ROTH IRA

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ROTH IRA

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities	4.86%
FEQIX Fidelity Equity-Income Fund	Large Cap Value Equities	2.52%
FFNOX Fidelity Multi-Asset Index Fund	Diversified Portfolio	6.20%
FSPGX Fidelity Large Cap Growth Index Fund	Large Cap Growth Equities	9.80%
FXAIX Fidelity 500 Index Fund	Large Cap Blend Equities	17.79%
FZROX Fidelity ZERO Total Market Index Fund	Large Cap Blend Equities	5%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	2.41%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	13.88%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	5.19%
SPLG SPDR Portfolio S&P 500 ETF	Large Cap Blend Equities	16.62%
TSLA Tesla, Inc.	Consumer Cyclical	3.73%
USD=X USD Cash		4.59%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	7.41%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
ROTH IRA	-0.15%	4.93%	-1.14%	13.46%	16.34%	N/A
Portfolio components:
EFV iShares MSCI EAFE Value ETF	20.75%	4.69%	19.14%	18.93%	14.45%	5.35%
FFNOX Fidelity Multi-Asset Index Fund	4.19%	4.29%	1.79%	9.80%	11.24%	8.75%
FSPGX Fidelity Large Cap Growth Index Fund	-2.53%	7.01%	-0.70%	13.54%	17.37%	N/A
FXAIX Fidelity 500 Index Fund	-0.54%	5.16%	-2.15%	11.17%	15.63%	12.50%
FZROX Fidelity ZERO Total Market Index Fund	-1.28%	5.29%	-3.62%	10.34%	14.98%	N/A
IVV iShares Core S&P 500 ETF	-0.83%	5.21%	-2.39%	10.85%	15.54%	12.63%
SCHD Schwab US Dividend Equity ETF	-4.38%	0.86%	-10.65%	3.27%	11.88%	10.46%
SCHG Schwab U.S. Large-Cap Growth ETF	-3.17%	6.65%	-1.82%	12.91%	17.94%	15.64%
SPLG SPDR Portfolio S&P 500 ETF	-0.85%	5.24%	-2.43%	10.84%	15.55%	12.57%
TSLA Tesla, Inc.	-15.97%	19.09%	0.22%	89.32%	44.06%	35.31%
VIG Vanguard Dividend Appreciation ETF	-0.29%	3.01%	-3.83%	8.98%	12.80%	11.29%
FEQIX Fidelity Equity-Income Fund	3.42%	3.49%	-2.38%	8.61%	13.49%	9.28%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Annualized

Monthly Returns

The table below presents the monthly returns of ROTH IRA, 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
2025	2.49%	-1.47%	-4.47%	-0.72%	4.25%								-0.15%
2024	0.19%	4.39%	2.65%	-3.47%	3.96%	2.96%	2.56%	1.87%	2.61%	-1.12%	6.28%	-1.69%	22.87%
2023	6.97%	-1.29%	2.70%	0.44%	0.54%	6.78%	3.20%	-1.67%	-4.20%	-2.93%	8.61%	4.61%	25.36%
2022	-4.92%	-2.88%	3.69%	-8.04%	0.11%	-7.69%	8.57%	-3.90%	-8.28%	6.89%	5.31%	-5.58%	-17.26%
2021	-0.45%	1.99%	4.26%	4.55%	0.47%	2.05%	1.93%	2.73%	-3.89%	7.52%	-0.97%	3.76%	26.16%
2020	1.96%	-7.04%	-12.21%	13.06%	4.75%	3.07%	6.29%	9.95%	-4.14%	-2.39%	12.25%	4.57%	30.36%
2019	6.77%	3.33%	1.18%	2.93%	-6.47%	6.86%	1.53%	-1.52%	2.08%	3.01%	3.25%	3.77%	29.36%
2018								1.55%	0.22%	-5.56%	2.10%	-8.00%	-9.71%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

ROTH IRA has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FEQIX

Fidelity Equity-Income Fund

EFV

iShares MSCI EAFE Value ETF

FFNOX

Fidelity Multi-Asset Index Fund

SCHD

Schwab US Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

FSPGX

Fidelity Large Cap Growth Index Fund

IVV

iShares Core S&P 500 ETF

SPLG

SPDR Portfolio S&P 500 ETF

FXAIX

Fidelity 500 Index Fund

FZROX

Fidelity ZERO Total Market Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ROTH IRA is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EFV iShares MSCI EAFE Value ETF	1.11	1.56	1.22	1.30	4.28
FFNOX Fidelity Multi-Asset Index Fund	0.64	0.95	1.14	0.64	2.78
FSPGX Fidelity Large Cap Growth Index Fund	0.52	0.82	1.12	0.50	1.64
FXAIX Fidelity 500 Index Fund	0.56	0.86	1.13	0.55	2.06
FZROX Fidelity ZERO Total Market Index Fund	0.51	0.81	1.12	0.50	1.83
IVV iShares Core S&P 500 ETF	0.54	0.84	1.12	0.52	1.95
SCHD Schwab US Dividend Equity ETF	0.20	0.40	1.05	0.20	0.61
SCHG Schwab U.S. Large-Cap Growth ETF	0.50	0.80	1.11	0.49	1.57
SPLG SPDR Portfolio S&P 500 ETF	0.55	0.84	1.12	0.52	1.96
TSLA Tesla, Inc.	1.21	2.04	1.25	1.55	3.63
VIG Vanguard Dividend Appreciation ETF	0.55	0.92	1.13	0.61	2.41
FEQIX Fidelity Equity-Income Fund	0.56	0.94	1.14	0.68	2.65
USD=X USD Cash	—	—	—	—	—

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.

