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Sarah Johnson Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Sarah Johnson Portfolio

Currency in USD · Last updated May 6, 2025

Overall Portfolio

Asset Allocation

SPAXX 16.79%FXAIX 5.22%AKREX 3.27%FTQGX 2.96%JENSX 2.72%FBSOX 2.55%PARWX 2.49%FLPSX 2.44%FFRHX 2.4%UMBMX 2.36%AVEDX 2.29%FNORX 1.65%GLFOX 1.6%YAFFX 1.46%CMJAX 1.44%FBIOX 1.41%FAMVX 1.41%GCBLX 1.37%TSCSX 1.37%GASFX 1.3%FSPCX 1.27%FMILX 1.25%PVCMX 1.25%FSMAX 1.24%FSCSX 1.24%FDEGX 1.22%FDLSX 1.22%FWOMX 1.2%MGLBX 1.19%FSCHX 1.16%HFEAX 1.15%SSSFX 1.14%GABSX 1.12%FRESX 1.11%BUFBX 1.1%FIGFX 1.09%HDPSX 1.08%ARTGX 1.07%BIAUX 1.04%ETGLX 1.03%FBALX 1.2%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget Weight
AKREX
Akre Focus Fund Retail Class		Large Cap Growth Equities
3.27%
ARTGX
Artisan Global Value Fund		Global Equities
1.07%
ASDVX
American Century Short Duration Strategic Income Fund		Short-Term Bond
0.63%
AVEDX
Ave Maria Rising Dividend Fund		Large Cap Blend Equities
2.29%
BCOSX
Baird Core Plus Bond Fund		Intermediate Core-Plus Bond
0.58%
BIAUX
Brown Advisory Small-Cap Fundamental Value Fund		Small Cap Blend Equities
1.04%
BSCFX
Baron Small Cap Fund		Small Cap Growth Equities
0.85%
BUFBX
Buffalo Flexible Income Fund		Large Cap Value Equities
1.10%
BUFOX
Buffalo Early Stage Growth Fund		Small Cap Growth Equities
0.80%
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A		Mid Cap Blend Equities
1.44%
DLFNX
DoubleLine Core Fixed Income Fund		Intermediate Core-Plus Bond
0.60%
DXCM
DexCom, Inc.		Healthcare
0.71%
ETGLX
Eventide Gilead Fund		Mid Cap Growth Equities
1.03%
FADMX
Fidelity Strategic Income Fund		Total Bond Market
0.23%
FAGIX
Fidelity Capital & Income Fund		High Yield Bonds
0.76%
FAMVX
FAM Value Fund		Mid Cap Growth Equities
1.41%
FBALX
Fidelity Balanced Fund		Diversified Portfolio
1.20%
FBIOX
Fidelity Select Biotechnology Portfolio		Health & Biotech Equities
1.41%
FBSOX
Fidelity Select IT Services Portfolio		Technology Equities
2.55%
FDEGX
1.22%
FDIVX
0.50%
FDLSX
1.22%
FDSCX
0.80%
FFRHX
2.40%
FHKCX
0.96%
FICDX
0.25%
FIGFX
1.09%
FISMX
0.23%
FIVFX
0.32%
FLPSX
2.44%
FMIJX
0.61%
FMILX
1.25%
FNORX
1.65%
FRESX
1.11%
FSCHX
1.16%
FSCSX
1.24%
FSMAX
1.24%
FSPCX
1.27%
FSPSX
0.81%
FTQGX
2.96%
FWOMX
1.20%
FXAIX
5.22%
GABSX
1.12%
GASFX
1.30%
GCBLX
1.37%
GLFOX
1.60%
HDPSX
1.08%
HFCSX
0.85%
HFEAX
1.15%
JATTX
0.49%
JENSX
2.72%
MAPTX
0.12%
MERFX
0.49%
MGLBX
1.19%
MWHYX
0.86%
OAKIX
0.73%
PARMX
0.82%
PARWX
2.49%
PCLAX
0.74%
PONAX
0.81%
PVCMX
1.25%
SPAXX
16.79%
SSHFX
0.91%
SSSFX
1.14%
TSCSX
1.37%
UMBMX
2.36%
VILLX
0.67%
YAFFX
1.46%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sarah Johnson Portfolio, 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 Every 3 months.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
42.57%
96.23%
Sarah Johnson Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of FADMX

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.93%11.36%-1.09%10.19%14.74%10.35%
Sarah Johnson Portfolio-0.65%7.46%-2.76%3.61%8.30%N/A
Portfolio components:
SPAXX
0.65%0.00%1.37%3.90%2.29%N/A
FDIVX
11.55%16.07%6.21%10.11%7.09%N/A
FXAIX
-3.56%11.43%-0.47%11.65%16.22%N/A
FDSCX
-7.91%10.92%-10.78%-2.51%11.07%N/A
FLPSX
-0.81%9.99%-2.03%0.13%14.55%N/A
SSSFX
-9.90%11.25%-23.52%-18.86%5.07%N/A
UMBMX
-1.42%11.74%-11.71%-3.07%8.20%N/A
FAGIX
Fidelity Capital & Income Fund		-0.29%4.38%0.68%6.37%7.04%4.56%
BCOSX
Baird Core Plus Bond Fund		1.94%-1.29%1.49%5.66%-0.12%1.82%
FICDX
7.54%11.23%-0.18%7.96%12.28%N/A
FISMX
10.62%12.20%8.19%7.92%11.12%N/A
FNORX
14.08%13.52%2.90%1.72%11.52%N/A
FIVFX
9.77%17.31%4.18%8.99%8.64%N/A
FSMAX
-7.47%12.69%-4.17%5.29%11.01%N/A
FMILX
-4.01%12.72%-3.91%6.56%15.47%N/A
FSPCX
3.97%5.85%0.12%14.83%17.64%N/A
YAFFX
1.35%6.48%-2.51%-3.42%12.12%N/A
FMIJX
-0.50%9.73%-0.06%0.64%10.07%N/A
GASFX
7.76%6.76%6.70%22.77%6.51%N/A
JATTX
-5.36%11.95%-12.92%-4.22%-0.91%N/A
MAPTX
2.38%9.90%-7.55%-2.78%-4.28%N/A
ETGLX
Eventide Gilead Fund		-2.53%17.47%-0.75%0.08%6.46%7.78%
PARWX
-3.34%9.27%-9.32%-3.00%11.68%N/A
PARMX
-2.27%10.42%-13.07%-3.42%4.49%N/A
FADMX
Fidelity Strategic Income Fund		1.13%1.20%1.31%6.23%3.60%N/A
ASDVX
American Century Short Duration Strategic Income Fund		1.37%-0.11%2.12%5.70%2.86%2.47%
