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My Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FXNAX 6.8%FBIIX 2.8%FSKAX 55%FTIHX 35.4%BondBondEquityEquity
PositionCategory/SectorWeight
FBIIX
Fidelity International Bond Index Fund
Global Bonds

2.80%

FSKAX
Fidelity Total Market Index Fund
Large Cap Blend Equities

55%

FTIHX
Fidelity Total International Index Fund
Foreign Large Cap Equities

35.40%

FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market

6.80%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My Portfolio, 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


50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
63.29%
87.36%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of FBIIX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
My Portfolio10.79%1.45%11.15%16.04%N/AN/A
FSKAX
Fidelity Total Market Index Fund
15.03%1.32%13.47%21.98%14.11%12.18%
FTIHX
Fidelity Total International Index Fund
7.00%1.88%10.09%10.37%5.99%N/A
FXNAX
Fidelity U.S. Bond Index Fund
0.68%0.57%1.68%3.59%0.00%1.43%
FBIIX
Fidelity International Bond Index Fund
1.24%0.66%2.02%5.15%N/AN/A

Monthly Returns

The table below presents the monthly returns of My Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.01%3.94%2.95%-3.38%3.90%1.76%10.79%
20237.11%-2.94%2.61%1.21%-1.03%5.30%3.33%-2.63%-4.07%-2.91%8.57%5.12%20.34%
2022-4.51%-2.62%1.42%-7.56%0.47%-7.77%6.73%-3.77%-9.04%5.61%7.96%-4.15%-17.53%
2021-0.19%2.37%2.41%3.93%1.33%1.27%0.61%2.19%-3.82%4.60%-2.27%3.41%16.64%
2020-1.05%-6.77%-13.14%10.22%4.60%2.82%4.75%5.51%-2.77%-2.00%11.40%4.58%16.53%
20193.41%2.49%3.09%9.26%

Expense Ratio

My Portfolio has an expense ratio of 0.03%, 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.


Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FBIIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My Portfolio is 40, 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.


The Risk-Adjusted Performance Rank of My Portfolio is 4040
My Portfolio
The Sharpe Ratio Rank of My Portfolio is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of My Portfolio is 4545Sortino Ratio Rank
The Omega Ratio Rank of My Portfolio is 4646Omega Ratio Rank
The Calmar Ratio Rank of My Portfolio is 3434Calmar Ratio Rank
The Martin Ratio Rank of My Portfolio is 3535Martin 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.


My Portfolio
Sharpe ratio
The chart of Sharpe ratio for My Portfolio, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for My Portfolio, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for My Portfolio, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for My Portfolio, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.001.03
Martin ratio
The chart of Martin ratio for My Portfolio, currently valued at 4.60, compared to the broader market0.0010.0020.0030.0040.004.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FSKAX
Fidelity Total Market Index Fund
1.822.591.321.516.54
FTIHX
Fidelity Total International Index Fund
0.791.221.150.512.26
FXNAX
Fidelity U.S. Bond Index Fund
0.600.911.100.221.72
FBIIX
Fidelity International Bond Index Fund
1.542.421.290.456.11

Sharpe Ratio

The current My Portfolio Sharpe ratio is 1.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of My Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.50
1.82
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Portfolio granted a 1.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Portfolio1.92%2.04%1.98%1.69%1.60%2.17%2.37%2.09%1.67%1.56%1.08%1.01%
FSKAX
Fidelity Total Market Index Fund
1.26%1.41%1.62%1.15%1.45%1.94%2.54%2.33%2.43%2.49%1.63%1.54%
FTIHX
Fidelity Total International Index Fund
2.60%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.18%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%2.39%
FBIIX
Fidelity International Bond Index Fund
3.14%2.85%1.02%0.62%0.74%0.17%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.46%
-2.86%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Portfolio. 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 My Portfolio was 31.27%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current My Portfolio drawdown is 2.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.27%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-25.57%Nov 9, 2021237Oct 14, 2022333Feb 7, 2024570
-6.89%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-4.96%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-4.79%Apr 1, 202415Apr 19, 202416May 13, 202431

Volatility

Volatility Chart

The current My Portfolio volatility is 2.26%, 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%FebruaryMarchAprilMayJuneJuly
2.26%
2.76%
My Portfolio
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.

FXNAXFBIIXFSKAXFTIHX
FXNAX1.000.710.050.07
FBIIX0.711.000.080.08
FSKAX0.050.081.000.80
FTIHX0.070.080.801.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2019