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401k

Last updated Mar 2, 2024

Asset Allocation


FXNAX 6.96%FBNDX 5.96%FAGIX 2.99%FXAIX 52.06%FSGGX 20.02%FSMAX 12.01%BondBondEquityEquity
PositionCategory/SectorWeight
FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market

6.96%

FBNDX
Fidelity Investment Grade Bond Fund
Total Bond Market

5.96%

FAGIX
Fidelity Capital & Income Fund
High Yield Bonds

2.99%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

52.06%

FSGGX
Fidelity Global ex U.S. Index Fund
Foreign Large Cap Equities

20.02%

FSMAX
Fidelity Extended Market Index Fund
Mid Cap Growth Equities

12.01%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 401k, 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


200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
263.44%
332.17%
401k
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSGGX

Returns

As of Mar 2, 2024, the 401k returned 5.14% Year-To-Date and 9.05% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
401k5.14%4.80%11.59%21.78%10.43%9.05%
FXAIX
Fidelity 500 Index Fund
7.97%6.19%14.63%31.11%14.72%12.73%
FAGIX
Fidelity Capital & Income Fund
2.69%1.66%7.26%12.55%6.63%6.01%
FSGGX
Fidelity Global ex U.S. Index Fund
2.63%4.33%8.89%12.77%5.67%4.14%
FSMAX
Fidelity Extended Market Index Fund
4.36%6.90%13.13%19.47%9.17%8.65%
FXNAX
Fidelity U.S. Bond Index Fund
-1.20%-1.35%2.95%4.47%0.62%1.44%
FBNDX
Fidelity Investment Grade Bond Fund
-0.87%-1.24%3.39%4.96%1.44%1.94%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.32%3.96%
2023-2.31%-4.17%-2.74%8.49%5.16%

Sharpe Ratio

The current 401k Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.87

The Sharpe ratio of 401k lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.87
2.44
401k
Benchmark (^GSPC)
Portfolio components

Dividend yield

401k granted a 1.95% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
401k1.95%2.06%2.31%2.49%2.08%2.66%3.26%2.62%2.77%3.26%3.12%2.60%
FXAIX
Fidelity 500 Index Fund
1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FAGIX
Fidelity Capital & Income Fund
4.83%5.29%11.37%6.55%4.88%4.98%7.31%5.03%4.12%5.00%8.04%5.47%
FSGGX
Fidelity Global ex U.S. Index Fund
2.88%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%3.42%
FSMAX
Fidelity Extended Market Index Fund
1.12%1.17%1.90%7.49%2.14%4.30%6.09%5.61%4.85%6.58%5.43%4.09%
FXNAX
Fidelity U.S. Bond Index Fund
2.78%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%2.39%
FBNDX
Fidelity Investment Grade Bond Fund
3.39%3.56%2.66%1.59%4.80%2.75%2.85%2.17%2.50%2.90%2.59%2.36%

Expense Ratio

The 401k has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.67%
0.00%2.15%
0.45%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%
0.02%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
401k
1.87
FXAIX
Fidelity 500 Index Fund
2.35
FAGIX
Fidelity Capital & Income Fund
2.37
FSGGX
Fidelity Global ex U.S. Index Fund
0.87
FSMAX
Fidelity Extended Market Index Fund
1.02
FXNAX
Fidelity U.S. Bond Index Fund
0.54
FBNDX
Fidelity Investment Grade Bond Fund
0.60

Asset Correlations Table

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

FBNDXFXNAXFAGIXFSGGXFSMAXFXAIX
FBNDX1.000.940.09-0.05-0.10-0.12
FXNAX0.941.000.01-0.12-0.16-0.17
FAGIX0.090.011.000.710.740.73
FSGGX-0.05-0.120.711.000.740.78
FSMAX-0.10-0.160.740.741.000.88
FXAIX-0.12-0.170.730.780.881.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
401k
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 401k. 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 401k was 30.35%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.35%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-24.44%Nov 9, 2021237Oct 14, 2022326Jan 29, 2024563
-16.04%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-14.9%May 22, 2015183Feb 11, 2016110Jul 20, 2016293
-9.59%Oct 28, 201120Nov 25, 201135Jan 18, 201255

Volatility Chart

The current 401k volatility is 2.99%, 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%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.99%
3.47%
401k
Benchmark (^GSPC)
Portfolio components
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