DXCM
DexCom, Inc.		3.21%34.16%15.16%-37.47%-2.58%16.87%
FIGFX
7.67%14.69%5.05%7.83%9.25%N/A
FHKCX
5.07%9.54%0.16%14.51%2.47%N/A
FSPSX
14.05%14.70%10.03%12.93%12.48%N/A
FTQGX
-12.31%9.64%-17.80%-8.35%5.88%N/A
FRESX
3.21%6.84%-3.31%14.79%4.51%N/A
FDEGX
0.23%21.36%6.08%16.28%13.16%N/A
FBALX
Fidelity Balanced Fund		-2.20%6.67%-1.55%3.69%6.12%4.35%
FBSOX
Fidelity Select IT Services Portfolio		-12.06%-2.12%-6.91%3.84%4.53%9.90%
FDLSX
-7.45%5.55%-9.84%2.91%10.83%N/A
FBIOX
Fidelity Select Biotechnology Portfolio		-2.91%8.52%-13.61%-0.02%-2.75%-2.49%
FSCSX
-5.10%18.43%-6.29%-2.47%5.29%N/A
FSCHX
-6.55%4.75%-17.13%-14.51%6.03%N/A
FWOMX
-5.30%12.28%-5.55%0.32%10.98%N/A
ARTGX
Artisan Global Value Fund		11.58%10.28%5.66%10.70%13.33%5.05%
BSCFX
Baron Small Cap Fund		-8.34%11.34%-18.61%-12.40%1.05%-2.17%
BIAUX
Brown Advisory Small-Cap Fundamental Value Fund		-8.55%7.13%-6.54%0.23%14.86%6.42%
BUFBX
Buffalo Flexible Income Fund		0.69%5.34%-2.46%1.15%10.74%5.45%
BUFOX
Buffalo Early Stage Growth Fund		-9.71%8.16%-9.82%-3.67%0.54%-1.56%
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A		-3.91%10.47%-3.70%4.46%11.23%N/A
FAMVX
FAM Value Fund		0.16%10.81%-5.51%3.84%8.37%3.87%
GABSX
-6.15%8.55%-6.47%-6.03%2.86%N/A
GCBLX
-1.17%7.34%-1.55%4.53%7.94%N/A
OAKIX
13.27%14.05%9.24%9.03%13.36%N/A
HFCSX
-4.31%9.60%-6.64%13.10%12.28%N/A
HFEAX
20.37%17.35%15.17%14.90%16.66%N/A
JENSX
-1.49%8.07%-11.15%-3.87%4.52%N/A
GLFOX
11.47%6.81%11.00%15.33%8.56%N/A
MGLBX
6.84%20.50%9.23%21.85%9.41%N/A
MERFX
3.21%1.26%2.74%4.96%1.71%N/A
HDPSX
-13.50%11.29%-23.56%-14.31%10.21%N/A
AKREX
Akre Focus Fund Retail Class		4.09%11.74%5.24%20.13%12.96%13.63%
VILLX
-0.20%5.94%-2.59%0.58%0.56%N/A
AVEDX
Ave Maria Rising Dividend Fund		2.59%7.83%-5.04%7.41%10.38%3.86%
PVCMX
-0.25%0.75%-3.30%-0.40%4.02%N/A
SSHFX
-6.95%4.81%-23.66%-18.45%2.80%N/A
TSCSX
-10.36%9.76%-11.15%-5.12%10.33%N/A
FFRHX
-0.61%1.34%1.02%4.96%7.52%N/A
DLFNX
DoubleLine Core Fixed Income Fund		2.09%-1.26%1.70%6.26%0.51%1.51%
MWHYX
0.91%0.99%1.12%6.18%4.07%N/A
PONAX
1.93%-1.12%2.63%6.07%4.16%N/A
PCLAX
-4.66%-0.50%-3.50%-4.82%21.63%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Sarah Johnson Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.24%-0.84%-3.49%-0.76%1.33%-0.65%
20240.33%3.75%2.64%-3.57%2.72%0.28%2.76%1.55%1.38%-1.31%4.28%-5.91%8.72%
20235.73%-2.04%0.75%0.68%-1.36%4.93%2.36%-1.64%-3.54%-2.49%7.06%3.62%14.23%
2022-4.73%-1.74%1.62%-5.55%0.16%-6.11%6.25%-2.78%-7.07%6.36%4.89%-4.97%-14.01%
2021-0.65%3.56%2.37%3.36%0.46%1.19%1.06%1.46%-2.90%3.63%-3.14%0.00%10.59%
2020-0.43%-5.28%-11.86%9.02%5.28%2.09%3.93%3.98%-1.77%-1.40%9.19%2.31%13.89%
2019-2.67%4.87%0.70%-1.51%0.80%1.39%2.48%0.62%6.68%

Expense Ratio

Sarah Johnson Portfolio has an expense ratio of 0.73%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FBSOX
Fidelity Select IT Services Portfolio
FAGIX
Fidelity Capital & Income Fund
BCOSX
Baird Core Plus Bond Fund
ETGLX
Eventide Gilead Fund
FADMX
Fidelity Strategic Income Fund
ASDVX
American Century Short Duration Strategic Income Fund
FBALX
Fidelity Balanced Fund
FBIOX
Fidelity Select Biotechnology Portfolio
BUFOX
Buffalo Early Stage Growth Fund
AKREX
Akre Focus Fund Retail Class
BSCFX
Baron Small Cap Fund
ARTGX
Artisan Global Value Fund
FAMVX
FAM Value Fund
BIAUX
Brown Advisory Small-Cap Fundamental Value Fund
BUFBX
Buffalo Flexible Income Fund
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A
AVEDX
Ave Maria Rising Dividend Fund
DLFNX
DoubleLine Core Fixed Income Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Sarah Johnson Portfolio is 9, meaning it’s performing worse than 91% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Sarah Johnson Portfolio is 99
Overall Rank
The Sharpe Ratio Rank of Sarah Johnson Portfolio is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of Sarah Johnson Portfolio is 77
Sortino Ratio Rank
The Omega Ratio Rank of Sarah Johnson Portfolio is 88
Omega Ratio Rank
The Calmar Ratio Rank of Sarah Johnson Portfolio is 1010
Calmar Ratio Rank
The Martin Ratio Rank of Sarah Johnson Portfolio is 99
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPAXX
3.04————
FDIVX
0.480.791.110.381.83
FXAIX
0.530.871.130.552.15
FDSCX
-0.19-0.120.99-0.16-0.45
FLPSX
