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RPH Nov 2024 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

RPH Nov 2024 Portfolio

Last updated Apr 13, 2025

IRA, 403b, Brokerage

Asset Allocation

FBGRX 18.2%FIVFX 18.2%SCHD 15.8%FELC 14.3%FCPGX 11.6%FDEGX 8.4%TSLA 4.8%VIGI 2.6%FELG 1%FRESX 4.6%EquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
FBGRX
Fidelity Blue Chip Growth Fund		Large Cap Growth Equities
18.20%
FCPGX
Fidelity Small Cap Growth Fund		Small Cap Growth Equities
11.60%
FDEGX
Fidelity Growth Strategies Fund		Mid Cap Growth Equities
8.40%
FELC
Fidelity Enhanced Large Cap Core ETF		Large Cap Growth Equities
14.30%
FELG
Fidelity Enhanced Large Cap Growth ETF		Large Cap Growth Equities
1%
FIVFX
Fidelity International Capital Appreciation Fund		Foreign Large Cap Equities
18.20%
FRESX
Fidelity Real Estate Investment Portfolio		REIT
4.60%
QQQJ
Invesco NASDAQ Next Gen 100 ETF		Large Cap Growth Equities
0.10%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
15.80%
TSLA
Tesla, Inc.		Consumer Cyclical
4.80%
VIGI
Vanguard International Dividend Appreciation ETF		Foreign Large Cap Equities, Dividend
2.60%
XMMO
Invesco S&P MidCap Momentum ETF		Mid Cap Growth Equities
0.40%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in RPH Nov 2024 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 every 3 months.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
14.48%
17.94%
RPH Nov 2024 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of FELC

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-8.81%-2.86%-7.77%4.68%14.23%9.82%
RPH Nov 2024 Portfolio-11.20%-3.41%-9.26%1.47%N/AN/A
Portfolio components:
FBGRX
Fidelity Blue Chip Growth Fund		-16.49%-4.37%-11.37%-4.18%13.95%10.67%
FCPGX
Fidelity Small Cap Growth Fund		-16.25%-5.02%-17.35%-7.40%4.97%3.77%
FDEGX
Fidelity Growth Strategies Fund		-10.67%0.29%-7.73%3.22%12.43%9.19%
FELC
Fidelity Enhanced Large Cap Core ETF		-8.90%-2.63%-7.46%4.87%N/AN/A
FELG
Fidelity Enhanced Large Cap Growth ETF		-13.50%-2.68%-8.87%4.87%N/AN/A
FIVFX
Fidelity International Capital Appreciation Fund		-0.33%-3.07%-8.17%-0.22%7.19%5.17%
FRESX
Fidelity Real Estate Investment Portfolio		-3.84%-3.76%-10.32%5.73%2.13%1.28%
QQQJ
Invesco NASDAQ Next Gen 100 ETF		-11.62%-4.71%-10.60%-0.87%N/AN/A
SCHD
Schwab US Dividend Equity ETF		-6.56%-6.46%-9.72%2.61%13.41%10.18%
TSLA
Tesla, Inc.		-37.52%4.83%15.84%47.51%42.32%33.76%
VIGI
Vanguard International Dividend Appreciation ETF		1.26%-2.79%-6.67%4.31%9.15%N/A
XMMO
Invesco S&P MidCap Momentum ETF		-11.64%-1.58%-11.18%-1.01%17.04%13.49%
*Annualized

Monthly Returns

The table below presents the monthly returns of RPH Nov 2024 Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.08%-3.77%-5.93%-4.83%-11.20%
2024-0.30%6.13%2.75%-4.54%4.31%2.33%2.42%1.89%1.39%-1.00%7.47%-3.65%20.16%
20230.93%6.30%7.29%

