401k
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSGGX
Returns By Period
As of Jul 25, 2024, the 401k returned 9.94% Year-To-Date and 9.03% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 401k | 9.69% | 0.05% | 8.78% | 15.34% | 9.99% | 9.04% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 14.07% | -1.36% | 11.16% | 20.79% | 14.07% | 12.70% |
FAGIX Fidelity Capital & Income Fund | 5.78% | 0.11% | 4.94% | 11.17% | 6.39% | 6.01% |
FSGGX Fidelity Global ex U.S. Index Fund | 5.82% | 0.07% | 7.19% | 8.55% | 5.64% | 3.85% |
FSMAX Fidelity Extended Market Index Fund | 7.72% | 5.46% | 9.09% | 15.92% | 9.02% | 9.14% |
FXNAX Fidelity U.S. Bond Index Fund | 0.48% | 0.87% | 1.68% | 4.20% | -0.03% | 1.42% |
FBNDX Fidelity Investment Grade Bond Fund | 0.92% | 0.75% | 1.99% | 4.86% | 0.74% | 1.92% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.32% | 4.01% | 2.84% | -3.66% | 4.04% | 1.85% | 9.69% | ||||||
| 2023 | 6.89% | -2.67% | 2.45% | 0.98% | -0.56% | 5.38% | 3.18% | -2.31% | -4.17% | -2.74% | 8.49% | 5.16% | 20.89% |
| 2022 | -4.78% | -2.40% | 1.56% | -7.71% | 0.30% | -7.44% | 7.16% | -3.55% | -8.69% | 5.87% | 6.63% | -4.47% | -17.71% |
| 2021 | -0.24% | 2.36% | 2.38% | 4.00% | 0.97% | 1.69% | 0.92% | 2.19% | -3.74% | 4.86% | -1.81% | 3.23% | 17.80% |
| 2020 | -0.48% | -6.44% | -12.44% | 10.52% | 4.71% | 2.59% | 4.79% | 5.47% | -2.85% | -1.86% | 10.86% | 4.21% | 17.83% |
| 2019 | 7.44% | 2.73% | 1.29% | 3.19% | -5.13% | 5.92% | 0.63% | -1.51% | 1.57% | 2.07% | 2.68% | 2.75% | 25.67% |
| 2018 | 4.42% | -3.62% | -1.37% | 0.33% | 1.53% | 0.02% | 2.72% | 1.88% | 0.13% | -6.62% | 1.57% | -6.74% | -6.27% |
| 2017 | 2.15% | 2.75% | 0.63% | 1.23% | 1.39% | 0.70% | 2.05% | 0.34% | 1.91% | 1.82% | 2.05% | 1.16% | 19.73% |
| 2016 | -4.70% | -0.35% | 6.34% | 0.99% | 0.93% | 0.20% | 3.64% | 0.41% | 0.44% | -1.87% | 2.12% | 1.76% | 9.93% |
| 2015 | -1.48% | 4.74% | -0.92% | 1.31% | 0.60% | -1.85% | 1.05% | -5.44% | -2.71% | 6.52% | -0.04% | -1.94% | -0.72% |
| 2014 | -2.83% | 4.26% | 0.39% | 0.51% | 1.99% | 2.00% | -1.63% | 3.07% | -2.46% | 1.83% | 1.67% | -0.32% | 8.53% |
| 2013 | 4.13% | 0.66% | 2.73% | 2.01% | 0.73% | -1.85% | 4.45% | -2.31% | 3.94% | 3.64% | 1.91% | 2.36% | 24.51% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 401k is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.69 | 2.37 | 1.30 | 1.67 | 6.88 |
FAGIX Fidelity Capital & Income Fund | 2.23 | 3.49 | 1.45 | 1.47 | 9.62 |
FSGGX Fidelity Global ex U.S. Index Fund | 0.66 | 1.01 | 1.12 | 0.41 | 1.96 |
FSMAX Fidelity Extended Market Index Fund | 0.77 | 1.20 | 1.14 | 0.41 | 2.38 |
FXNAX Fidelity U.S. Bond Index Fund | 0.55 | 0.84 | 1.10 | 0.20 | 1.74 |
FBNDX Fidelity Investment Grade Bond Fund | 0.64 | 0.97 | 1.11 | 0.24 | 2.04 |
Dividends
Dividend yield
401k granted a 1.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 401k | 1.96% | 2.06% | 2.31% | 2.49% | 2.08% | 2.66% | 3.26% | 2.62% | 2.77% | 3.26% | 3.12% | 2.60% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.30% | 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 | 5.22% | 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 | 2.79% | 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 | 0.99% | 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 | 3.19% | 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 | 3.84% | 3.56% | 2.66% | 1.59% | 4.80% | 2.75% | 2.85% | 2.17% | 2.50% | 2.90% | 2.59% | 2.36% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current 401k drawdown is 3.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.44% | Nov 9, 2021 | 237 | Oct 14, 2022 | 326 | Jan 29, 2024 | 563 |
| -16.04% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -14.9% | May 22, 2015 | 183 | Feb 11, 2016 | 110 | Jul 20, 2016 | 293 |
| -9.59% | Oct 28, 2011 | 20 | Nov 25, 2011 | 35 | Jan 18, 2012 | 55 |
Volatility
Volatility Chart
The current 401k volatility is 3.08%, 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.
Diversification
Asset Correlations Table
| FBNDX | FXNAX | FAGIX | FSGGX | FSMAX | FXAIX | |
|---|---|---|---|---|---|---|
| FBNDX | 1.00 | 0.93 | 0.11 | -0.03 | -0.08 | -0.10 |
| FXNAX | 0.93 | 1.00 | 0.02 | -0.10 | -0.14 | -0.16 |
| FAGIX | 0.11 | 0.02 | 1.00 | 0.71 | 0.74 | 0.73 |
| FSGGX | -0.03 | -0.10 | 0.71 | 1.00 | 0.74 | 0.78 |
| FSMAX | -0.08 | -0.14 | 0.74 | 0.74 | 1.00 | 0.88 |
| FXAIX | -0.10 | -0.16 | 0.73 | 0.78 | 0.88 | 1.00 |