-0.060.031.00-0.06-0.22
SSSFX
-0.70-0.810.88-0.43-1.21
UMBMX
-0.17-0.070.99-0.14-0.35
FAGIX
Fidelity Capital & Income Fund		0.861.201.170.823.07
BCOSX
Baird Core Plus Bond Fund		1.081.601.190.482.92
FICDX
0.390.641.090.391.10
FISMX
0.520.781.110.561.39
FNORX
-0.020.101.01-0.02-0.04
FIVFX
0.400.701.090.401.47
FSMAX
0.170.411.050.150.49
FMILX
0.250.481.070.240.78
FSPCX
0.671.011.140.842.08
YAFFX
-0.33-0.390.95-0.28-0.83
FMIJX
-0.020.091.01-0.02-0.07
GASFX
1.391.791.271.344.05
JATTX
-0.25-0.210.97-0.11-0.52
MAPTX
-0.10-0.001.00-0.04-0.18
ETGLX
Eventide Gilead Fund		-0.010.161.02-0.01-0.03
PARWX
-0.22-0.180.97-0.18-0.51
PARMX
-0.24-0.200.97-0.15-0.43
FADMX
Fidelity Strategic Income Fund		1.532.291.281.575.87
ASDVX
American Century Short Duration Strategic Income Fund		2.404.091.604.6614.34
DXCM
DexCom, Inc.		-0.66-0.570.89-0.61-0.98
FIGFX
0.340.621.080.391.41
FHKCX
0.601.011.130.321.76
FSPSX
0.711.081.150.882.52
FTQGX
-0.38-0.350.95-0.33-0.87
FRESX
0.771.151.150.432.14
FDEGX
0.540.911.130.561.79
FBALX
Fidelity Balanced Fund		0.210.381.050.200.69
FBSOX
Fidelity Select IT Services Portfolio		0.080.241.040.060.23
FDLSX
0.110.301.040.100.28
FBIOX
Fidelity Select Biotechnology Portfolio		0.000.161.020.000.01
FSCSX
-0.13-0.001.00-0.10-0.28
FSCHX
-0.81-1.080.87-0.44-1.61
FWOMX
-0.040.071.01-0.04-0.13
ARTGX
Artisan Global Value Fund		0.640.961.140.852.87
BSCFX
Baron Small Cap Fund		-0.52-0.550.92-0.30-0.97
BIAUX
Brown Advisory Small-Cap Fundamental Value Fund		-0.070.071.01-0.06-0.17
BUFBX
Buffalo Flexible Income Fund		-0.000.091.01-0.00-0.01
BUFOX
Buffalo Early Stage Growth Fund		-0.24-0.210.98-0.11-0.66
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A		0.160.371.050.140.48
FAMVX
FAM Value Fund		0.130.311.040.120.34
GABSX
-0.32-0.310.96-0.21-0.90
GCBLX
0.320.531.070.281.00
OAKIX
0.420.741.090.471.26
HFCSX
0.460.871.100.511.74
HFEAX
0.741.081.150.932.56
JENSX
-0.28-0.240.96-0.21-0.56
GLFOX
1.241.681.242.054.87
MGLBX
0.811.251.170.903.41
MERFX
1.552.021.332.218.17
HDPSX
-0.53-0.550.92-0.38-0.96
AKREX
Akre Focus Fund Retail Class		0.941.391.201.184.63
VILLX
-0.030.051.01-0.01-0.10
AVEDX
Ave Maria Rising Dividend Fund		0.340.581.080.300.82
PVCMX
-0.13-0.130.98-0.10-0.24
SSHFX
-0.73-0.750.84-0.55-1.29
TSCSX
-0.30-0.280.96-0.21-0.67
FFRHX
1.542.481.591.476.86
DLFNX
DoubleLine Core Fixed Income Fund		1.231.861.220.563.42
MWHYX
1.842.921.422.138.29
PONAX
1.492.231.292.136.18
PCLAX
-0.38-0.410.95-0.35-1.01

The current Sarah Johnson Portfolio Sharpe ratio is 0.20. 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 0.54 to 1.07, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Sarah Johnson Portfolio 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.20
0.65
Sarah Johnson Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Sarah Johnson Portfolio provided a 3.02% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio3.02%3.14%2.84%2.51%2.96%1.70%1.81%2.27%1.57%1.09%2.36%2.82%
Portfolio components:
SPAXX
4.15%4.81%4.68%1.30%0.01%0.26%0.98%0.00%0.00%0.00%0.00%0.00%
FDIVX
1.84%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%
FXAIX
1.32%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%
FDSCX
2.94%2.71%0.23%0.12%10.85%1.40%2.13%22.39%10.45%1.63%7.52%9.57%
FLPSX
16.37%16.24%18.29%9.45%12.11%11.14%8.14%13.45%8.91%4.85%4.67%5.88%
SSSFX
0.00%0.00%0.00%0.00%0.04%0.00%0.05%0.00%0.00%0.00%0.13%0.00%
UMBMX
0.54%0.53%0.17%1.14%0.08%0.20%0.67%0.55%0.28%0.58%0.90%0.10%
FAGIX
Fidelity Capital & Income Fund		4.60%5.03%5.29%11.37%6.55%4.88%5.00%7.39%5.05%4.12%5.01%8.08%
BCOSX
Baird Core Plus Bond Fund		3.73%3.67%3.17%2.69%2.57%3.11%2.60%2.75%2.47%2.65%2.49%2.63%
FICDX
1.29%1.39%1.33%1.49%1.26%1.46%1.75%1.32%1.41%1.25%3.11%16.33%
FISMX
2.38%2.64%1.87%0.70%2.57%0.83%1.83%1.91%0.98%1.46%5.45%18.12%
FNORX
3.65%4.16%0.05%0.00%4.68%1.45%3.35%0.12%0.95%1.45%1.32%0.00%
FIVFX
0.71%0.78%0.38%0.05%0.00%0.17%0.58%0.47%0.33%0.68%1.98%6.09%
FSMAX
0.52%0.48%1.17%1.38%0.99%0.93%1.41%1.69%1.30%1.38%2.99%5.43%
FMILX
0.21%0.20%0.30%1.63%2.04%1.59%0.97%1.25%0.90%1.18%1.03%9.39%
FSPCX
1.09%1.13%1.11%0.74%1.29%1.61%1.40%2.17%1.21%1.15%1.97%6.93%
YAFFX
1.93%1.96%1.23%1.17%0.75%0.81%1.38%1.75%0.97%1.54%1.19%0.68%
FMIJX
0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%
