% | 4.85% | 10.15% | 9.16% | N/A |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.28% | -3.17% | 0.15% | -0.56% | -2.02% | N/A |
WBCIX William Blair Small-Mid Cap Core Fund | -0.42% | 6.76% | 5.10% | 8.39% | 9.82% | N/A |
ACWX iShares MSCI ACWI ex U.S. ETF | 1.45% | 4.05% | 8.07% | 17.68% | 4.21% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| WFBIX | MLAAX | ACWX | WBCIX | TRVLX | SSPIX | ACWI | |
|---|---|---|---|---|---|---|---|
| WFBIX | 1.00 | 0.07 | 0.00 | -0.02 | -0.06 | -0.00 | 0.01 |
| MLAAX | 0.07 | 1.00 | 0.74 | 0.75 | 0.72 | 0.91 | 0.88 |
| ACWX | 0.00 | 0.74 | 1.00 | 0.79 | 0.80 | 0.82 | 0.93 |
| WBCIX | -0.02 | 0.75 | 0.79 | 1.00 | 0.86 | 0.87 | 0.88 |
| TRVLX | -0.06 | 0.72 | 0.80 | 0.86 | 1.00 | 0.90 | 0.89 |
| SSPIX | -0.00 | 0.91 | 0.82 | 0.87 | 0.90 | 1.00 | 0.96 |
| ACWI | 0.01 | 0.88 | 0.93 | 0.88 | 0.89 | 0.96 | 1.00 |
Dividend yield
0-SABIC 401K Fidelity Managed granted a 7.44% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0-SABIC 401K Fidelity Managed | 7.44% | 8.69% | 11.75% | 5.03% | 7.11% | 13.81% | 11.39% | 11.18% | 12.28% | 15.95% | 8.27% | 2.33% |
| Portfolio components: | ||||||||||||
SSPIX SEI Institutional Managed Trust S&P 500 Index Fund | 9.39% | 10.91% | 8.30% | 7.40% | 5.69% | 5.84% | 3.20% | 6.59% | 2.64% | 16.72% | 6.39% | 2.99% |
ACWI iShares MSCI ACWI ETF | 1.72% | 1.81% | 1.76% | 1.50% | 2.48% | 2.45% | 2.16% | 2.48% | 2.97% | 2.69% | 2.30% | 2.78% |
MLAAX MainStay Winslow Large Cap Growth Fund | 12.10% | 14.95% | 30.47% | 7.87% | 17.75% | 40.56% | 36.05% | 32.48% | 38.01% | 33.33% | 17.32% | 0.22% |
TRVLX T. Rowe Price Value Fund | 9.62% | 10.09% | 12.00% | 2.85% | 2.11% | 14.12% | 10.14% | 4.62% | 13.63% | 17.20% | 13.05% | 4.10% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.12% | 2.65% | 2.33% | 2.84% | 3.17% | 3.07% | 2.61% | 2.67% | 2.67% | 3.18% | 7.15% | 4.10% |
WBCIX William Blair Small-Mid Cap Core Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.44% | 2.72% | 2.85% | 2.01% | 3.51% | 2.99% | 2.77% | 3.29% | 3.06% | 3.96% | 3.45% | 3.46% |
Expense Ratio
The 0-SABIC 401K Fidelity Managed has a high expense ratio of 0.50%, 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 | |
|---|---|---|---|---|---|
SSPIX SEI Institutional Managed Trust S&P 500 Index Fund | 0.82 | ||||
ACWI iShares MSCI ACWI ETF | 0.86 | ||||
MLAAX MainStay Winslow Large Cap Growth Fund | 1.00 | ||||
TRVLX T. Rowe Price Value Fund | 0.37 | ||||
WFBIX iShares U.S. Aggregate Bond Index Fund | -0.09 | ||||
WBCIX William Blair Small-Mid Cap Core Fund | 0.24 | ||||
ACWX iShares MSCI ACWI ex U.S. ETF | 0.85 |
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 0-SABIC 401K Fidelity Managed. 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 0-SABIC 401K Fidelity Managed is 33.34%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -27.85% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
| -9.22% | 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 |
| -5.27% | Feb 17, 2021 | 12 | Mar 4, 2021 | 20 | Apr 1, 2021 | 32 |
Volatility Chart
The current 0-SABIC 401K Fidelity Managed volatility is 3.57%, 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.