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0-SABIC 401K Fidelity Managed
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SSPIX 32%ACWI 30%MLAAX 24%TRVLX 10%WBCIX 2%ACWX 2%BondBondEquityEquity
PositionCategory/SectorWeight
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities

30%

ACWX
iShares MSCI ACWI ex U.S. ETF
Foreign Large Cap Equities

2%

MLAAX
MainStay Winslow Large Cap Growth Fund
Large Cap Growth Equities

24%

SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
Large Cap Blend Equities

32%

TRVLX
T. Rowe Price Value Fund
Large Cap Value Equities

10%

WBCIX
William Blair Small-Mid Cap Core Fund
Small Cap Blend Equities

2%

WFBIX
iShares U.S. Aggregate Bond Index Fund
Intermediate Core Bond

0%

S&P 500

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


65.00%70.00%75.00%80.00%85.00%90.00%FebruaryMarchAprilMayJuneJuly
85.70%
87.23%
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 1, 2019, corresponding to the inception date of WBCIX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
0-SABIC 401K Fidelity Managed14.73%0.43%13.13%19.61%N/AN/A
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
16.12%0.80%14.14%22.87%14.68%12.49%
ACWI
iShares MSCI ACWI ETF
12.45%1.19%12.39%17.90%10.87%8.61%
MLAAX
MainStay Winslow Large Cap Growth Fund
17.87%-2.12%13.58%19.46%13.63%13.56%
TRVLX
T. Rowe Price Value Fund
12.68%1.68%12.52%18.61%11.23%9.47%
WFBIX
iShares U.S. Aggregate Bond Index Fund
0.47%0.53%1.70%3.68%0.02%1.41%
WBCIX
William Blair Small-Mid Cap Core Fund
4.97%5.66%6.08%6.45%N/AN/A
ACWX
iShares MSCI ACWI ex U.S. ETF
6.95%1.72%9.97%9.96%5.62%3.79%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.59%5.43%2.94%-4.06%4.53%3.38%14.73%
20236.67%-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%
20193.12%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.


Expense ratio chart for WBCIX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for MLAAX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for TRVLX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for ACWX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for SSPIX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for WFBIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0-SABIC 401K Fidelity Managed is 45, 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.


The Risk-Adjusted Performance Rank of 0-SABIC 401K Fidelity Managed is 4545
0-SABIC 401K Fidelity Managed
The Sharpe Ratio Rank of 0-SABIC 401K Fidelity Managed is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of 0-SABIC 401K Fidelity Managed is 4242Sortino Ratio Rank
The Omega Ratio Rank of 0-SABIC 401K Fidelity Managed is 4646Omega Ratio Rank
The Calmar Ratio Rank of 0-SABIC 401K Fidelity Managed is 4343Calmar Ratio Rank
The Martin Ratio Rank of 0-SABIC 401K Fidelity Managed is 5252Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


0-SABIC 401K Fidelity Managed
Sharpe ratio
The chart of Sharpe ratio for 0-SABIC 401K Fidelity Managed, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.001.53
Sortino ratio
The chart of Sortino ratio for 0-SABIC 401K Fidelity Managed, currently valued at 2.14, compared to the broader market-2.000.002.004.006.002.14
Omega ratio
The chart of Omega ratio for 0-SABIC 401K Fidelity Managed, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for 0-SABIC 401K Fidelity Managed, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.001.23
Martin ratio
The chart of Martin ratio for 0-SABIC 401K Fidelity Managed, currently valued at 6.01, compared to the broader market0.0010.0020.0030.0040.006.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
1.962.771.341.817.62
ACWI
iShares MSCI ACWI ETF
1.562.261.271.195.04
MLAAX
MainStay Winslow Large Cap Growth Fund
0.841.131.180.714.25
TRVLX
T. Rowe Price Value Fund
1.942.761.341.476.92
WFBIX
iShares U.S. Aggregate Bond Index Fund
0.480.731.080.181.42
WBCIX
William Blair Small-Mid Cap Core Fund
0.350.621.070.230.95
ACWX
iShares MSCI ACWI ex U.S. ETF
0.791.181.140.502.19

Sharpe Ratio

The current 0-SABIC 401K Fidelity Managed Sharpe ratio is 1.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 0-SABIC 401K Fidelity Managed with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.53
1.82
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

0-SABIC 401K Fidelity Managed granted a 4.25% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
0-SABIC 401K Fidelity Managed4.25%4.91%8.66%10.44%3.98%5.13%8.89%6.22%5.66%5.52%7.81%3.72%
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
3.96%4.51%10.84%7.47%6.18%4.46%4.37%2.30%4.62%1.77%11.01%3.79%
ACWI
iShares MSCI ACWI ETF
1.67%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
MLAAX
MainStay Winslow Large Cap Growth Fund
8.98%10.59%14.95%26.64%5.40%11.55%23.59%17.20%13.18%13.61%10.52%4.95%
TRVLX
T. Rowe Price Value Fund
2.63%2.97%10.09%10.92%2.33%1.69%11.09%7.21%3.06%8.77%10.16%6.99%
WFBIX
iShares U.S. Aggregate Bond Index Fund
3.44%3.16%2.60%2.23%2.65%2.88%2.71%2.24%2.25%2.20%2.56%5.61%
WBCIX
William Blair Small-Mid Cap Core Fund
0.14%0.15%0.00%0.00%0.00%0.06%0.00%0.00%0.00%0.00%0.00%0.00%
ACWX
iShares MSCI ACWI ex U.S. ETF
2.78%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.07%
-2.86%
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

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 3.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.34%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-27.85%Nov 17, 2021229Oct 14, 2022322Jan 29, 2024551
-9.22%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-5.57%Sep 7, 202120Oct 4, 202113Oct 21, 202133
-5.39%Apr 1, 202415Apr 19, 202417May 14, 202432

Volatility

Volatility Chart

The current 0-SABIC 401K Fidelity Managed volatility is 2.81%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.81%
2.76%
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

WFBIXMLAAXACWXTRVLXWBCIXSSPIXACWI
WFBIX1.000.090.06-0.000.040.040.06
MLAAX0.091.000.720.690.720.900.87
ACWX0.060.721.000.790.790.810.93
TRVLX-0.000.690.791.000.860.890.88
WBCIX0.040.720.790.861.000.850.87
SSPIX0.040.900.810.890.851.000.96
ACWI0.060.870.930.880.870.961.00
The correlation results are calculated based on daily price changes starting from Oct 2, 2019