GASFX
7.03%7.36%6.63%8.77%10.63%10.93%7.11%12.31%2.96%3.52%5.64%2.12%
JATTX
8.18%7.74%7.29%6.35%20.71%4.17%4.30%7.56%5.11%2.83%7.89%10.12%
MAPTX
3.24%3.31%2.93%0.00%0.00%0.23%0.51%0.77%0.55%0.55%1.77%0.49%
ETGLX
Eventide Gilead Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PARWX
1.11%1.07%1.20%1.19%1.80%0.70%0.79%1.80%2.08%0.98%3.11%1.71%
PARMX
0.21%0.21%0.37%0.01%0.03%0.19%0.51%0.76%1.49%0.38%0.70%0.72%
FADMX
Fidelity Strategic Income Fund		4.14%4.21%4.32%3.67%2.75%3.33%3.46%2.61%0.00%0.00%0.00%0.00%
ASDVX
American Century Short Duration Strategic Income Fund		4.64%5.07%5.10%3.16%2.94%2.60%2.86%2.84%2.35%2.71%3.50%1.46%
DXCM
DexCom, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIGFX
0.39%0.42%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%
FHKCX
1.32%1.39%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%
FSPSX
2.54%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
FTQGX
0.42%0.36%0.61%0.85%0.00%0.02%0.08%0.13%0.45%0.56%6.16%10.44%
FRESX
2.04%2.11%2.31%1.71%0.78%2.93%2.36%2.57%1.80%1.73%5.54%1.66%
FDEGX
7.87%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.43%0.59%0.13%0.31%
FBALX
Fidelity Balanced Fund		1.88%1.81%1.70%1.47%0.88%1.29%1.70%1.85%1.58%1.61%7.96%10.55%
FBSOX
Fidelity Select IT Services Portfolio		0.10%0.07%0.01%0.02%0.00%0.01%0.04%0.06%0.04%0.32%2.98%0.44%
FDLSX
0.42%0.53%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%
FBIOX
Fidelity Select Biotechnology Portfolio		1.24%1.21%0.45%0.00%0.17%0.26%0.15%0.00%0.00%0.00%6.71%10.77%
FSCSX
1.64%0.00%0.00%0.00%0.00%0.55%0.23%0.04%0.00%0.03%2.35%10.43%
FSCHX
1.15%1.12%1.13%1.08%0.76%1.10%1.61%1.72%0.88%1.14%4.34%3.24%
FWOMX
2.00%1.89%0.57%0.62%2.65%0.21%0.27%0.00%0.00%0.00%0.00%0.00%
ARTGX
Artisan Global Value Fund		0.97%1.09%0.76%0.30%0.94%0.05%1.30%0.99%0.68%0.66%0.36%0.51%
BSCFX
Baron Small Cap Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIAUX
Brown Advisory Small-Cap Fundamental Value Fund		1.61%1.47%0.56%0.33%0.18%0.48%0.43%0.74%0.55%0.22%0.33%0.46%
BUFBX
Buffalo Flexible Income Fund		3.89%3.77%3.48%4.16%5.57%3.33%2.91%6.01%5.49%3.16%3.67%2.30%
BUFOX
Buffalo Early Stage Growth Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A		0.93%0.89%0.84%0.80%0.34%0.56%0.63%1.10%0.95%0.72%0.29%0.00%
FAMVX
FAM Value Fund		0.00%0.00%0.15%0.18%0.02%0.00%0.00%0.11%0.00%0.00%0.00%0.00%
GABSX
0.01%0.01%0.19%0.01%0.10%0.00%0.15%0.19%0.00%0.00%0.00%0.00%
GCBLX
0.50%0.49%0.48%0.14%0.00%0.23%0.35%0.32%0.11%0.12%0.00%0.36%
OAKIX
2.17%2.46%1.84%2.97%1.23%0.33%1.81%2.14%1.35%1.48%2.32%2.16%
HFCSX
16.65%15.94%24.51%15.15%17.19%35.80%10.78%22.20%0.01%0.00%0.20%0.03%
HFEAX
1.20%1.45%4.35%2.40%0.13%0.28%0.98%4.26%1.70%2.59%0.72%1.60%
JENSX
0.53%0.64%0.82%0.85%0.64%0.94%1.03%0.99%0.91%1.14%1.29%1.00%
GLFOX
2.24%3.06%2.68%5.59%4.09%2.39%4.20%5.00%1.70%2.18%8.41%7.18%
MGLBX
1.60%1.71%1.98%4.37%17.97%2.45%0.00%1.16%9.25%0.00%11.04%12.83%
MERFX
1.71%1.77%2.59%0.81%0.00%0.73%0.29%1.13%0.59%0.32%0.81%2.53%
HDPSX
17.33%14.99%5.01%6.46%19.53%0.00%8.25%4.66%14.53%0.32%0.35%1.28%
AKREX
Akre Focus Fund Retail Class		4.87%5.07%3.56%6.73%3.65%0.00%2.99%0.55%0.62%0.18%0.00%2.07%
VILLX
1.25%1.24%1.67%4.17%11.87%6.12%0.73%7.15%0.70%0.90%14.72%5.87%
AVEDX
Ave Maria Rising Dividend Fund		0.96%1.01%1.12%1.58%0.92%1.10%1.22%1.57%1.07%1.64%1.50%1.02%
PVCMX
3.81%3.80%2.86%0.43%0.00%0.00%0.42%0.00%0.00%0.00%0.00%0.00%
SSHFX
1.39%1.29%0.68%1.01%1.06%0.76%0.92%1.37%1.14%1.05%0.95%2.07%
TSCSX
0.59%0.53%0.46%0.43%0.54%0.63%0.45%0.00%0.00%0.43%0.24%0.00%
FFRHX
7.48%8.33%8.25%5.06%3.27%3.85%5.17%4.75%4.01%3.94%4.25%4.00%
DLFNX
DoubleLine Core Fixed Income Fund		4.91%4.98%4.40%3.73%2.60%2.78%3.18%3.11%2.66%2.71%3.34%3.83%
MWHYX
5.94%6.57%6.20%5.32%3.42%3.55%4.11%4.23%3.42%3.57%4.38%4.79%
PONAX
5.35%5.87%5.82%5.97%3.62%4.46%5.42%5.23%4.96%5.17%7.42%6.12%
PCLAX
8.92%7.50%3.39%44.15%75.67%0.45%2.07%18.32%12.18%0.08%1.77%4.97%

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.

-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.74%
-8.04%
Sarah Johnson Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Sarah Johnson Portfolio. 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 Sarah Johnson Portfolio was 27.64%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.

