roth ira
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FSPSX Fidelity International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 10% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in roth ira, 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 Sep 14, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of Oct 30, 2024, the roth ira returned 22.10% Year-To-Date and 12.57% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| roth ira | 22.10% | 1.13% | 15.53% | 40.20% | 14.93% | 12.57% |
| Portfolio components: | ||||||
FSPSX Fidelity International Index Fund | 8.54% | -4.39% | 5.85% | 24.52% | 6.77% | 5.52% |
FXAIX Fidelity 500 Index Fund | 23.66% | 1.74% | 16.62% | 42.00% | 15.83% | 13.34% |
Monthly Returns
The table below presents the monthly returns of roth ira, 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 | 1.48% | 5.08% | 3.23% | -3.98% | 4.84% | 3.14% | 1.39% | 2.52% | 2.00% | 22.10% | |||
| 2023 | 6.50% | -2.49% | 3.62% | 1.67% | 0.00% | 6.40% | 3.16% | -1.80% | -4.65% | -2.21% | 9.07% | 4.63% | 25.49% |
| 2022 | -5.04% | -3.00% | 3.34% | -8.51% | 0.36% | -8.34% | 8.82% | -4.24% | -9.23% | 7.87% | 6.39% | -5.35% | -17.69% |
| 2021 | -1.03% | 2.71% | 4.18% | 5.10% | 1.00% | 1.95% | 2.23% | 2.91% | -4.52% | 6.60% | -1.04% | 4.50% | 26.91% |
| 2020 | -0.29% | -8.18% | -12.56% | 12.20% | 4.80% | 2.11% | 5.29% | 6.98% | -3.65% | -2.80% | 11.33% | 3.96% | 17.38% |
| 2019 | 7.86% | 3.14% | 1.83% | 3.94% | -6.21% | 6.93% | 1.11% | -1.62% | 1.97% | 2.30% | 3.38% | 3.02% | 30.52% |
| 2018 | 5.67% | -3.83% | -2.36% | 0.51% | 1.96% | 0.44% | 3.61% | 2.71% | 0.61% | -6.96% | 1.85% | -8.65% | -5.36% |
| 2017 | 2.02% | 3.68% | 0.41% | 1.19% | 1.62% | 0.58% | 2.14% | 0.27% | 2.09% | 2.27% | 2.84% | 1.15% | 22.18% |
| 2016 | -5.04% | -0.42% | 6.75% | 0.57% | 1.60% | -0.02% | 3.75% | 0.17% | 0.16% | -1.86% | 3.15% | 2.06% | 10.89% |
| 2015 | -2.61% | 5.77% | -1.57% | 1.26% | 1.14% | -2.01% | 2.06% | -6.15% | -2.69% | 8.29% | 0.17% | -1.63% | 1.19% |
| 2014 | -3.56% | 4.71% | 0.70% | 0.82% | 2.26% | 1.97% | -1.48% | 3.62% | -1.64% | 2.13% | 2.47% | -0.07% | 12.25% |
| 2013 | 5.08% | 1.12% | 3.49% | 2.25% | 1.80% | -1.50% | 5.12% | -2.77% | 3.57% | 4.47% | 2.81% | 2.47% | 31.37% |
Expense Ratio
roth ira has an expense ratio of 0.02%, which is considered low compared to other funds. 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 risk-adjusted rank of roth ira is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 2.05 | 2.90 | 1.36 | 1.93 | 11.90 |
FXAIX Fidelity 500 Index Fund | 3.60 | 4.73 | 1.68 | 4.15 | 23.73 |
Dividends
Dividend yield
roth ira provided a 1.41% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| roth ira | 1.41% | 1.58% | 1.79% | 1.41% | 1.62% | 2.17% | 2.73% | 2.01% | 2.57% | 2.82% | 2.72% | 1.91% |
| Portfolio components: | ||||||||||||
FSPSX Fidelity International Index Fund | 2.93% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
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 roth ira. 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 roth ira was 33.67%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current roth ira drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.67% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.84% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -19.01% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -13.85% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
| -10.26% | Oct 28, 2011 | 20 | Nov 25, 2011 | 30 | Jan 10, 2012 | 50 |
Volatility
Volatility Chart
The current roth ira volatility is 2.65%, 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
| FSPSX | FXAIX | |
|---|---|---|
| FSPSX | 1.00 | 0.77 |
| FXAIX | 0.77 | 1.00 |