Fidelity Advisor No bonds
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor No bonds, 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 Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Oct 17, 2024, the Fidelity Advisor No bonds returned 15.34% Year-To-Date and 9.77% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
Fidelity Advisor No bonds | 15.34% | 2.56% | 13.16% | 27.82% | 11.21% | 9.69% |
Portfolio components: | ||||||
iShares Core Dividend Growth ETF | 20.57% | 3.32% | 16.71% | 31.97% | 12.44% | 12.27% |
Fidelity MSCI Health Care Index ETF | 13.43% | -0.83% | 12.27% | 21.21% | 11.59% | 10.67% |
iShares Core MSCI EAFE ETF | 9.83% | -0.33% | 9.18% | 24.16% | 6.86% | 5.95% |
iShares Core MSCI Emerging Markets ETF | 13.76% | 5.28% | 14.46% | 25.13% | 5.17% | 4.00% |
iShares Core S&P Mid-Cap ETF | 16.19% | 4.10% | 13.83% | 32.03% | 11.80% | 10.42% |
iShares Core S&P Small-Cap ETF | 10.89% | 3.05% | 16.94% | 30.62% | 10.04% | 9.84% |
iShares S&P SmallCap 600 Value ETF | 7.77% | 2.81% | 17.10% | 28.17% | 9.30% | 8.76% |
iShares Core S&P 500 ETF | 23.74% | 3.74% | 17.38% | 37.26% | 15.61% | 13.38% |
Invesco QQQ | 20.39% | 3.82% | 16.29% | 36.03% | 20.70% | 18.19% |
Invesco S&P 500® Equal Weight ETF | 16.49% | 3.28% | 14.98% | 31.37% | 12.50% | 10.93% |
SPDR Portfolio World ex-US ETF | 9.91% | 0.05% | 9.30% | 24.11% | 7.03% | 5.84% |
SPDR Portfolio Emerging Markets ETF | 16.97% | 6.31% | 16.71% | 27.57% | 5.86% | 4.64% |
SPDR Portfolio S&P 500 ETF | 23.76% | 3.75% | 17.34% | 37.33% | 15.66% | 13.39% |
SPDR Portfolio S&P 400 Mid Cap ETF | 16.15% | 4.08% | 13.87% | 32.03% | 11.84% | 9.99% |
SPDR Portfolio S&P 600 Small Cap ETF | 10.97% | 3.14% | 17.17% | 30.78% | 10.26% | 9.36% |
SPDR Portfolio S&P 500 Growth ETF | 29.54% | 4.18% | 19.71% | 40.58% | 17.14% | 15.04% |
SPDR Portfolio S&P 500 Value ETF | 17.35% | 3.15% | 14.69% | 33.71% | 12.91% | 10.90% |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Fidelity Advisor No bonds, 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 | -0.13% | 3.70% | 3.21% | -3.73% | 3.77% | 0.76% | 3.15% | 1.69% | 1.45% | 15.34% | |||
2023 | 6.37% | -2.42% | 1.19% | 0.87% | -1.38% | 5.70% | 3.19% | -2.43% | -4.07% | -2.91% | 7.62% | 5.51% | 17.60% |
2022 | -4.44% | -1.56% | 2.02% | -6.64% | 0.83% | -7.13% | 6.94% | -3.62% | -8.00% | 7.36% | 6.17% | -4.23% | -13.15% |
2021 | 0.32% | 3.34% | 3.67% | 3.58% | 1.29% | 0.72% | 0.83% | 2.07% | -3.53% | 4.62% | -1.98% | 4.28% | 20.58% |
2020 | -1.59% | -7.18% | -12.88% | 10.34% | 4.35% | 1.85% | 4.21% | 4.66% | -2.78% | -1.12% | 11.23% | 4.38% | 13.58% |
2019 | 7.69% | 2.76% | 0.56% | 2.98% | -5.80% | 6.20% | 0.52% | -2.24% | 2.15% | 2.21% | 2.83% | 2.81% | 24.35% |
2018 | 4.28% | -3.68% | -1.04% | 0.41% | 1.79% | 0.20% | 2.80% | 2.05% | -0.03% | -6.91% | 2.01% | -7.72% | -6.43% |
2017 | 1.81% | 2.79% | 0.52% | 0.97% | 0.88% | 1.27% | 1.58% | -0.16% | 2.54% | 1.61% | 2.43% | 0.90% | 18.50% |
2016 | -5.63% | 0.21% | 6.11% | 0.89% | 1.24% | -0.06% | 3.89% | 0.26% | 0.51% | -2.28% | 3.71% | 1.78% | 10.64% |
2015 | -1.91% | 5.02% | -0.61% | 0.69% | 1.08% | -1.52% | 0.75% | -5.56% | -3.29% | 6.84% | 0.31% | -1.95% | -0.77% |