The current Sarah Johnson Portfolio drawdown is 6.74%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.64%Feb 20, 202023Mar 23, 202098Aug 10, 2020121
-22.81%Nov 9, 2021228Sep 30, 2022452Jul 10, 2024680
-14.87%Dec 5, 202484Apr 8, 2025———
-5.55%Sep 3, 202015Sep 24, 202011Oct 9, 202026
-5.27%Oct 13, 202014Oct 30, 20206Nov 9, 202020

Volatility

Volatility Chart

The current Sarah Johnson Portfolio volatility is 6.95%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.95%
13.20%
Sarah Johnson Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 68 assets, with an effective number of assets of 23.21, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSPAXXBCOSXDLFNXASDVXPCLAXFFRHXMERFXDXCMPONAXMWHYXFADMXGASFXPVCMXFHKCXGLFOXFBIOXMAPTXFRESXFSPCXFNORXOAKIXFSCSXHFEAXMGLBXBUFBXFSCHXFDLSXETGLXFISMXFBSOXFMIJXFICDXSSSFXFTQGXJENSXFAGIXBIAUXFIVFXHDPSXFSPSXYAFFXFDEGXAKREXFDIVXBUFOXHFCSXFIGFXSSHFXARTGXTSCSXPARWXBSCFXFMILXVILLXGABSXFAMVXFLPSXJATTXAVEDXPARMXFDSCXFXAIXFSMAXFBALXGCBLXUMBMXFWOMXCMJAXPortfolio
^GSPC1.00-0.050.050.070.090.250.320.370.460.350.420.470.530.530.580.570.590.610.630.640.620.650.850.700.860.800.740.790.800.710.840.770.750.750.910.910.790.760.810.780.760.820.880.870.800.800.820.830.840.830.810.880.850.890.840.810.870.820.850.870.880.841.000.860.970.960.890.950.900.95
SPAXX-0.051.000.020.030.24-0.080.28-0.020.010.180.180.15-0.04-0.00-0.04-0.06-0.00-0.03-0.02-0.03-0.03-0.05-0.02-0.06-0.04-0.05-0.04-0.03-0.04-0.03-0.03-0.04-0.03-0.04-0.03-0.040.14-0.03-0.05-0.03-0.06-0.06-0.05-0.04-0.05-0.03-0.05-0.05-0.05-0.05-0.03-0.04-0.03-0.05-0.02-0.03-0.05-0.05-0.04-0.06-0.05-0.04-0.05-0.04-0.04-0.05-0.05-0.04-0.04-0.03
BCOSX0.050.021.000.950.63-0.070.070.040.100.660.470.680.130.090.010.150.100.020.23-0.080.110.030.090.100.10-0.020.000.040.130.110.090.000.06-0.010.060.100.19-0.000.15-0.000.110.010.100.170.130.080.090.14-0.000.020.020.010.09-0.010.090.040.030.010.070.040.100.040.050.070.170.170.050.070.070.08
DLFNX0.070.030.951.000.66-0.050.100.040.100.680.500.710.140.110.020.170.110.040.24-0.060.140.060.100.120.100.000.030.060.140.140.110.030.090.020.070.120.210.020.170.020.140.030.100.190.150.100.120.160.030.050.040.030.100.020.120.060.050.030.080.070.120.060.070.080.180.180.070.080.080.11
ASDVX0.090.240.630.661.000.010.270.030.110.700.570.610.130.120.080.140.120.100.20-0.010.160.110.110.140.110.050.070.080.120.190.120.050.130.060.090.110.300.070.160.070.150.090.090.160.160.130.110.140.070.090.090.070.110.080.140.100.080.080.100.080.120.090.100.110.170.180.090.110.100.13
PCLAX0.25-0.08-0.07-0.050.011.000.240.110.060.120.180.150.220.310.280.140.120.280.090.180.300.320.170.280.190.420.310.210.180.330.180.240.430.270.220.160.300.270.230.350.310.360.200.170.270.220.210.240.290.300.270.250.210.330.240.270.240.360.220.300.190.270.250.260.240.210.300.260.240.28
FFRHX0.320.280.070.100.270.241.000.200.190.370.520.440.240.260.270.240.210.310.250.260.350.350.270.340.270.330.320.300.280.400.300.340.360.310.290.280.530.310.320.350.350.360.290.300.350.320.300.340.330.350.320.320.320.340.340.340.310.360.320.320.320.320.320.330.320.310.340.330.330.36
MERFX0.37-0.020.040.040.030.110.201.000.170.160.210.220.260.270.270.270.310.260.270.320.300.330.340.330.320.330.370.370.370.330.350.360.350.370.330.340.350.400.350.390.350.360.370.350.360.400.360.370.380.380.400.390.400.390.390.410.400.400.420.390.400.420.370.430.380.380.410.400.420.41
DXCM0.460.010.100.100.110.060.190.171.000.180.240.270.200.200.300.220.440.290.340.250.290.240.480.320.470.310.280.400.540.320.480.320.310.290.470.460.400.310.430.370.340.310.550.470.400.470.380.410.340.330.370.380.520.360.450.360.390.330.490.380.480.420.460.480.470.470.440.480.470.48
PONAX0.350.180.660.680.700.120.370.160.181.000.720.800.290.320.280.350.290.300.380.210.410.380.310.390.330.270.330.330.340.460.350.310.380.310.310.350.550.320.410.320.430.340.330.400.420.370.360.420.330.370.350.330.360.330.390.360.330.350.350.350.370.360.350.370.440.430.360.370.370.40
MWHYX0.420.180.470.500.570.180.520.210.240.721.000.790.320.310.310.380.300.340.400.260.450.410.370.440.390.340.370.380.390.490.400.400.420.370.370.400.700.380.470.380.460.410.390.450.470.420.430.470.390.420.400.410.420.400.440.420.400.420.410.420.430.410.420.420.480.470.410.430.430.47
FADMX0.470.150.680.710.610.150.440.220.270.800.791.000.340.350.340.400.350.370.450.260.450.400.440.460.450.360.390.420.460.500.440.410.450.380.440.450.710.390.520.410.480.410.460.510.510.460.470.520.410.430.420.420.470.430.470.440.430.430.450.440.470.450.470.470.560.550.470.490.470.52
GASFX0.53-0.040.130.140.130.220.240.260.200.290.320.341.000.500.230.660.320.270.680.600.350.410.330.390.310.670.550.450.340.450.430.480.590.520.410.520.440.580.410.500.470.590.420.550.430.450.570.440.610.530.560.530.460.560.540.570.590.600.480.630.570.530.530.490.500.520.590.520.550.57
PVCMX0.53-0.000.090.110.120.310.260.270.200.320.310.350.501.000.380.450.360.400.480.510.470.560.390.500.370.600.600.520.400.570.450.540.630.630.420.470.500.670.470.630.580.620.430.480.520.570.590.510.630.610.660.600.520.610.600.660.600.670.550.610.550.620.530.580.540.530.630.560.600.62
FHKCX0.58-0.040.010.020.080.280.270.270.300.280.310.340.230.381.000.320.440.920.320.320.550.620.550.600.630.470.480.510.560.660.530.570.550.480.580.510.560.460.670.510.660.590.570.510.690.550.490.670.520.620.520.560.560.560.540.500.500.570.570.500.530.540.590.580.600.580.560.600.570.62
