Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GROWTH W / INCOME 60/40, 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.
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The earliest data available for this chart is Oct 19, 2017, corresponding to the inception date of FUAMX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio GROWTH W / INCOME 60/40 | 0.00% | -1.95% | -0.45% | 1.88% | 15.38% | 14.21% | 7.63% | — |
| Portfolio components: | ||||||||
FCBFX Fidelity Corporate Bond Fund | 0.09% | -1.49% | -0.46% | -0.04% | 4.56% | 5.08% | 0.50% | 2.92% |
FTHRX Fidelity Intermediate Bond Fund | 0.00% | -1.25% | -0.39% | 0.46% | 3.89% | 4.26% | 1.11% | 2.08% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | -0.10% | -1.51% | -0.15% | 0.44% | 3.92% | 2.90% | -0.17% | — |
FBNDX Fidelity Investment Grade Bond Fund | 0.00% | -1.63% | -0.36% | 0.22% | 3.77% | 3.61% | 0.18% | 2.22% |
FXNAX Fidelity U.S. Bond Index Fund | 0.00% | -1.19% | 0.05% | 0.69% | 4.12% | 3.63% | 0.16% | 1.57% |
FIVFX Fidelity International Capital Appreciation Fund | — | — | — | — | — | — | — | — |
FIVLX Fidelity International Value Fund | 1.75% | -0.07% | 2.83% | 8.80% | 29.35% | 20.68% | 12.65% | 9.37% |
FBGRX Fidelity Blue Chip Growth Fund | 1.44% | -2.53% | -5.77% | -3.09% | 27.27% | 27.14% | 12.06% | 19.25% |
FCNTX Fidelity Contrafund Fund | 0.83% | -4.06% | -4.57% | -2.11% | 19.45% | 25.26% | 13.40% | 16.13% |
FGRTX Fidelity Mega Cap Stock Fund | 0.65% | -2.93% | -1.47% | 3.02% | 26.73% | 22.73% | 15.07% | 15.42% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2017, GROWTH W / INCOME 60/40's average daily return is +0.02%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +8.4%, while the worst month was Mar 2020 at -9.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GROWTH W / INCOME 60/40 closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Mar 16, 2020 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.76% | 1.14% | -3.83% | 0.58% | -0.45% | ||||||||
| 2025 | 2.80% | 0.24% | -2.54% | 0.62% | 4.18% | 3.86% | 1.04% | 1.77% | 1.76% | 0.77% | 0.76% | 1.07% | 17.38% |
| 2024 | 0.87% | 3.40% | 2.81% | -3.23% | 3.89% | 1.03% | 1.78% | 1.96% | 1.43% | -1.81% | 3.09% | -2.26% | 13.43% |
| 2023 | 6.68% | -2.16% | 2.31% | 1.29% | -0.35% | 3.91% | 2.47% | -1.45% | -2.99% | -2.18% | 7.20% | 4.56% | 20.29% |
| 2022 | -3.76% | -2.02% | 0.10% | -6.74% | 0.53% | -6.69% | 6.07% | -3.62% | -7.24% | 4.11% | 6.30% | -3.51% | -16.39% |
| 2021 | -0.65% | 2.10% | 1.67% | 3.07% | 1.20% | 0.77% | 1.18% | 1.74% | -2.85% | 3.34% | -1.29% | 2.07% | 12.87% |
Benchmark Metrics
GROWTH W / INCOME 60/40 has an annualized alpha of 1.65%, beta of 0.57, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 20, 2017.
- This portfolio participated in 69.23% of S&P 500 Index downside but only 63.11% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.65%
- Beta
- 0.57
- R²
- 0.92
- Upside Capture
- 63.11%
- Downside Capture
- 69.23%
Expense Ratio
GROWTH W / INCOME 60/40 has an expense ratio of 0.52%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
GROWTH W / INCOME 60/40 ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.88 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.70 | 1.37 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.39 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.16 | 6.43 | -1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FCBFX Fidelity Corporate Bond Fund | 36 | 0.96 | 1.35 | 1.17 | 1.47 | 4.64 |
FTHRX Fidelity Intermediate Bond Fund | 59 | 1.25 | 1.87 | 1.23 | 1.90 | 6.58 |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 27 | 0.79 | 1.18 | 1.14 | 1.30 | 3.66 |
FBNDX Fidelity Investment Grade Bond Fund | 27 | 0.80 | 1.15 | 1.14 | 1.36 | 3.89 |
FXNAX Fidelity U.S. Bond Index Fund | 37 | 0.93 | 1.34 | 1.16 | 1.59 | 4.47 |
FIVFX Fidelity International Capital Appreciation Fund | — | — | — | — | — | — |
FIVLX Fidelity International Value Fund | 84 | 1.70 | 2.26 | 1.34 | 2.57 | 10.17 |
FBGRX Fidelity Blue Chip Growth Fund | 64 | 1.15 | 1.75 | 1.25 | 2.16 | 8.46 |
