PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
roth ira
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FXAIX 90%FSPSX 10%EquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.53%
15.83%
roth ira
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
roth ira22.10%1.13%15.53%40.20%14.93%12.57%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.48%5.08%3.23%-3.98%4.84%3.14%1.39%2.52%2.00%22.10%
20236.50%-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%
20197.86%3.14%1.83%3.94%-6.21%6.93%1.11%-1.62%1.97%2.30%3.38%3.02%30.52%
20185.67%-3.83%-2.36%0.51%1.96%0.44%3.61%2.71%0.61%-6.96%1.85%-8.65%-5.36%
20172.02%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%
20135.08%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.


Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

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.


The Risk-Adjusted Performance Rank of roth ira is 7979
Combined Rank
The Sharpe Ratio Rank of roth ira is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of roth ira is 7979Sortino Ratio Rank
The Omega Ratio Rank of roth ira is 8484Omega Ratio Rank
The Calmar Ratio Rank of roth ira is 7272Calmar Ratio Rank
The Martin Ratio Rank of roth ira is 8080Martin 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.


roth ira
Sharpe ratio
The chart of Sharpe ratio for roth ira, currently valued at 3.52, compared to the broader market0.002.004.006.003.52
Sortino ratio
The chart of Sortino ratio for roth ira, currently valued at 4.66, compared to the broader market-2.000.002.004.006.004.66
Omega ratio
The chart of Omega ratio for roth ira, currently valued at 1.66, compared to the broader market0.801.001.201.401.601.802.001.66
Calmar ratio
The chart of Calmar ratio for roth ira, currently valued at 3.96, compared to the broader market0.005.0010.003.96
Martin ratio
The chart of Martin ratio for roth ira, currently valued at 23.28, compared to the broader market0.0010.0020.0030.0040.0050.0060.0023.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FSPSX
Fidelity International Index Fund
2.052.901.361.9311.90
FXAIX
Fidelity 500 Index Fund
3.604.731.684.1523.73

Sharpe Ratio

The current roth ira Sharpe ratio is 3.52. 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 2.49 to 3.44, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of roth ira 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.52
3.43
roth ira
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

roth ira provided a 1.41% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
roth ira1.41%1.58%1.79%1.41%1.62%2.17%2.73%2.01%2.57%2.82%2.72%1.91%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.67%
-0.54%
roth ira
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202099Aug 12, 2020122
-24.84%Jan 5, 2022194Oct 12, 2022294Dec 13, 2023488
-19.01%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-13.85%May 22, 2015183Feb 11, 201680Jun 7, 2016263
-10.26%Oct 28, 201120Nov 25, 201130Jan 10, 201250

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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.65%
2.71%
roth ira
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.

FSPSXFXAIX
FSPSX1.000.77
FXAIX0.771.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2011