GLFOX0.57-0.060.150.170.140.140.240.270.220.350.380.400.660.450.321.000.370.350.610.540.510.560.420.570.430.590.570.500.410.560.510.640.560.540.450.570.500.570.550.490.630.600.470.590.580.490.590.590.600.620.560.590.500.550.590.580.600.600.530.630.600.540.570.520.570.590.570.570.590.62
FBIOX0.59-0.000.100.110.120.120.210.310.440.290.300.350.320.360.440.371.000.430.440.380.450.430.590.480.580.510.460.510.720.480.570.500.490.520.580.540.510.530.550.580.520.490.630.560.550.690.530.550.550.510.590.580.670.540.630.560.530.550.720.550.610.690.600.710.620.610.620.640.650.65
MAPTX0.61-0.030.020.040.100.280.310.260.290.300.340.370.270.400.920.350.431.000.350.350.560.630.560.600.630.500.500.530.560.690.550.600.580.490.590.540.590.490.690.520.680.630.580.530.710.560.520.680.540.650.540.570.570.590.560.520.520.590.580.530.550.550.610.590.620.610.580.620.580.64
FRESX0.63-0.020.230.240.200.090.250.270.340.380.400.450.680.480.320.610.440.351.000.550.450.470.510.480.470.620.570.560.520.510.590.530.560.570.520.630.530.620.550.550.540.600.570.710.540.590.680.560.610.580.630.610.610.580.640.630.660.600.610.670.710.620.630.630.630.660.660.650.670.68
FSPCX0.64-0.03-0.08-0.06-0.010.180.260.320.250.210.260.260.600.510.320.540.380.350.551.000.440.540.440.510.420.730.700.620.430.530.560.620.620.670.510.620.510.730.490.630.570.680.530.620.530.570.690.550.760.710.710.700.580.710.670.710.770.730.610.770.670.660.640.610.600.630.700.640.700.70
FNORX0.62-0.030.110.140.160.300.350.300.290.410.450.450.350.470.550.510.450.560.450.441.000.760.540.870.640.560.600.540.560.800.570.700.670.550.600.580.640.550.810.550.840.650.600.610.840.580.590.820.600.710.580.610.600.620.610.610.600.670.600.610.620.600.620.610.640.650.620.660.630.70
OAKIX0.65-0.050.030.060.110.320.350.330.240.380.410.400.410.560.620.560.430.630.470.540.761.000.510.830.570.620.690.640.540.870.570.810.720.690.550.580.640.690.730.670.880.770.560.600.790.630.670.780.720.850.700.700.620.710.680.720.670.780.650.680.630.680.650.670.660.660.680.680.690.74
FSCSX0.85-0.020.090.100.110.170.270.340.480.310.370.440.330.390.550.420.590.560.510.440.540.511.000.610.870.580.550.680.840.580.870.620.600.560.860.810.690.560.760.620.640.640.850.810.720.740.660.760.630.660.640.700.790.700.710.620.680.610.770.680.780.700.860.790.860.850.730.840.770.82
HFEAX0.70-0.060.100.120.140.280.340.330.320.390.440.460.390.500.600.570.480.600.480.510.870.830.611.000.710.610.670.620.620.840.630.780.720.630.660.650.690.620.860.630.910.720.670.680.900.640.670.890.670.800.660.690.660.710.680.680.680.750.680.690.690.680.710.680.720.720.700.740.710.78
MGLBX0.86-0.040.100.100.110.190.270.320.470.330.390.450.310.370.630.430.580.630.470.420.640.570.870.711.000.580.560.680.830.660.800.670.630.560.910.770.730.560.860.630.730.640.870.780.820.730.660.840.620.690.630.690.790.730.690.630.670.640.760.670.750.700.860.770.870.850.750.840.760.82
BUFBX0.80-0.05-0.020.000.050.420.330.330.310.270.340.360.670.600.470.590.510.500.620.730.560.620.580.610.581.000.760.650.560.640.640.710.780.730.670.750.650.760.620.760.700.840.650.700.670.660.730.670.840.770.760.800.670.820.750.780.800.840.720.850.760.760.800.730.760.760.810.770.790.82
FSCHX0.74-0.040.000.030.070.310.320.370.280.330.370.390.550.600.480.570.460.500.570.700.600.690.550.670.560.761.000.690.590.690.620.730.750.820.620.690.660.810.650.780.720.770.650.680.690.710.770.710.820.770.820.790.720.790.770.850.840.840.740.830.770.790.740.750.730.740.810.760.820.82
FDLSX0.79-0.030.040.060.080.210.300.370.400.330.380.420.450.520.510.500.510.530.560.620.540.640.680.620.680.650.691.000.690.650.740.720.680.710.710.720.700.730.680.750.680.730.740.740.690.750.760.710.760.770.760.760.780.770.780.770.780.750.770.770.770.780.790.800.790.790.810.810.820.83
ETGLX0.80-0.040.130.140.120.180.280.370.540.340.390.460.340.400.560.410.720.560.520.430.560.540.840.620.830.560.590.691.000.610.810.630.630.640.820.720.710.640.760.730.650.620.910.780.730.850.710.750.670.650.720.720.900.700.770.710.710.660.880.700.810.810.800.890.820.830.810.860.850.84
FISMX0.71-0.030.110.140.190.330.400.330.320.460.490.500.450.570.660.560.480.690.510.530.800.870.580.840.660.640.690.650.611.000.630.790.770.680.640.640.720.680.810.680.920.780.650.670.880.680.700.850.710.830.710.710.680.730.710.730.690.820.690.710.690.720.710.720.730.720.730.740.730.79
FBSOX0.84-0.030.090.110.120.180.300.350.480.350.400.440.430.450.530.510.570.550.590.560.570.570.870.630.800.640.620.740.810.631.000.680.650.620.820.820.700.640.760.680.680.690.850.880.740.770.730.780.710.720.710.750.830.720.780.700.760.690.810.780.820.750.850.810.840.850.790.860.820.86
FMIJX0.77-0.040.000.030.050.240.340.360.320.310.400.410.480.540.570.640.500.600.530.620.700.810.620.780.670.710.730.720.630.790.681.000.730.730.670.710.690.740.780.710.840.810.690.710.820.700.750.820.770.850.750.780.720.790.740.770.770.810.740.780.750.750.770.740.760.770.770.780.790.83
FICDX0.75-0.030.060.090.130.430.360.350.310.380.420.450.590.630.550.560.490.580.560.620.670.720.600.720.630.780.750.680.630.770.650.731.000.730.680.670.700.750.730.750.790.800.680.720.770.700.740.750.770.790.760.740.710.800.740.780.770.830.720.790.730.770.760.750.750.750.800.770.770.82
