FXAIX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FXAIX, 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 May 10, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Jul 22, 2024, the FXAIX returned 16.29% Year-To-Date and 12.88% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| FXAIX | 17.37% | 1.75% | 15.01% | 23.83% | 15.00% | 13.03% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 17.37% | 1.75% | 15.01% | 23.83% | 15.00% | 13.03% |
Monthly Returns
The table below presents the monthly returns of FXAIX, 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 | 1.68% | 5.34% | 3.22% | -4.08% | 4.96% | 3.59% | 17.37% | ||||||
| 2023 | 6.28% | -2.44% | 3.67% | 1.56% | 0.44% | 6.60% | 3.21% | -1.58% | -4.77% | -2.09% | 9.13% | 4.54% | 26.29% |
| 2022 | -5.18% | -2.99% | 3.71% | -8.72% | 0.18% | -8.26% | 9.23% | -4.08% | -9.21% | 8.09% | 5.59% | -5.77% | -18.14% |
| 2021 | -1.01% | 2.76% | 4.38% | 5.33% | 0.70% | 2.33% | 2.38% | 3.03% | -4.65% | 7.00% | -0.69% | 4.48% | 28.71% |
| 2020 | -0.04% | -8.23% | -12.35% | 12.84% | 4.76% | 1.98% | 5.65% | 7.19% | -3.80% | -2.66% | 10.94% | 3.84% | 18.42% |
| 2019 | 8.01% | 3.21% | 1.95% | 4.05% | -6.36% | 7.05% | 1.44% | -1.58% | 1.86% | 2.18% | 3.62% | 3.01% | 31.48% |
| 2018 | 5.73% | -3.69% | -2.54% | 0.38% | 2.41% | 0.61% | 3.72% | 3.26% | 0.57% | -6.84% | 2.03% | -9.05% | -4.43% |
| 2017 | 1.89% | 3.97% | 0.11% | 1.04% | 1.40% | 0.63% | 2.05% | 0.30% | 2.06% | 2.33% | 3.06% | 1.12% | 21.82% |
| 2016 | -4.96% | -0.13% | 6.78% | 0.39% | 1.80% | 0.26% | 3.70% | 0.13% | 0.03% | -1.82% | 3.70% | 1.98% | 11.97% |
| 2015 | -2.99% | 5.74% | -1.59% | 0.97% | 1.28% | -1.92% | 2.10% | -6.03% | -2.48% | 8.44% | 0.30% | -1.61% | 1.38% |
| 2014 | -3.47% | 4.57% | 0.85% | 0.74% | 2.33% | 2.08% | -1.38% | 4.00% | -1.40% | 2.45% | 2.68% | 0.30% | 14.29% |
| 2013 | 5.17% | 1.37% | 3.73% | 1.94% | 2.33% | -1.35% | 5.09% | -2.89% | 3.13% | 4.60% | 3.05% | 2.54% | 32.39% |
Expense Ratio
FXAIX has an expense ratio of 0.01%, 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 FXAIX is 73, 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 | 2.15 | 3.03 | 1.38 | 2.10 | 8.44 |
Dividends
Dividend yield
FXAIX granted a 1.26% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FXAIX | 1.26% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.26% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
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 FXAIX. 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 FXAIX was 33.79%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current FXAIX drawdown is 2.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.5% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.38% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -18.38% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -12.97% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
Volatility
Volatility Chart
The current FXAIX volatility is 2.94%, 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.