FID-TP
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FID-TP, 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 Sep 14, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of Aug 27, 2024, the FID-TP returned 13.11% Year-To-Date and 8.10% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| FID-TP | 13.11% | 3.11% | 9.46% | 22.12% | 9.65% | 8.10% |
| Portfolio components: | ||||||
MWTIX Metropolitan West Total Return Bond Fund Class I | 3.65% | 3.17% | 6.28% | 9.43% | 0.21% | 1.72% |
FXAIX Fidelity 500 Index Fund | 18.82% | 3.02% | 11.36% | 28.56% | 15.86% | 13.00% |
FSPSX Fidelity International Index Fund | 11.36% | 3.98% | 8.39% | 20.15% | 8.77% | 5.30% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 24.90% | 3.97% | 12.11% | 38.47% | 14.43% | 14.25% |
EIVIX Allspring Special Large Cap Value Fund | 18.41% | 3.22% | 13.48% | 29.88% | 12.76% | 10.10% |
MADVX BlackRock Equity Dividend Fund | 13.23% | 1.97% | 9.74% | 21.33% | 11.35% | 8.12% |
TROSX T. Rowe Price Overseas Stock Fund | 9.78% | 3.79% | 8.39% | 17.45% | 8.75% | 5.16% |
FSMAX Fidelity Extended Market Index Fund | 9.71% | 0.26% | 6.23% | 23.04% | 10.64% | 9.05% |
ANWPX American Funds New Perspective Fund Class A | 14.83% | 3.83% | 8.56% | 23.62% | 13.18% | 10.99% |
AVFIX American Beacon Small Cap Value Fund | 7.38% | -1.90% | 8.64% | 16.59% | 12.26% | 7.85% |
DIPSX DFA Inflation-Protected Securities Portfolio | 4.29% | 2.01% | 5.55% | 7.45% | 2.09% | 2.21% |
Monthly Returns
The table below presents the monthly returns of FID-TP, 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 | 0.63% | 2.94% | 2.82% | -3.44% | 3.64% | 1.69% | 2.38% | 13.11% | |||||
| 2023 | 6.37% | -2.68% | 2.60% | 1.78% | -0.61% | 4.35% | 2.32% | -2.00% | -3.81% | -2.31% | 7.59% | 5.35% | 19.73% |
| 2022 | -4.37% | -2.29% | 0.44% | -7.47% | 0.38% | -7.14% | 6.87% | -3.88% | -8.16% | 5.05% | 6.64% | -3.61% | -17.52% |
| 2021 | -0.82% | 2.09% | 2.25% | 3.63% | 1.06% | 0.99% | 1.25% | 1.71% | -3.05% | 3.87% | -2.09% | 2.54% | 13.99% |
| 2020 | -0.25% | -5.34% | -10.23% | 8.81% | 4.13% | 2.15% | 3.83% | 4.51% | -2.54% | -1.95% | 9.59% | 3.28% | 15.15% |
| 2019 | 6.55% | 2.30% | 1.25% | 2.88% | -3.89% | 5.05% | 0.51% | -0.89% | 1.27% | 1.69% | 2.38% | 2.17% | 23.02% |
| 2018 | 4.29% | -3.15% | -1.16% | 0.72% | 1.04% | 0.13% | 2.24% | 1.34% | 0.08% | -5.74% | 1.48% | -5.48% | -4.64% |
| 2017 | 2.05% | 2.19% | 0.85% | 1.54% | 1.72% | 0.45% | 2.16% | 0.28% | 1.46% | 1.67% | 1.61% | 0.82% | 18.14% |
| 2016 | -4.30% | -0.72% | 4.87% | 0.87% | 0.78% | -0.40% | 3.18% | 0.32% | 0.56% | -1.54% | 1.11% | 1.34% | 5.94% |
| 2015 | -0.53% | 4.06% | -0.65% | 1.02% | 0.61% | -1.53% | 1.71% | -4.74% | -2.37% | 5.86% | -0.02% | -2.20% | 0.76% |
| 2014 | -2.14% | 3.88% | -0.40% | 0.21% | 2.14% | 1.32% | -1.27% | 2.25% | -2.05% | 1.56% | 1.46% | -0.67% | 6.25% |
| 2013 | 3.63% | 0.50% | 2.11% | 2.09% | 0.44% | -1.90% | 4.29% | -1.95% | 4.05% | 3.30% | 1.71% | 1.78% | 21.71% |
Expense Ratio
FID-TP features an expense ratio of 0.39%, falling within the medium range. 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 FID-TP is 73, 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 | |
|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | 1.29 | 1.87 | 1.23 | 0.50 | 4.16 |
FXAIX Fidelity 500 Index Fund | 2.43 | 3.28 | 1.44 | 2.61 | 11.50 |
FSPSX Fidelity International Index Fund | 1.76 | 2.53 | 1.31 | 1.53 | 8.03 |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.22 | 2.93 | 1.40 | 1.56 | 11.95 |
EIVIX Allspring Special Large Cap Value Fund | 2.95 | 4.07 | 1.52 | 3.31 | 13.65 |
MADVX BlackRock Equity Dividend Fund | 2.17 | 2.97 | 1.39 | 2.16 | 10.39 |
TROSX T. Rowe Price Overseas Stock Fund | 1.46 | 2.18 | 1.26 | 1.15 | 6.72 |
FSMAX Fidelity Extended Market Index Fund | 1.33 | 1.92 | 1.23 | 0.76 | 5.35 |