SSSFX0.75-0.04-0.010.020.060.270.310.370.290.310.370.380.520.630.480.540.520.490.570.670.550.690.560.630.560.730.820.710.640.680.620.730.731.000.630.660.680.920.620.880.680.780.680.660.650.810.810.670.850.780.920.830.780.820.820.930.840.880.820.830.790.890.750.840.740.750.850.800.860.84
FTQGX0.91-0.030.060.070.090.220.290.330.470.310.370.440.410.420.580.450.580.590.520.510.600.550.860.660.910.670.620.710.820.640.820.670.680.631.000.800.760.640.810.700.690.700.890.810.780.750.710.800.710.720.700.750.830.810.740.700.740.710.800.740.790.780.910.810.900.890.820.890.820.87
JENSX0.91-0.040.100.120.110.160.280.340.460.350.400.450.520.470.510.570.540.540.630.620.580.580.810.650.770.750.690.720.720.640.820.710.670.660.801.000.700.650.770.650.700.750.800.850.740.710.750.790.760.750.710.800.770.780.780.720.820.740.780.830.860.730.910.750.870.900.780.860.830.87
FAGIX0.790.140.190.210.300.300.530.350.400.550.700.710.440.500.560.500.510.590.530.510.640.640.690.690.730.650.660.700.710.720.700.690.700.680.760.701.000.700.750.730.720.710.760.720.760.740.720.760.720.740.740.740.770.770.750.750.730.750.760.730.740.760.790.780.820.810.790.810.790.83
BIAUX0.76-0.03-0.000.020.070.270.310.400.310.320.380.390.580.670.460.570.530.490.620.730.550.690.560.620.560.760.810.730.640.680.640.740.750.920.640.650.701.000.620.900.690.800.680.690.660.830.840.670.880.800.950.840.790.840.830.950.860.900.830.850.800.920.760.860.760.760.870.810.870.86
FIVFX0.81-0.050.150.170.160.230.320.350.430.410.470.520.410.470.670.550.550.690.550.490.810.730.760.860.860.620.650.680.760.810.760.780.730.620.810.770.750.621.000.640.890.730.820.800.960.720.720.960.680.780.680.730.770.730.730.690.720.730.760.730.790.720.810.760.830.840.760.830.780.85
HDPSX0.78-0.03-0.000.020.070.350.350.390.370.320.380.410.500.630.510.490.580.520.550.630.550.670.620.630.630.760.780.750.730.680.680.710.750.880.700.650.730.900.641.000.690.780.750.690.680.860.810.680.840.770.920.830.840.840.840.900.830.880.860.840.790.930.780.900.790.780.900.840.880.87
FSPSX0.76-0.060.110.140.150.310.350.350.340.430.460.480.470.580.660.630.520.680.540.570.840.880.640.910.730.700.720.680.650.920.680.840.790.680.690.700.720.690.890.691.000.810.700.720.950.690.730.930.750.870.730.750.710.770.740.740.730.830.720.750.740.730.770.740.780.780.760.790.770.84
YAFFX0.82-0.060.010.030.090.360.360.360.310.340.410.410.590.620.590.600.490.630.600.680.650.770.640.720.640.840.770.730.620.780.690.810.800.780.700.750.710.800.730.780.811.000.690.730.780.730.780.770.840.870.810.830.730.850.790.820.810.880.750.850.770.800.820.780.800.800.830.810.820.86
FDEGX0.88-0.050.100.100.090.200.290.370.550.330.390.460.420.430.570.470.630.580.570.530.600.560.850.670.870.650.650.740.910.650.850.690.680.680.890.800.760.680.820.750.700.691.000.850.780.830.770.810.730.710.750.770.910.780.800.750.790.730.880.790.870.830.880.890.870.890.860.910.890.89
AKREX0.87-0.040.170.190.160.170.300.350.470.400.450.510.550.480.510.590.560.530.710.620.610.600.810.680.780.700.680.740.780.670.880.710.720.660.810.850.720.690.800.690.720.730.851.000.780.750.820.820.750.750.730.780.830.750.810.750.830.740.810.840.890.770.870.800.850.890.810.870.850.89
FDIVX0.80-0.050.130.150.160.270.350.360.400.420.470.510.430.520.690.580.550.710.540.530.840.790.720.900.820.670.690.690.730.880.740.820.770.650.780.740.760.660.960.680.950.780.780.781.000.720.720.970.720.830.710.750.760.760.740.720.740.790.760.750.780.740.810.760.820.820.770.830.790.86
BUFOX0.80-0.030.080.100.130.220.320.400.470.370.420.460.450.570.550.490.690.560.590.570.580.630.740.640.730.660.710.750.850.680.770.700.700.810.750.710.740.830.720.860.690.730.830.750.721.000.800.740.780.740.880.810.910.780.860.860.800.810.920.790.840.920.800.940.820.820.880.870.900.89
HFCSX0.82-0.050.090.120.110.210.300.360.380.360.430.470.570.590.490.590.530.520.680.690.590.670.660.670.660.730.770.760.710.700.730.750.740.810.710.750.720.840.720.810.730.780.770.820.720.801.000.750.840.790.860.830.820.820.830.870.880.850.830.860.860.860.820.850.810.830.860.850.880.89
FIGFX0.83-0.050.140.160.140.240.340.370.410.420.470.520.440.510.670.590.550.680.560.550.820.780.760.890.840.670.710.710.750.850.780.820.750.670.800.790.760.670.960.680.930.770.810.820.970.740.751.000.730.830.720.770.780.770.760.740.770.780.780.770.810.760.830.780.840.850.790.850.810.88
SSHFX0.84-0.05-0.000.030.070.290.330.380.340.330.390.410.610.630.520.600.550.540.610.760.600.720.630.670.620.840.820.760.670.710.710.770.770.850.710.760.720.880.680.840.750.840.730.750.720.780.840.731.000.860.890.900.790.890.850.900.900.910.830.890.840.870.840.840.820.830.890.850.900.90
ARTGX0.83-0.050.020.050.090.300.350.380.330.370.420.430.530.610.620.620.510.650.580.710.710.850.660.800.690.770.770.770.650.830.720.850.790.780.720.750.740.800.780.770.870.870.710.750.830.740.790.830.861.000.820.850.760.860.800.820.830.880.780.840.790.800.830.790.830.820.830.830.840.88
TSCSX0.81-0.030.020.040.090.270.320.400.370.350.400.420.560.660.520.560.590.540.630.710.580.700.640.660.630.760.820.760.720.710.710.750.760.920.700.710.740.950.680.920.730.810.750.730.710.880.860.720.890.821.000.870.850.860.870.950.880.910.880.870.840.950.810.920.810.820.910.860.920.90
PARWX0.88-0.040.010.030.070.250.320.390.380.330.410.420.530.600.560.590.580.570.610.700.610.700.700.690.690.800.790.760.720.710.750.780.740.830.750.800.740.840.730.830.750.830.770.780.750.810.830.770.900.850.871.000.820.870.850.870.880.880.850.880.860.860.880.860.860.860.880.870.910.91