2014 | 1.58% | -1.81% | 2.98% | -2.32% | 2.19% | 1.70% | -0.33% | 3.91% |
Expense Ratio
Fidelity Advisor No bonds has an expense ratio of 0.06%, 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 risk-adjusted rank of Fidelity Advisor No bonds is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
iShares Core Dividend Growth ETF | 3.82 | 5.35 | 1.74 | 3.56 | 26.64 |
Fidelity MSCI Health Care Index ETF | 2.50 | 3.42 | 1.48 | 2.03 | 13.08 |
iShares Core MSCI EAFE ETF | 2.05 | 2.89 | 1.37 | 1.74 | 13.20 |
iShares Core MSCI Emerging Markets ETF | 1.81 | 2.56 | 1.33 | 0.91 | 10.37 |
iShares Core S&P Mid-Cap ETF | 2.40 | 3.32 | 1.42 | 2.37 | 14.01 |
iShares Core S&P Small-Cap ETF | 1.85 | 2.67 | 1.33 | 1.54 | 10.35 |
iShares S&P SmallCap 600 Value ETF | 1.63 | 2.39 | 1.29 | 1.56 | 7.41 |
iShares Core S&P 500 ETF | 3.52 | 4.67 | 1.67 | 4.21 | 23.03 |
Invesco QQQ | 2.44 | 3.19 | 1.44 | 3.06 | 11.23 |
Invesco S&P 500® Equal Weight ETF | 3.18 | 4.43 | 1.59 | 2.53 | 18.98 |
SPDR Portfolio World ex-US ETF | 2.09 | 2.91 | 1.38 | 1.65 | 13.65 |
SPDR Portfolio Emerging Markets ETF | 2.01 | 2.81 | 1.37 | 1.12 | 12.78 |
SPDR Portfolio S&P 500 ETF | 3.54 | 4.69 | 1.68 | 4.23 | 23.03 |
SPDR Portfolio S&P 400 Mid Cap ETF | 2.41 | 3.34 | 1.42 | 2.38 | 14.00 |
SPDR Portfolio S&P 600 Small Cap ETF | 1.86 | 2.68 | 1.33 | 1.55 | 10.53 |
SPDR Portfolio S&P 500 Growth ETF | 2.84 | 3.64 | 1.53 | 2.36 | 14.65 |
SPDR Portfolio S&P 500 Value ETF | 3.68 | 5.13 | 1.70 | 4.16 | 22.58 |
USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Fidelity Advisor No bonds granted a 1.46% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fidelity Advisor No bonds | 1.46% | 1.56% | 1.73% | 1.50% | 1.42% | 1.75% | 2.01% | 1.57% | 1.78% | 2.16% | 2.04% | 2.08% |
Portfolio components: | ||||||||||||
iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Fidelity MSCI Health Care Index ETF | 1.31% | 1.40% | 1.30% | 1.16% | 1.45% | 1.18% | 2.13% | 1.37% | 1.39% | 2.06% | 1.03% | 0.20% |
iShares Core MSCI EAFE ETF | 3.00% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
iShares Core MSCI Emerging Markets ETF | 2.61% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
iShares Core S&P Mid-Cap ETF | 1.26% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
iShares Core S&P Small-Cap ETF | 1.27% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
iShares S&P SmallCap 600 Value ETF | 1.48% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Invesco S&P 500® Equal Weight ETF | 1.46% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
SPDR Portfolio World ex-US ETF | 2.64% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
SPDR Portfolio Emerging Markets ETF | 2.44% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
SPDR Portfolio S&P 500 ETF | 1.26% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
SPDR Portfolio S&P 400 Mid Cap ETF | 1.35% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% | 5.71% | 10.67% |
SPDR Portfolio S&P 600 Small Cap ETF | 1.83% | 1.61% | 1.38% | 1.40% | 1.17% | 1.58% | 1.82% | 1.51% | 1.49% | 2.37% | 1.70% | 0.68% |
SPDR Portfolio S&P 500 Growth ETF | 0.67% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
