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Fidelity Advisor No bonds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


USD=X 11.88%SPLG 20.14%SPDW 12.69%SPYV 9.87%SPMD 8.13%RSP 4.65%FHLC 4.5%DGRO 4.48%SPSM 3.83%SPYG 3.59%QQQ 3.14%SPEM 3.12%IJR 2.3%IJS 2.14%IJH 2.05%IVV 1.83%IEFA 1.29%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

4.48%

FHLC
Fidelity MSCI Health Care Index ETF
Health & Biotech Equities

4.50%

IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities

1.29%

IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities

0.37%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

2.05%

IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities

2.30%

IJS
iShares S&P SmallCap 600 Value ETF
Small Cap Value Equities

2.14%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

1.83%

QQQ
Invesco QQQ
Large Cap Blend Equities

3.14%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

4.65%

SPDW
SPDR Portfolio World ex-US ETF
Foreign Large Cap Equities

12.69%

SPEM
SPDR Portfolio Emerging Markets ETF
Emerging Markets Equities

3.12%

SPLG
SPDR Portfolio S&P 500 ETF
Large Cap Blend Equities

20.14%

SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
Mid Cap Blend Equities

8.13%

SPSM
SPDR Portfolio S&P 600 Small Cap ETF
Small Cap Blend Equities

3.83%

SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities

3.59%

SPYV
SPDR Portfolio S&P 500 Value ETF
Large Cap Blend Equities

9.87%

USD=X
USD Cash

11.88%

S&P 500

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


100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
124.05%
157.35%
Fidelity Advisor No bonds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Fidelity Advisor No bonds1.82%-3.91%14.97%13.32%8.84%N/A
DGRO
iShares Core Dividend Growth ETF
4.07%-2.81%16.07%12.28%10.32%N/A
FHLC
Fidelity MSCI Health Care Index ETF
1.40%-4.81%9.93%3.88%10.22%10.65%
IEFA
iShares Core MSCI EAFE ETF
0.61%-4.33%15.78%6.40%5.36%4.38%
IEMG
iShares Core MSCI Emerging Markets ETF
-1.09%-2.53%10.73%6.53%1.40%2.62%
IJH
iShares Core S&P Mid-Cap ETF
2.35%-5.07%19.43%15.31%8.90%9.24%
IJR
iShares Core S&P Small-Cap ETF
-4.36%-4.22%15.79%10.17%6.62%8.10%
IJS
iShares S&P SmallCap 600 Value ETF
-6.90%-4.02%13.80%5.69%5.89%7.05%
IVV
iShares Core S&P 500 ETF
4.50%-5.04%18.44%22.01%12.48%12.25%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.02%17.83%
RSP
Invesco S&P 500® Equal Weight ETF
1.69%-4.10%17.58%12.14%9.78%9.98%
SPDW
SPDR Portfolio World ex-US ETF
0.56%-4.20%15.71%6.84%5.46%4.33%
SPEM
SPDR Portfolio Emerging Markets ETF
-0.14%-1.94%10.68%7.33%2.05%3.35%
SPLG
SPDR Portfolio S&P 500 ETF
4.54%-5.02%18.43%21.99%12.49%12.48%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
2.32%-5.10%19.43%15.28%8.93%8.71%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
-4.38%-4.15%15.77%10.22%6.62%7.58%
SPYG
SPDR Portfolio S&P 500 Growth ETF
5.77%-6.81%17.50%24.73%13.06%13.73%
SPYV
SPDR Portfolio S&P 500 Value ETF
3.14%-2.84%19.67%18.87%10.91%9.96%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.13%3.70%3.21%
2023-4.07%-2.91%7.62%5.51%

Expense Ratio

The Fidelity Advisor No bonds has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.11%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Fidelity Advisor No bonds
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGRO
iShares Core Dividend Growth ETF
1.191.761.211.023.70
FHLC
Fidelity MSCI Health Care Index ETF
0.390.621.070.291.15
IEFA
iShares Core MSCI EAFE ETF
0.560.881.100.421.69
IEMG
iShares Core MSCI Emerging Markets ETF
0.370.631.070.181.05
IJH
iShares Core S&P Mid-Cap ETF
0.921.411.160.843.03
IJR
iShares Core S&P Small-Cap ETF
0.490.871.100.381.54
IJS
iShares S&P SmallCap 600 Value ETF
0.220.491.050.200.65
IVV
iShares Core S&P 500 ETF
1.822.651.321.577.61
QQQ
Invesco QQQ
1.902.671.321.389.67
RSP
Invesco S&P 500® Equal Weight ETF
0.931.411.160.722.60
SPDW
SPDR Portfolio World ex-US ETF
0.570.891.110.411.71
SPEM
SPDR Portfolio Emerging Markets ETF
0.460.751.090.241.37
SPLG
SPDR Portfolio S&P 500 ETF
1.832.661.321.577.66
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
0.921.421.160.843.04
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
0.480.871.100.381.54
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.762.561.310.989.75
SPYV
SPDR Portfolio S&P 500 Value ETF
1.622.381.281.675.40
USD=X
USD Cash

