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401k
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FXNAX 6.96%FBNDX 5.96%FAGIX 2.99%FXAIX 52.06%FSGGX 20.02%FSMAX 12.01%BondBondEquityEquity
PositionCategory/SectorTarget Weight
FAGIX
Fidelity Capital & Income Fund
High Yield Bonds
2.99%
FBNDX
Fidelity Investment Grade Bond Fund
Total Bond Market
5.96%
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%
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities
52.06%
FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market
6.96%

Performance

Performance Chart

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 every 3 months.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.92%
3.10%
401k
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jan 15, 2025, the 401k returned -0.50% Year-To-Date and 10.28% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.66%-3.44%3.10%22.14%12.04%11.24%
401k-0.50%-3.42%2.92%20.29%10.88%10.28%
FXAIX
Fidelity 500 Index Fund
-0.62%-3.35%3.79%23.82%13.70%13.02%
FAGIX
Fidelity Capital & Income Fund
0.30%-1.32%3.32%10.62%4.15%5.15%
FSGGX
Fidelity Global ex U.S. Index Fund
-0.83%-3.77%-4.96%5.55%3.63%4.78%
FSMAX
Fidelity Extended Market Index Fund
0.84%-4.36%6.19%21.13%7.47%6.80%
FXNAX
Fidelity U.S. Bond Index Fund
-1.27%-2.13%-1.13%0.05%-0.97%0.92%
FBNDX
Fidelity Investment Grade Bond Fund
-1.13%-2.17%-1.16%0.40%-0.58%1.32%
*Annualized

Monthly Returns

The table below presents the monthly returns of 401k, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.82%4.82%3.08%-4.00%4.50%2.62%1.88%2.15%2.09%-1.20%5.57%-2.84%20.74%
20236.84%-2.54%2.77%1.14%-0.12%6.11%3.36%-2.10%-4.49%-2.61%8.95%5.10%23.64%
2022-5.25%-2.58%2.52%-8.39%0.14%-8.08%8.20%-3.74%-9.03%7.03%6.09%-5.17%-18.58%
2021-0.32%2.73%2.96%3.76%0.82%1.99%1.33%2.55%-4.17%5.81%-1.59%3.57%20.82%
2020-0.40%-7.22%-12.98%11.18%4.84%2.43%5.14%6.15%-3.19%-2.17%11.31%4.20%17.72%
20197.82%2.97%1.38%3.25%-5.67%6.35%0.91%-1.70%1.68%2.12%3.08%2.65%27.05%
20184.83%-3.71%-1.61%0.31%1.88%0.16%2.98%2.38%0.17%-6.99%1.74%-8.57%-7.12%
20172.10%3.05%0.47%0.95%1.31%0.74%2.04%0.29%2.08%1.96%2.35%0.64%19.49%
2016-4.99%-0.28%6.57%0.77%1.16%0.19%3.74%0.37%0.37%-1.95%2.75%1.12%9.79%
2015-1.83%5.07%-0.96%1.16%0.79%-1.82%1.17%-5.65%-2.85%6.86%0.11%-2.62%-1.21%
2014-2.98%4.43%0.42%0.43%2.02%2.14%-1.74%3.29%-2.48%2.01%1.82%-0.17%9.27%

Expense Ratio

401k has an expense ratio of 0.07%, 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 FAGIX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FBNDX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for FSGGX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FSMAX: 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 FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
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 rank of 401k is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 401k is 6565
Overall Rank
The Sharpe Ratio Rank of 401k is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of 401k is 6262
Sortino Ratio Rank
The Omega Ratio Rank of 401k is 6868
Omega Ratio Rank
The Calmar Ratio Rank of 401k is 6363
Calmar Ratio Rank
The Martin Ratio Rank of 401k is 6868
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.


Sharpe ratio
The chart of Sharpe ratio for 401k, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.741.74
The chart of Sortino ratio for 401k, currently valued at 2.34, compared to the broader market-2.000.002.004.002.342.35
The chart of Omega ratio for 401k, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.321.32
The chart of Calmar ratio for 401k, currently valued at 2.61, compared to the broader market0.002.004.006.008.0010.002.612.62
The chart of Martin ratio for 401k, currently valued at 10.42, compared to the broader market0.0010.0020.0030.0040.0010.4210.82
401k
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FXAIX
Fidelity 500 Index Fund
1.882.521.352.8311.85
FAGIX
Fidelity Capital & Income Fund
2.253.301.451.6412.84
FSGGX
Fidelity Global ex U.S. Index Fund
0.650.961.120.802.15
FSMAX
Fidelity Extended Market Index Fund
1.241.761.221.246.25
FXNAX
Fidelity U.S. Bond Index Fund
0.230.361.040.080.55
FBNDX
Fidelity Investment Grade Bond Fund
0.300.461.050.120.76

The current 401k Sharpe ratio is 1.74. 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 1.22 to 1.90, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 401k 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.74
1.74
401k
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

401k provided a 1.87% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.87%1.86%2.06%2.05%1.59%1.66%2.24%2.33%1.94%2.07%2.69%3.12%
FXAIX
Fidelity 500 Index Fund
1.25%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%
FAGIX
Fidelity Capital & Income Fund
4.55%4.56%5.29%4.85%3.41%3.78%4.25%5.27%4.01%4.12%5.00%8.04%
FSGGX
Fidelity Global ex U.S. Index Fund
2.94%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%
FSMAX
Fidelity Extended Market Index Fund
0.48%0.48%1.17%1.38%0.99%0.93%1.41%1.69%1.30%1.38%2.99%5.43%
FXNAX
Fidelity U.S. Bond Index Fund
3.13%3.09%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%
FBNDX
Fidelity Investment Grade Bond Fund
3.71%3.67%3.56%2.67%1.53%1.88%2.77%2.84%2.17%2.50%2.90%2.59%

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%AugustSeptemberOctoberNovemberDecember2025
-4.27%
-4.06%
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 32.39%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current 401k drawdown is 4.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.39%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-24.9%Jan 4, 2022199Oct 14, 2022303Dec 26, 2023502
-18.39%Sep 21, 201865Dec 24, 201886Apr 30, 2019151
-15.76%May 22, 2015183Feb 11, 2016117Jul 29, 2016300
-9.55%Oct 28, 201120Nov 25, 201135Jan 18, 201255

Volatility

Volatility Chart

The current 401k volatility is 4.33%, 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%AugustSeptemberOctoberNovemberDecember2025
4.33%
4.57%
401k
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.

FBNDXFXNAXFAGIXFSGGXFSMAXFXAIX
FBNDX1.000.940.11-0.03-0.07-0.09
FXNAX0.941.000.03-0.09-0.13-0.15
FAGIX0.110.031.000.710.740.74
FSGGX-0.03-0.090.711.000.740.78
FSMAX-0.07-0.130.740.741.000.87
FXAIX-0.09-0.150.740.780.871.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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