BSCFX0.85-0.030.090.100.110.210.320.400.520.360.420.470.460.520.560.500.670.570.610.580.600.620.790.660.790.670.720.780.900.680.830.720.710.780.830.770.770.790.770.840.710.730.910.830.760.910.820.780.790.760.850.821.000.800.860.850.830.800.930.820.880.900.850.940.860.880.900.910.930.92
FMILX0.89-0.05-0.010.020.080.330.340.390.360.330.400.430.560.610.560.550.540.590.580.710.620.710.700.710.730.820.790.770.700.730.720.790.800.820.810.780.770.840.730.840.770.850.780.750.760.780.820.770.890.860.860.870.801.000.820.870.870.890.810.860.810.860.900.850.880.870.910.880.880.91
VILLX0.84-0.020.090.120.140.240.340.390.450.390.440.470.540.600.540.590.630.560.640.670.610.680.710.680.690.750.770.780.770.710.780.740.740.820.740.780.750.830.730.840.740.790.800.810.740.860.830.760.850.800.870.850.860.821.000.860.860.840.890.860.870.880.840.890.840.860.880.880.910.91
GABSX0.81-0.030.040.060.100.270.340.410.360.360.420.440.570.660.500.580.560.520.630.710.610.720.620.680.630.780.850.770.710.730.700.770.780.930.700.720.750.950.690.900.740.820.750.750.720.860.870.740.900.820.950.870.850.870.861.000.900.920.870.890.850.940.810.890.810.820.910.860.920.91
FAMVX0.87-0.050.030.050.080.240.310.400.390.330.400.430.590.600.500.600.530.520.660.770.600.670.680.680.670.800.840.780.710.690.760.770.770.840.740.820.730.860.720.830.730.810.790.830.740.800.880.770.900.830.880.880.830.870.860.901.000.880.840.930.900.870.870.850.840.870.900.880.920.92
FLPSX0.82-0.050.010.030.080.360.360.400.330.350.420.430.600.670.570.600.550.590.600.730.670.780.610.750.640.840.840.750.660.820.690.810.830.880.710.740.750.900.730.880.830.880.730.740.790.810.850.780.910.880.910.880.800.890.840.920.881.000.830.890.820.900.820.850.810.810.900.850.890.91
JATTX0.85-0.040.070.080.100.220.320.420.490.350.410.450.480.550.570.530.720.580.610.610.600.650.770.680.760.720.740.770.880.690.810.740.720.820.800.780.760.830.760.860.720.750.880.810.760.920.830.780.830.780.880.850.930.810.890.870.840.831.000.840.890.930.850.950.860.870.910.910.940.93
AVEDX0.87-0.060.040.070.080.300.320.390.380.350.420.440.630.610.500.630.550.530.670.770.610.680.680.690.670.850.830.770.700.710.780.780.790.830.740.830.730.850.730.840.750.850.790.840.750.790.860.770.890.840.870.880.820.860.860.890.930.890.841.000.890.870.870.850.840.870.900.880.910.92
PARMX0.88-0.050.100.120.120.190.320.400.480.370.430.470.570.550.530.600.610.550.710.670.620.630.780.690.750.760.770.770.810.690.820.750.730.790.790.860.740.800.790.790.740.770.870.890.780.840.860.810.840.790.840.860.880.810.870.850.900.820.890.891.000.870.890.880.870.910.890.910.930.93
FDSCX0.84-0.040.040.060.090.270.320.420.420.360.410.450.530.620.540.540.690.550.620.660.600.680.700.680.700.760.790.780.810.720.750.750.770.890.780.730.760.920.720.930.730.800.830.770.740.920.860.760.870.800.950.860.900.860.880.940.870.900.930.870.871.000.840.960.850.850.940.900.940.93
FXAIX1.00-0.050.050.070.100.250.320.370.460.350.420.470.530.530.590.570.600.610.630.640.620.650.860.710.860.800.740.790.800.710.850.770.760.750.910.910.790.760.810.780.770.820.880.870.810.800.820.830.840.830.810.880.850.900.840.810.870.820.850.870.890.841.000.870.970.970.890.950.910.95
FSMAX0.86-0.040.070.080.110.260.330.430.480.370.420.470.490.580.580.520.710.590.630.610.610.670.790.680.770.730.750.800.890.720.810.740.750.840.810.750.780.860.760.900.740.780.890.800.760.940.850.780.840.790.920.860.940.850.890.890.850.850.950.850.880.960.871.000.880.880.940.930.950.94
FBALX0.97-0.040.170.180.170.240.320.380.470.440.480.560.500.540.600.570.620.620.630.600.640.660.860.720.870.760.730.790.820.730.840.760.750.740.900.870.820.760.830.790.780.800.870.850.820.820.810.840.820.830.810.860.860.880.840.810.840.810.860.840.870.850.970.881.000.960.890.940.900.94
GCBLX0.96-0.050.170.180.180.210.310.380.470.430.470.550.520.530.580.590.610.610.660.630.650.660.850.720.850.760.740.790.830.720.850.770.750.750.890.900.810.760.840.780.780.800.890.890.820.820.830.850.830.820.820.860.880.870.860.820.870.810.870.870.910.850.970.880.961.000.890.950.920.95
UMBMX0.89-0.050.050.070.090.300.340.410.440.360.410.470.590.630.560.570.620.580.660.700.620.680.730.700.750.810.810.810.810.730.790.770.800.850.820.780.790.870.760.900.760.830.860.810.770.880.860.790.890.830.910.880.900.910.880.910.900.900.910.900.890.940.890.940.890.891.000.930.960.96
FWOMX0.95-0.040.070.080.110.260.330.400.480.370.430.490.520.560.600.570.640.620.650.640.660.680.840.740.840.770.760.810.860.740.860.780.770.800.890.860.810.810.830.840.790.810.910.870.830.870.850.850.850.830.860.870.910.880.880.860.880.850.910.880.910.900.950.930.940.950.931.000.950.97
CMJAX0.90-0.040.070.080.100.240.330.420.470.370.430.470.550.600.570.590.650.580.670.700.630.690.770.710.760.790.820.820.850.730.820.790.770.860.820.830.790.870.780.880.770.820.890.850.790.900.880.810.900.840.920.910.930.880.910.920.920.890.940.910.930.940.910.950.900.920.960.951.000.97
Portfolio0.95-0.030.080.110.130.280.360.410.480.400.470.520.570.620.620.620.650.640.680.700.700.740.820.780.820.820.820.830.840.790.860.830.820.840.870.870.830.860.850.870.840.860.890.890.860.890.890.880.900.880.900.910.920.910.910.910.920.910.930.920.930.930.950.940.940.950.960.970.971.00
The correlation results are calculated based on daily price changes starting from May 9, 2019