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

Fidelity Advisor No bonds granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fidelity Advisor No bonds1.56%1.56%1.73%1.50%1.42%1.75%2.01%1.57%1.78%2.16%2.04%2.08%
DGRO
iShares Core Dividend Growth ETF
2.39%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
FHLC
Fidelity MSCI Health Care Index ETF
1.39%1.40%1.30%1.16%1.45%1.18%2.13%1.37%1.39%2.06%1.03%0.20%
IEFA
iShares Core MSCI EAFE ETF
3.18%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%
IEMG
iShares Core MSCI Emerging Markets ETF
2.92%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
IJH
iShares Core S&P Mid-Cap ETF
1.38%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
IJR
iShares Core S&P Small-Cap ETF
1.38%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IJS
iShares S&P SmallCap 600 Value ETF
1.57%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
IVV
iShares Core S&P 500 ETF
1.39%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
RSP
Invesco S&P 500® Equal Weight ETF
1.61%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.45%1.27%
SPDW
SPDR Portfolio World ex-US ETF
2.73%2.75%3.12%3.04%1.87%3.13%3.07%1.86%3.11%2.79%3.51%2.36%
SPEM
SPDR Portfolio Emerging Markets ETF
2.81%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%1.91%
SPLG
SPDR Portfolio S&P 500 ETF
1.42%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.45%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%5.71%10.67%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
1.72%1.61%1.38%1.40%1.17%1.58%1.82%1.51%1.49%2.37%1.70%0.68%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.99%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.87%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.75%
-5.46%
Fidelity Advisor No bonds
Benchmark (^GSPC)
Portfolio components

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 4.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.31%Feb 13, 202028Mar 23, 2020114Aug 28, 2020142
-20.93%Jan 5, 2022193Sep 30, 2022314Dec 14, 2023507
-17.16%Sep 21, 201867Dec 24, 201894May 3, 2019161
-15.77%Jun 24, 2015168Feb 11, 2016121Jul 29, 2016289
-8.74%Jan 29, 20189Feb 8, 2018141Aug 24, 2018150

Volatility

Volatility Chart

The current Fidelity Advisor No bonds volatility is 2.72%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.72%
3.15%
Fidelity Advisor No bonds
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.

USD=XFHLCSPEMIEMGQQQIJSIEFASPYGSPDWSPSMIJRSPMDSPYVSPLGDGROIJHIVVRSP
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
FHLC0.001.000.510.510.690.570.630.740.630.640.630.650.700.720.760.680.760.73
SPEM0.000.511.000.980.650.580.780.660.800.600.600.610.650.660.640.640.690.67
IEMG0.000.510.981.000.660.580.790.660.820.600.600.610.650.670.640.650.700.68
QQQ0.000.690.650.661.000.590.700.960.710.660.650.680.690.860.740.710.900.75
IJS0.000.570.580.580.591.000.680.630.690.950.980.890.830.730.790.930.760.88
IEFA0.000.630.780.790.700.681.000.740.990.700.700.720.780.770.780.760.800.80
SPYG0.000.740.660.660.960.630.741.000.740.700.690.720.750.910.820.770.950.81
SPDW0.000.630.800.820.710.690.990.741.000.720.720.730.790.780.780.770.810.81
SPSM0.000.640.600.600.660.950.700.700.721.000.970.920.830.790.800.940.800.89
IJR0.000.630.600.600.650.980.700.690.720.971.000.920.830.780.810.950.800.89
SPMD0.000.650.610.610.680.890.720.720.730.920.921.000.840.820.820.940.820.90
SPYV0.000.700.650.650.690.830.780.750.790.830.830.841.000.860.950.880.900.95
SPLG0.000.720.660.670.860.730.770.910.780.790.780.820.861.000.880.840.950.89
DGRO0.000.760.640.640.740.790.780.820.780.800.810.820.950.881.000.870.930.95
IJH0.000.680.640.650.710.930.760.770.770.940.950.940.880.840.871.000.870.95
IVV0.000.760.690.700.900.760.800.950.810.800.800.820.900.950.930.871.000.93
RSP0.000.730.670.680.750.880.800.810.810.890.890.900.950.890.950.950.931.00