ROTH IRA Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 0.72
5-Year: 0.95
All Time: 0.72

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 0.49 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

ROTH IRA provided a 2.05% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.05%	1.98%	1.95%	2.19%	2.06%	1.78%	2.06%	2.38%	1.86%	1.89%	2.19%	1.85%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	3.86%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%	4.87%
FFNOX Fidelity Multi-Asset Index Fund	6.30%	6.43%	4.98%	7.14%	5.71%	2.87%	2.96%	2.90%	2.49%	2.50%	2.78%	2.46%
FSPGX Fidelity Large Cap Growth Index Fund	0.38%	0.37%	0.73%	0.86%	2.22%	1.76%	1.04%	1.47%	1.22%	0.29%	0.00%	0.00%
FXAIX Fidelity 500 Index Fund	1.58%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%	2.08%
FZROX Fidelity ZERO Total Market Index Fund	1.17%	1.16%	1.36%	1.57%	1.25%	1.27%	1.51%	0.74%	0.00%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.33%	1.30%	1.44%	1.66%	1.20%	1.57%	1.99%	2.21%	1.75%	2.01%	2.27%	1.83%
SCHD Schwab US Dividend Equity ETF	4.02%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
SCHG Schwab U.S. Large-Cap Growth ETF	0.42%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
SPLG SPDR Portfolio S&P 500 ETF	1.31%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%	1.79%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIG Vanguard Dividend Appreciation ETF	1.83%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%
FEQIX Fidelity Equity-Income Fund	5.04%	5.51%	4.26%	4.56%	9.89%	3.38%	7.16%	9.76%	6.80%	4.28%	12.17%	7.24%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the ROTH IRA. 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 ROTH IRA was 33.14%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current ROTH IRA drawdown is 3.78%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.14%	Feb 20, 2020	23	Mar 23, 2020	95	Aug 3, 2020	118
-23.43%	Jan 4, 2022	202	Oct 12, 2022	305	Dec 13, 2023	507
-17.36%	Sep 21, 2018	67	Dec 24, 2018	79	Apr 12, 2019	146
-17.11%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-8.91%	Sep 3, 2020	15	Sep 23, 2020	33	Nov 9, 2020	48

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 9.11, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	USD=X	TSLA	EFV	SCHD	FEQIX	SCHG	FSPGX	VIG	FFNOX	FZROX	SPLG	FXAIX	IVV	Portfolio
^GSPC	1.00	0.00	0.51	0.72	0.80	0.87	0.94	0.94	0.92	0.95	0.99	1.00	1.00	1.00	0.98
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TSLA	0.51	0.00	1.00	0.33	0.29	0.35	0.56	0.56	0.38	0.49	0.51	0.50	0.50	0.50	0.61
EFV	0.72	0.00	0.33	1.00	0.73	0.79	0.58	0.59	0.71	0.83	0.72	0.71	0.71	0.71	0.73
SCHD	0.80	0.00	0.29	0.73	1.00	0.92	0.59	0.61	0.88	0.79	0.79	0.79	0.79	0.79	0.79
FEQIX	0.87	0.00	0.35	0.79	0.92	1.00	0.68	0.70	0.92	0.88	0.88	0.87	0.87	0.87	0.86
SCHG	0.94	0.00	0.56	0.58	0.59	0.68	1.00	0.99	0.78	0.88	0.92	0.93	0.93	0.93	0.92
FSPGX	0.94	0.00	0.56	0.59	0.61	0.70	0.99	1.00	0.79	0.89	0.93	0.94	0.94	0.94	0.93
VIG	0.92	0.00	0.38	0.71	0.88	0.92	0.78	0.79	1.00	0.89	0.91	0.92	0.91	0.92	0.90
FFNOX	0.95	0.00	0.49	0.83	0.79	0.88	0.88	0.89	0.89	1.00	0.96	0.95	0.95	0.95	0.96
FZROX	0.99	0.00	0.51	0.72	0.79	0.88	0.92	0.93	0.91	0.96	1.00	0.99	0.99	0.99	0.98
SPLG	1.00	0.00	0.50	0.71	0.79	0.87	0.93	0.94	0.92	0.95	0.99	1.00	1.00	1.00	0.98
FXAIX	1.00	0.00	0.50	0.71	0.79	0.87	0.93	0.94	0.91	0.95	0.99	1.00	1.00	1.00	0.98
IVV	1.00	0.00	0.50	0.71	0.79	0.87	0.93	0.94	0.92	0.95	0.99	1.00	1.00	1.00	0.98
Portfolio	0.98	0.00	0.61	0.73	0.79	0.86	0.92	0.93	0.90	0.96	0.98	0.98	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Aug 6, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

ROTH IRA

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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