FCNTX Fidelity Contrafund Fund | 53 | 1.02 | 1.56 | 1.22 | 1.87 | 7.08 |
FGRTX Fidelity Mega Cap Stock Fund | 80 | 1.48 | 2.11 | 1.34 | 2.28 | 10.48 |
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Dividends
Dividend yield
GROWTH W / INCOME 60/40 provided a 4.32% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.32% | 4.45% | 4.29% | 2.26% | 4.33% | 4.49% | 4.13% | 3.90% | 6.84% | 4.62% | 2.31% | 3.08% |
| Portfolio components: | ||||||||||||
FCBFX Fidelity Corporate Bond Fund | 4.21% | 4.11% | 3.95% | 3.74% | 2.53% | 2.82% | 3.19% | 3.28% | 3.65% | 3.16% | 3.55% | 3.01% |
FTHRX Fidelity Intermediate Bond Fund | 3.34% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.66% | 3.52% | 3.58% | 2.20% | 1.24% | 1.76% | 2.90% | 2.16% | 2.23% | 0.49% | 0.00% | 0.00% |
FBNDX Fidelity Investment Grade Bond Fund | 3.58% | 3.87% | 3.34% | 3.56% | 1.98% | 1.34% | 4.70% | 2.75% | 2.86% | 2.18% | 2.72% | 2.66% |
FXNAX Fidelity U.S. Bond Index Fund | 3.66% | 3.58% | 3.40% | 3.15% | 1.81% | 1.74% | 2.92% | 2.68% | 2.74% | 2.57% | 2.76% | 2.52% |
FIVFX Fidelity International Capital Appreciation Fund | 10.67% | 10.67% | 4.19% | 0.38% | 0.05% | 9.08% | 1.28% | 3.29% | 3.00% | 2.99% | 0.68% | 1.57% |
FIVLX Fidelity International Value Fund | 2.26% | 2.32% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 0.15% | 2.71% | 1.44% |
FBGRX Fidelity Blue Chip Growth Fund | 2.02% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
FCNTX Fidelity Contrafund Fund | 4.89% | 5.21% | 4.19% | 3.78% | 11.87% | 10.80% | 8.01% | 4.16% | 7.46% | 6.08% | 3.81% | 5.33% |
FGRTX Fidelity Mega Cap Stock Fund | 3.95% | 3.89% | 2.68% | 2.06% | 4.38% | 4.79% | 7.96% | 12.98% | 21.72% | 15.57% | 1.97% | 4.16% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GROWTH W / INCOME 60/40. 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 GROWTH W / INCOME 60/40 was 22.64%, occurring on Oct 14, 2022. Recovery took 468 trading sessions.
The current GROWTH W / INCOME 60/40 drawdown is 4.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.64% | Nov 9, 2021 | 340 | Oct 14, 2022 | 468 | Jan 25, 2024 | 808 |
| -21.95% | Feb 20, 2020 | 33 | Mar 23, 2020 | 77 | Jun 8, 2020 | 110 |
| -12.68% | Jan 29, 2018 | 330 | Dec 24, 2018 | 120 | Apr 23, 2019 | 450 |
| -10.61% | Feb 19, 2025 | 49 | Apr 8, 2025 | 37 | May 15, 2025 | 86 |
| -5.83% | Feb 26, 2026 | 33 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 10.89, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | USD=X | FTHRX | FXNAX | FBNDX | FUAMX | FCBFX | FIVLX | FSMVX | FIVFX | FBGRX | FCNTX | FGRTX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.02 | -0.00 | 0.03 | -0.08 | 0.06 | 0.72 | 0.81 | 0.78 | 0.90 | 0.93 | 0.93 | 0.95 |
| 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 |
| FTHRX | -0.02 | 0.00 | 1.00 | 0.91 | 0.90 | 0.91 | 0.88 | -0.00 | -0.04 | 0.06 | -0.01 | -0.02 | -0.09 | 0.11 |
| FXNAX | -0.00 | 0.00 | 0.91 | 1.00 | 0.95 | 0.93 | 0.94 | -0.01 | -0.04 | 0.06 | 0.01 | -0.00 | -0.09 | 0.12 |
| FBNDX | 0.03 | 0.00 | 0.90 | 0.95 | 1.00 | 0.90 | 0.93 | 0.03 | 0.00 | 0.10 | 0.04 | 0.03 | -0.05 | 0.16 |
| FUAMX | -0.08 | 0.00 | 0.91 | 0.93 | 0.90 | 1.00 | 0.86 | -0.06 | -0.10 | 0.01 | -0.06 | -0.06 | -0.16 | 0.05 |
| FCBFX | 0.06 | 0.00 | 0.88 | 0.94 | 0.93 | 0.86 | 1.00 | 0.06 | 0.02 | 0.13 | 0.06 | 0.06 | -0.02 | 0.19 |
| FIVLX | 0.72 | 0.00 | -0.00 | -0.01 | 0.03 | -0.06 | 0.06 | 1.00 | 0.68 | 0.74 | 0.57 | 0.59 | 0.74 | 0.78 |
| FSMVX | 0.81 | 0.00 | -0.04 | -0.04 | 0.00 | -0.10 | 0.02 | 0.68 | 1.00 | 0.58 | 0.59 | 0.60 | 0.80 | 0.78 |
| FIVFX | 0.78 | 0.00 | 0.06 | 0.06 | 0.10 | 0.01 | 0.13 | 0.74 | 0.58 | 1.00 | 0.69 | 0.70 | 0.66 | 0.80 |
| FBGRX | 0.90 | 0.00 | -0.01 | 0.01 | 0.04 | -0.06 | 0.06 | 0.57 | 0.59 | 0.69 | 1.00 | 0.91 | 0.75 | 0.84 |
| FCNTX | 0.93 | 0.00 | -0.02 | -0.00 | 0.03 | -0.06 | 0.06 | 0.59 | 0.60 | 0.70 | 0.91 | 1.00 | 0.79 | 0.85 |
| FGRTX | 0.93 | 0.00 | -0.09 | -0.09 | -0.05 | -0.16 | -0.02 | 0.74 | 0.80 | 0.66 | 0.75 | 0.79 | 1.00 | 0.87 |
| Portfolio | 0.95 | 0.00 | 0.11 | 0.12 | 0.16 | 0.05 | 0.19 | 0.78 | 0.78 | 0.80 | 0.84 | 0.85 | 0.87 | 1.00 |