SPDR Portfolio S&P 500 Value ETF | 1.95% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity Advisor No bonds. 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 Fidelity Advisor No bonds was 31.31%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Fidelity Advisor No bonds drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.31% | Feb 13, 2020 | 28 | Mar 23, 2020 | 114 | Aug 28, 2020 | 142 |
-20.93% | Jan 5, 2022 | 193 | Sep 30, 2022 | 314 | Dec 14, 2023 | 507 |
-17.16% | Sep 21, 2018 | 67 | Dec 24, 2018 | 94 | May 3, 2019 | 161 |
-15.77% | Jun 24, 2015 | 168 | Feb 11, 2016 | 121 | Jul 29, 2016 | 289 |
-8.74% | Jan 29, 2018 | 9 | Feb 8, 2018 | 141 | Aug 24, 2018 | 150 |
Volatility
Volatility Chart
The current Fidelity Advisor No bonds volatility is 2.62%, 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
USD=X | FHLC | SPEM | IEMG | QQQ | IJS | IEFA | SPYG | SPDW | SPSM | IJR | SPMD | SPYV | SPLG | DGRO | IJH | IVV | RSP | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.00 | 0.00 | 0.00 |
FHLC | 0.00 | 1.00 | 0.50 | 0.51 | 0.67 | 0.57 | 0.63 | 0.72 | 0.63 | 0.63 | 0.62 | 0.65 | 0.70 | 0.71 | 0.75 | 0.67 | 0.75 | 0.72 |
SPEM | 0.00 | 0.50 | 1.00 | 0.98 | 0.65 | 0.57 | 0.78 | 0.65 | 0.80 | 0.59 | 0.59 | 0.61 | 0.64 | 0.66 | 0.63 | 0.64 | 0.69 | 0.67 |
IEMG | 0.00 | 0.51 | 0.98 | 1.00 | 0.66 | 0.57 | 0.79 | 0.66 | 0.82 | 0.59 | 0.59 | 0.61 | 0.64 | 0.67 | 0.64 | 0.64 | 0.70 | 0.67 |
QQQ | 0.00 | 0.67 | 0.65 | 0.66 | 1.00 | 0.58 | 0.70 | 0.96 | 0.71 | 0.65 | 0.64 | 0.67 | 0.68 | 0.86 | 0.73 | 0.70 | 0.90 | 0.74 |
IJS | 0.00 | 0.57 | 0.57 | 0.57 | 0.58 | 1.00 | 0.68 | 0.62 | 0.69 | 0.96 | 0.98 | 0.89 | 0.83 | 0.73 | 0.79 | 0.93 | 0.75 | 0.87 |
IEFA | 0.00 | 0.63 | 0.78 | 0.79 | 0.70 | 0.68 | 1.00 | 0.73 | 0.99 | 0.70 | 0.70 | 0.72 | 0.77 | 0.76 | 0.77 | 0.76 | 0.80 | 0.80 |
SPYG | 0.00 | 0.72 | 0.65 | 0.66 | 0.96 | 0.62 | 0.73 | 1.00 | 0.74 | 0.69 | 0.68 | 0.71 | 0.74 | 0.91 | 0.81 | 0.76 | 0.95 | 0.80 |
SPDW | 0.00 | 0.63 | 0.80 | 0.82 | 0.71 | 0.69 | 0.99 | 0.74 | 1.00 | 0.72 | 0.72 | 0.74 | 0.79 | 0.78 | 0.78 | 0.77 | 0.81 | 0.81 |
SPSM | 0.00 | 0.63 | 0.59 | 0.59 | 0.65 | 0.96 | 0.70 | 0.69 | 0.72 | 1.00 | 0.97 | 0.93 | 0.83 | 0.78 | 0.80 | 0.94 | 0.79 | 0.89 |
IJR | 0.00 | 0.62 | 0.59 | 0.59 | 0.64 | 0.98 | 0.70 | 0.68 | 0.72 | 0.97 | 1.00 | 0.92 | 0.83 | 0.77 | 0.81 | 0.95 | 0.79 | 0.89 |
SPMD | 0.00 | 0.65 | 0.61 | 0.61 | 0.67 | 0.89 | 0.72 | 0.71 | 0.74 | 0.93 | 0.92 | 1.00 | 0.84 | 0.81 | 0.82 | 0.95 | 0.81 | 0.90 |
SPYV | 0.00 | 0.70 | 0.64 | 0.64 | 0.68 | 0.83 | 0.77 | 0.74 | 0.79 | 0.83 | 0.83 | 0.84 | 1.00 | 0.85 | 0.95 | 0.88 | 0.89 | 0.95 |
SPLG | 0.00 | 0.71 | 0.66 | 0.67 | 0.86 | 0.73 | 0.76 | 0.91 | 0.78 | 0.78 | 0.77 | 0.81 | 0.85 | 1.00 | 0.88 | 0.84 | 0.95 | 0.88 |
DGRO | 0.00 | 0.75 | 0.63 | 0.64 | 0.73 | 0.79 | 0.77 | 0.81 | 0.78 | 0.80 | 0.81 | 0.82 | 0.95 | 0.88 | 1.00 | 0.87 | 0.92 | 0.95 |
IJH | 0.00 | 0.67 | 0.64 | 0.64 | 0.70 | 0.93 | 0.76 | 0.76 | 0.77 | 0.94 | 0.95 | 0.95 | 0.88 | 0.84 | 0.87 | 1.00 | 0.86 | 0.95 |
IVV | 0.00 | 0.75 | 0.69 | 0.70 | 0.90 | 0.75 | 0.80 | 0.95 | 0.81 | 0.79 | 0.79 | 0.81 | 0.89 | 0.95 | 0.92 | 0.86 | 1.00 | 0.92 |
RSP | 0.00 | 0.72 | 0.67 | 0.67 | 0.74 | 0.87 | 0.80 | 0.80 | 0.81 | 0.89 | 0.89 | 0.90 | 0.95 | 0.88 | 0.95 | 0.95 | 0.92 | 1.00 |