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 Jul 25, 2024, the Fidelity Advisor No bonds returned 8.91% Year-To-Date and 8.64% 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% |
| Fidelity Advisor No bonds | 8.87% | 1.30% | 8.28% | 13.45% | 9.84% | 8.66% |
| Portfolio components: | ||||||
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 10.81% | 11.23% |
FHLC Fidelity MSCI Health Care Index ETF | 9.84% | 2.68% | 8.05% | 11.94% | 10.68% | 10.38% |
IEFA iShares Core MSCI EAFE ETF | 5.49% | 0.62% | 6.11% | 8.87% | 6.32% | 4.47% |
IEMG iShares Core MSCI Emerging Markets ETF | 5.18% | -1.22% | 8.64% | 6.43% | 3.25% | 2.39% |
IJH iShares Core S&P Mid-Cap ETF | 9.60% | 3.85% | 10.23% | 13.94% | 10.11% | 9.36% |
IJR iShares Core S&P Small-Cap ETF | 7.48% | 9.76% | 9.77% | 13.53% | 9.16% | 9.11% |
IJS iShares S&P SmallCap 600 Value ETF | 4.05% | 11.03% | 7.23% | 9.04% | 8.59% | 8.01% |
IVV iShares Core S&P 500 ETF | 14.04% | -1.31% | 11.20% | 20.77% | 13.60% | 12.17% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 18.68% | 17.16% |
RSP Invesco S&P 500® Equal Weight ETF | 6.92% | 2.07% | 7.12% | 10.72% | 10.32% | 9.65% |
SPDW SPDR Portfolio World ex-US ETF | 5.36% | 0.57% | 6.37% | 8.72% | 6.36% | 4.33% |
SPEM SPDR Portfolio Emerging Markets ETF | 6.60% | -0.75% | 9.16% | 8.03% | 3.65% | 2.98% |
SPLG SPDR Portfolio S&P 500 ETF | 14.05% | -1.31% | 11.23% | 20.73% | 13.57% | 12.08% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 9.51% | 3.78% | 10.19% | 13.92% | 10.22% | 8.86% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 7.57% | 9.84% | 9.97% | 13.64% | 9.03% | 8.60% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 18.87% | -4.25% | 13.81% | 25.36% | 14.67% | 13.83% |
SPYV SPDR Portfolio S&P 500 Value ETF | 8.62% | 2.69% | 8.13% | 15.58% | 11.42% | 9.67% |
USD=X 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% | 8.87% | ||||||
| 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 rank of Fidelity Advisor No bonds is 42, 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 | |
|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.66 | 2.39 | 1.30 | 1.33 | 6.02 |
FHLC Fidelity MSCI Health Care Index ETF | 1.16 | 1.65 | 1.21 | 0.85 | 3.55 |
IEFA iShares Core MSCI EAFE ETF | 0.94 | 1.42 | 1.17 | 0.68 | 3.72 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.67 | 1.03 | 1.12 | 0.29 | 2.87 |
IJH iShares Core S&P Mid-Cap ETF | 0.94 | 1.42 | 1.17 | 0.83 | 3.42 |
IJR iShares Core S&P Small-Cap ETF | 0.72 | 1.20 | 1.14 | 0.55 | 2.58 |
IJS iShares S&P SmallCap 600 Value ETF | 0.45 | 0.81 | 1.09 | 0.39 | 1.37 |
IVV iShares Core S&P 500 ETF | 1.92 | 2.68 | 1.35 | 1.88 | 9.43 |
QQQ Invesco QQQ | 1.51 | 2.07 | 1.27 | 1.74 | 9.28 |
RSP Invesco S&P 500® Equal Weight ETF | 1.03 | 1.53 | 1.19 | 0.75 | 3.35 |
SPDW SPDR Portfolio World ex-US ETF | 0.94 | 1.41 | 1.17 | 0.64 | 3.74 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.79 | 1.20 | 1.14 | 0.37 | 3.56 |
SPLG SPDR Portfolio S&P 500 ETF | 1.92 | 2.68 | 1.35 | 1.87 | 9.38 |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 0.94 | 1.42 | 1.17 | 0.83 | 3.43 |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 0.74 | 1.22 | 1.14 | 0.56 | 2.65 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 1.81 | 2.48 | 1.33 | 1.28 | 10.71 |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.55 | 2.23 | 1.28 | 1.47 | 5.81 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Fidelity Advisor No bonds granted a 1.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity Advisor No bonds | 1.51% | 1.56% | 1.73% | 1.50% | 1.42% | 1.75% | 2.01% | 1.57% | 1.78% | 2.16% | 2.04% | 2.08% |
| Portfolio components: | ||||||||||||
DGRO iShares Core Dividend Growth ETF | 2.30% | 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 | 1.31% | 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 | 3.12% | 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 | 2.82% | 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 | 1.31% | 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 | 1.26% | 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 | 1.48% | 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 | 1.33% | 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 | 0.63% | 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 | 1.55% | 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 | 2.75% | 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 | 2.68% | 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 | 1.33% | 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 | 1.39% | 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 | 1.57% | 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 | 0.80% | 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 | 1.95% | 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.
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 2.85%.
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 2.81%, 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 | 0.51 | 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 | 0.51 | 1.00 | 0.98 | 0.65 | 0.57 | 0.78 | 0.65 | 0.80 | 0.59 | 0.59 | 0.60 | 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 | 0.81 | 0.59 | 0.59 | 0.61 | 0.64 | 0.67 | 0.64 | 0.64 | 0.70 | 0.68 |
| 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 | 0.95 | 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 | 0.69 | 0.71 | 0.74 | 0.91 | 0.81 | 0.76 | 0.95 | 0.80 |
| SPDW | 0.00 | 0.63 | 0.80 | 0.81 | 0.71 | 0.69 | 0.99 | 0.74 | 1.00 | 0.72 | 0.72 | 0.73 | 0.79 | 0.78 | 0.78 | 0.77 | 0.81 | 0.81 |
| SPSM | 0.00 | 0.63 | 0.59 | 0.59 | 0.65 | 0.95 | 0.70 | 0.69 | 0.72 | 1.00 | 0.97 | 0.93 | 0.82 | 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 | 0.69 | 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 | 0.60 | 0.61 | 0.67 | 0.89 | 0.72 | 0.71 | 0.73 | 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 | 0.82 | 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 | 0.68 | 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 |