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 Quarterly
The earliest data available for this chart is Oct 1, 2019, corresponding to the inception date of WBCIX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
0-SABIC 401K Fidelity Managed | 22.14% | 2.52% | 16.01% | 36.61% | 14.24% | N/A |
Portfolio components: | ||||||
SEI Institutional Managed Trust S&P 500 Index Fund | 24.05% | 2.92% | 17.70% | 40.49% | 15.92% | 13.44% |
iShares MSCI ACWI ETF | 19.55% | 2.45% | 15.21% | 35.86% | 12.03% | 9.88% |
MainStay Winslow Large Cap Growth Fund | 25.31% | 2.45% | 17.48% | 34.56% | 15.73% | 14.30% |
T. Rowe Price Value Fund | 19.38% | 1.87% | 10.24% | 33.25% | 12.54% | 10.46% |
iShares U.S. Aggregate Bond Index Fund | 3.07% | -1.54% | 6.38% | 12.23% | 0.13% | 1.52% |
William Blair Small-Mid Cap Core Fund | 13.54% | 2.30% | 15.43% | 31.22% | 11.67% | N/A |
iShares MSCI ACWI ex U.S. ETF | 12.12% | 1.20% | 10.60% | 27.61% | 6.49% | 5.26% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.59% | 5.43% | 2.94% | -4.06% | 4.53% | 3.38% | 0.80% | 2.45% | 2.04% | 22.14% | |||
2023 | 6.67% | -2.76% | 3.57% | 1.57% | 0.73% | 5.92% | 3.44% | -2.06% | -4.65% | -2.12% | 9.89% | 2.26% | 23.70% |
2022 | -6.31% | -3.06% | 2.64% | -9.19% | -0.65% | -7.89% | 8.58% | -4.51% | -9.34% | 7.44% | 6.96% | -5.51% | -20.93% |
2021 | -0.81% | 3.16% | 2.82% | 5.48% | 0.33% | 2.53% | 2.34% | 2.87% | -4.57% | 6.65% | -1.58% | 3.40% | 24.47% |
2020 | -0.31% | -7.50% | -12.31% | 11.68% | 5.66% | 2.77% | 5.66% | 7.30% | -3.67% | -2.28% | 11.08% | 4.25% | 21.19% |
2019 | 3.12% | 3.22% | 3.06% | 9.70% |
Expense Ratio
0-SABIC 401K Fidelity Managed features an expense ratio of 0.50%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 0-SABIC 401K Fidelity Managed is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
SEI Institutional Managed Trust S&P 500 Index Fund | 3.02 | 4.00 | 1.55 | 3.08 | 19.84 |
iShares MSCI ACWI ETF | 2.77 | 3.78 | 1.50 | 2.29 | 18.58 |
MainStay Winslow Large Cap Growth Fund | 1.51 | 1.86 | 1.30 | 1.36 | 7.82 |
T. Rowe Price Value Fund | 2.94 | 4.04 | 1.53 | 2.29 | 19.40 |
iShares U.S. Aggregate Bond Index Fund | 2.00 | 2.99 | 1.37 | 0.69 | 8.24 |
William Blair Small-Mid Cap Core Fund | 1.71 | 2.47 | 1.30 | 1.15 | 9.34 |
iShares MSCI ACWI ex U.S. ETF | 1.97 | 2.77 | 1.35 | 1.35 | 12.88 |
Dividends
Dividend yield
0-SABIC 401K Fidelity Managed granted a 4.00% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
0-SABIC 401K Fidelity Managed | 4.00% | 4.91% | 8.66% | 10.44% | 3.98% | 5.13% | 8.89% | 6.22% | 5.66% | 5.52% | 7.81% | 3.72% |
Portfolio components: | ||||||||||||
SEI Institutional Managed Trust S&P 500 Index Fund | 3.72% | 4.51% | 10.84% | 7.47% | 6.18% | 4.46% | 4.37% | 2.30% | 4.62% | 1.77% | 11.01% | 3.79% |
iShares MSCI ACWI ETF | 1.57% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
MainStay Winslow Large Cap Growth Fund | 8.45% | 10.59% | 14.95% | 26.64% | 5.40% | 11.55% | 23.59% | 17.20% | 13.18% | 13.61% | 10.52% | 4.95% |
T. Rowe Price Value Fund | 2.48% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 7.21% | 3.06% | 8.77% | 10.16% | 6.99% |
iShares U.S. Aggregate Bond Index Fund | 3.48% | 3.16% | 2.60% | 2.23% | 2.65% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% | 2.56% | 5.61% |
William Blair Small-Mid Cap Core Fund | 0.13% | 0.15% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI ACWI ex U.S. ETF | 2.66% | 2.96% | 2.68% | 2.73% | 1.88% | 3.21% | 2.64% | 2.39% | 2.77% | 2.51% | 3.17% | 2.68% |
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 33.34%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current 0-SABIC 401K Fidelity Managed drawdown is 0.63%.
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 | 322 | Jan 29, 2024 | 551 |
-9.22% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
-8.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
-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 2.60%, 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
Asset Correlations Table
WFBIX | MLAAX | ACWX | TRVLX | WBCIX | SSPIX | ACWI | |
---|---|---|---|---|---|---|---|
WFBIX | 1.00 | 0.08 | 0.06 | -0.00 | 0.04 | 0.04 | 0.05 |
MLAAX | 0.08 | 1.00 | 0.72 | 0.69 | 0.72 | 0.91 | 0.87 |
ACWX | 0.06 | 0.72 | 1.00 | 0.79 | 0.78 | 0.81 | 0.93 |
TRVLX | -0.00 | 0.69 | 0.79 | 1.00 | 0.86 | 0.88 | 0.88 |
WBCIX | 0.04 | 0.72 | 0.78 | 0.86 | 1.00 | 0.85 | 0.87 |
SSPIX | 0.04 | 0.91 | 0.81 | 0.88 | 0.85 | 1.00 | 0.96 |
ACWI | 0.05 | 0.87 | 0.93 | 0.88 | 0.87 | 0.96 | 1.00 |