Fidelity Portfolio

The chart shows the growth of an initial investment of $10,000 in Fidelity 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.

Based on dividend-adjusted daily data since Mar 27, 2025, Fidelity Portfolio's average daily return is -0.01%, while the average monthly return is -0.29%.

Historically, 36% of months were positive and 64% were negative. The best month was May 2025 with a return of +8.1%, while the worst month was Feb 2026 at -8.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Fidelity Portfolio closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Feb 5, 2026 at -6.6%.

Fidelity Portfolio has an annualized alpha of -16.95%, beta of 1.03, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since March 27, 2025.

• This portfolio participated in 123.79% of S&P 500 Index downside but only 19.93% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -16.95% versus S&P 500 Index — delivering less than market exposure alone would predict.
• With beta of 1.03 and R² of 0.53, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Fidelity Portfolio has an expense ratio of 0.62%, 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.

Fidelity Portfolio ranks 4 for risk / return — in the bottom 4% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: -0.18
• All Time: -0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Fidelity Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fidelity Portfolio provided a 28.41% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Fidelity 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 Fidelity Portfolio was 27.02%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Fidelity Portfolio drawdown is 25.09%.

The chart below shows the rolling one-month volatility.