Expense Ratio

RPH Nov 2024 Portfolio has an expense ratio of 0.57%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCPGX: 1.00%
FIVFX
Fidelity International Capital Appreciation Fund
Expense ratio chart for FIVFX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVFX: 1.00%
FBGRX
Fidelity Blue Chip Growth Fund
Expense ratio chart for FBGRX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBGRX: 0.79%
FRESX
Fidelity Real Estate Investment Portfolio
Expense ratio chart for FRESX: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FRESX: 0.71%
FDEGX
Fidelity Growth Strategies Fund
Expense ratio chart for FDEGX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDEGX: 0.63%
XMMO
Invesco S&P MidCap Momentum ETF
Expense ratio chart for XMMO: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMMO: 0.33%
FELC
Fidelity Enhanced Large Cap Core ETF
Expense ratio chart for FELC: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FELC: 0.18%
FELG
Fidelity Enhanced Large Cap Growth ETF
Expense ratio chart for FELG: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FELG: 0.18%
QQQJ
Invesco NASDAQ Next Gen 100 ETF
Expense ratio chart for QQQJ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQJ: 0.15%
VIGI
Vanguard International Dividend Appreciation ETF
Expense ratio chart for VIGI: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGI: 0.15%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RPH Nov 2024 Portfolio is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of RPH Nov 2024 Portfolio is 3131
Overall Rank
The Sharpe Ratio Rank of RPH Nov 2024 Portfolio is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of RPH Nov 2024 Portfolio is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RPH Nov 2024 Portfolio is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RPH Nov 2024 Portfolio is 3131
Calmar Ratio Rank
The Martin Ratio Rank of RPH Nov 2024 Portfolio is 3131
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.02, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.02
^GSPC: 0.21
The chart of Sortino ratio for Portfolio, currently valued at 0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.18
^GSPC: 0.42
The chart of Omega ratio for Portfolio, currently valued at 1.02, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.02
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.02, compared to the broader market0.001.002.003.004.005.00
Portfolio: 0.02
^GSPC: 0.21
The chart of Martin ratio for Portfolio, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 0.09
^GSPC: 0.99
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FBGRX
Fidelity Blue Chip Growth Fund		-0.16-0.031.00-0.16-0.57
FCPGX
Fidelity Small Cap Growth Fund		-0.35-0.330.96-0.31-1.12
FDEGX
Fidelity Growth Strategies Fund		0.070.281.040.070.27
FELC
Fidelity Enhanced Large Cap Core ETF		0.220.441.060.221.05
FELG
Fidelity Enhanced Large Cap Growth ETF		0.200.451.060.210.81
FIVFX
Fidelity International Capital Appreciation Fund		-0.080.031.00-0.08-0.30
FRESX
Fidelity Real Estate Investment Portfolio		0.270.501.060.260.83
QQQJ
Invesco NASDAQ Next Gen 100 ETF		-0.13-0.041.00-0.12-0.54
SCHD
Schwab US Dividend Equity ETF		0.060.191.030.050.23
TSLA
Tesla, Inc.		0.641.451.170.872.24
VIGI
Vanguard International Dividend Appreciation ETF		0.210.411.050.220.65
XMMO
Invesco S&P MidCap Momentum ETF		-0.080.051.01-0.08-0.28

The current RPH Nov 2024 Portfolio Sharpe ratio is 0.13. 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 0.16 to 0.68, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of RPH Nov 2024 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 Ratio-0.500.000.501.001.502.002.503.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06
0.02
0.21
RPH Nov 2024 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

RPH Nov 2024 Portfolio provided a 2.04% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.04%1.83%0.79%0.68%1.85%1.41%1.04%0.83%0.66%0.77%2.52%3.71%
Portfolio components:
FBGRX
Fidelity Blue Chip Growth Fund		0.28%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%
FCPGX
Fidelity Small Cap Growth Fund		1.14%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%
FDEGX
Fidelity Growth Strategies Fund		8.83%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.43%0.59%0.13%0.31%
FELC
Fidelity Enhanced Large Cap Core ETF		1.15%1.03%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FELG
Fidelity Enhanced Large Cap Growth ETF		0.56%0.44%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIVFX
Fidelity International Capital Appreciation Fund		0.78%0.78%0.38%0.05%0.00%0.17%0.58%0.47%0.33%0.68%1.98%6.09%
FRESX
Fidelity Real Estate Investment Portfolio		2.19%2.11%2.31%1.71%0.78%2.93%2.36%2.57%1.80%1.73%5.54%1.66%
QQQJ
Invesco NASDAQ Next Gen 100 ETF		0.78%0.76%0.67%0.75%0.91%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		4.11%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
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%
VIGI
Vanguard International Dividend Appreciation ETF		2.03%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%
XMMO
Invesco S&P MidCap Momentum ETF		0.56%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.04%
-12.71%
RPH Nov 2024 Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the RPH Nov 2024 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 RPH Nov 2024 Portfolio was 22.15%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current RPH Nov 2024 Portfolio drawdown is 14.94%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.15%Dec 9, 202482Apr 8, 2025———
-9.4%Jul 17, 202414Aug 5, 202435Sep 24, 202449
-6.7%Mar 28, 202416Apr 19, 202418May 15, 202434
-3.47%Nov 12, 20244Nov 15, 20249Nov 29, 202413
-2.96%Dec 28, 20235Jan 4, 202416Jan 29, 202421

Volatility

Volatility Chart

The current RPH Nov 2024 Portfolio volatility is 14.52%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.52%
13.73%
RPH Nov 2024 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.
TSLAFRESXSCHDVIGIFBGRXFELGFIVFXXMMOFDEGXFCPGXFELCQQQJ
TSLA1.000.250.220.350.520.550.400.390.470.460.510.48
FRESX0.251.000.690.530.230.250.430.500.430.520.420.51
SCHD0.220.691.000.570.260.290.490.600.500.590.520.60
VIGI0.350.530.571.000.580.570.880.630.630.660.670.71
FBGRX0.520.230.260.581.000.960.740.680.780.720.900.75
FELG0.550.250.290.570.961.000.720.670.770.700.930.73
FIVFX0.400.430.490.880.740.721.000.750.780.760.770.79
XMMO0.390.500.600.630.680.670.751.000.890.890.780.83
FDEGX0.470.430.500.630.780.770.780.891.000.880.840.85
FCPGX0.460.520.590.660.720.700.760.890.881.000.790.89
FELC0.510.420.520.670.900.930.770.780.840.791.000.82
QQQJ0.480.510.600.710.750.730.790.830.850.890.821.00
The correlation results are calculated based on daily price changes starting from Nov 21, 2023
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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