ANWPX American Funds New Perspective Fund Class A | 1.99 | 2.80 | 1.36 | 1.10 | 8.77 |
AVFIX American Beacon Small Cap Value Fund | 0.91 | 1.41 | 1.17 | 1.18 | 3.58 |
DIPSX DFA Inflation-Protected Securities Portfolio | 1.31 | 1.99 | 1.24 | 0.51 | 5.68 |
Dividends
Dividend yield
FID-TP granted a 3.39% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FID-TP | 3.39% | 3.54% | 4.81% | 6.38% | 3.05% | 4.16% | 4.52% | 4.11% | 3.68% | 4.26% | 4.32% | 2.74% |
| Portfolio components: | ||||||||||||
MWTIX Metropolitan West Total Return Bond Fund Class I | 4.20% | 4.11% | 2.93% | 1.32% | 6.60% | 3.62% | 2.72% | 2.15% | 3.36% | 2.95% | 2.55% | 3.74% |
FXAIX Fidelity 500 Index Fund | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FSPSX Fidelity International Index Fund | 2.85% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% | 2.59% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.79% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
EIVIX Allspring Special Large Cap Value Fund | 4.39% | 5.20% | 9.68% | 21.59% | 1.51% | 10.79% | 9.30% | 8.93% | 8.56% | 12.68% | 8.48% | 4.37% |
MADVX BlackRock Equity Dividend Fund | 8.76% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.77% | 7.98% | 2.30% | 6.35% | 1.95% |
TROSX T. Rowe Price Overseas Stock Fund | 2.08% | 2.28% | 2.38% | 1.88% | 1.41% | 2.14% | 3.33% | 1.86% | 1.98% | 2.11% | 2.87% | 1.87% |
FSMAX Fidelity Extended Market Index Fund | 0.97% | 1.17% | 1.90% | 7.49% | 2.14% | 4.30% | 6.09% | 5.61% | 4.85% | 6.58% | 5.43% | 4.09% |
ANWPX American Funds New Perspective Fund Class A | 4.66% | 5.36% | 4.16% | 7.01% | 4.13% | 3.67% | 7.59% | 5.50% | 3.86% | 6.14% | 7.58% | 6.26% |
AVFIX American Beacon Small Cap Value Fund | 4.58% | 4.91% | 17.72% | 11.86% | 0.88% | 1.84% | 15.05% | 9.66% | 3.04% | 6.00% | 13.46% | 9.53% |
DIPSX DFA Inflation-Protected Securities Portfolio | 3.56% | 3.73% | 8.14% | 4.86% | 1.58% | 2.05% | 2.28% | 2.64% | 1.99% | 0.69% | 2.14% | 1.37% |
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 FID-TP. 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 FID-TP was 25.61%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current FID-TP drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -24.96% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -13.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 66 | Apr 1, 2019 | 146 |
| -12.82% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
| -8.64% | Oct 28, 2011 | 20 | Nov 25, 2011 | 36 | Jan 19, 2012 | 56 |
Volatility
Volatility Chart
The current FID-TP volatility is 3.95%, 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
| DIPSX | MWTIX | TRBCX | FSPSX | TROSX | AVFIX | FSMAX | ANWPX | MADVX | EIVIX | FXAIX | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DIPSX | 1.00 | 0.76 | -0.06 | -0.01 | -0.03 | -0.12 | -0.06 | -0.04 | -0.13 | -0.11 | -0.08 |
| MWTIX | 0.76 | 1.00 | -0.07 | -0.04 | -0.07 | -0.16 | -0.09 | -0.06 | -0.17 | -0.15 | -0.11 |
| TRBCX | -0.06 | -0.07 | 1.00 | 0.68 | 0.72 | 0.67 | 0.81 | 0.90 | 0.70 | 0.77 | 0.91 |
| FSPSX | -0.01 | -0.04 | 0.68 | 1.00 | 0.98 | 0.70 | 0.73 | 0.86 | 0.78 | 0.77 | 0.77 |
| TROSX | -0.03 | -0.07 | 0.72 | 0.98 | 1.00 | 0.73 | 0.75 | 0.88 | 0.81 | 0.80 | 0.80 |
| AVFIX | -0.12 | -0.16 | 0.67 | 0.70 | 0.73 | 1.00 | 0.92 | 0.74 | 0.87 | 0.87 | 0.81 |
| FSMAX | -0.06 | -0.09 | 0.81 | 0.73 | 0.75 | 0.92 | 1.00 | 0.85 | 0.82 | 0.85 | 0.88 |
| ANWPX | -0.04 | -0.06 | 0.90 | 0.86 | 0.88 | 0.74 | 0.85 | 1.00 | 0.80 | 0.83 | 0.91 |
| MADVX | -0.13 | -0.17 | 0.70 | 0.78 | 0.81 | 0.87 | 0.82 | 0.80 | 1.00 | 0.94 | 0.89 |
| EIVIX | -0.11 | -0.15 | 0.77 | 0.77 | 0.80 | 0.87 | 0.85 | 0.83 | 0.94 | 1.00 | 0.92 |
| FXAIX | -0.08 | -0.11 | 0.91 | 0.77 | 0.80 | 0.81 | 0.88 | 0.91 | 0.89 | 0.92 | 1.00 |