C Wagner Fidelity
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in C Wagner Fidelity , 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 14, 2016, corresponding to the inception date of FTIHX
Returns By Period
| 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% |
| C Wagner Fidelity | 5.08% | 0.37% | 5.31% | 9.92% | 5.45% | N/A |
| Portfolio components: | ||||||
FBND Fidelity Total Bond ETF | 0.98% | 0.82% | 2.16% | 5.18% | 1.08% | N/A |
FXAIX Fidelity 500 Index Fund | 14.07% | -1.36% | 11.16% | 20.79% | 14.07% | 12.70% |
FXNAX Fidelity U.S. Bond Index Fund | 0.48% | 0.87% | 1.68% | 4.20% | -0.03% | 1.42% |
FSKAX Fidelity Total Market Index Fund | 13.17% | -0.51% | 10.87% | 20.08% | 13.26% | 12.03% |
FBALX Fidelity Balanced Fund | 9.24% | -1.13% | 7.84% | 14.30% | 10.56% | 9.43% |
FTIHX Fidelity Total International Index Fund | 5.63% | 0.29% | 7.18% | 8.55% | 5.72% | N/A |
Monthly Returns
The table below presents the monthly returns of C Wagner Fidelity , 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 | 0.00% | 1.29% | 1.86% | -2.96% | 2.87% | 1.48% | 5.08% | ||||||
| 2023 | 5.33% | -2.87% | 2.41% | 0.87% | -0.87% | 2.66% | 1.48% | -1.36% | -3.30% | -2.13% | 6.35% | 4.55% | 13.28% |
| 2022 | -3.30% | -1.77% | -0.65% | -5.47% | 0.07% | -4.74% | 5.04% | -3.11% | -6.30% | 2.26% | 5.28% | -2.46% | -14.84% |
| 2021 | -0.49% | 0.36% | 0.70% | 2.36% | 0.66% | 1.33% | 1.00% | 1.01% | -2.26% | 2.28% | -0.83% | 1.62% | 7.90% |
| 2020 | 0.67% | -2.46% | -6.70% | 6.17% | 3.08% | 1.59% | 3.64% | 2.49% | -1.54% | -1.16% | 5.96% | 2.29% | 14.12% |
| 2019 | 4.35% | 1.41% | 1.55% | 1.64% | -1.71% | 3.41% | 0.42% | 0.47% | 0.49% | 1.23% | 1.26% | 1.54% | 17.14% |
| 2018 | 1.59% | -2.21% | -0.52% | -0.13% | 0.99% | 0.13% | 1.31% | 1.12% | -0.16% | -3.57% | 0.79% | -2.36% | -3.11% |
| 2017 | 0.98% | 1.68% | 0.29% | 1.04% | 1.00% | 0.20% | 1.12% | 0.69% | 0.71% | 0.99% | 0.94% | 0.79% | 10.95% |
| 2016 | 0.98% | 2.55% | 0.35% | 0.45% | -1.21% | -0.31% | 1.47% | 4.32% |
Expense Ratio
C Wagner Fidelity has an expense ratio of 0.23%, 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 C Wagner Fidelity is 30, 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 | |
|---|---|---|---|---|---|
FBND Fidelity Total Bond ETF | 0.71 | 1.05 | 1.12 | 0.30 | 2.61 |
FXAIX Fidelity 500 Index Fund | 1.69 | 2.37 | 1.30 | 1.67 | 6.88 |
FXNAX Fidelity U.S. Bond Index Fund | 0.55 | 0.84 | 1.10 | 0.20 | 1.74 |
FSKAX Fidelity Total Market Index Fund | 1.56 | 2.20 | 1.28 | 1.32 | 5.87 |
FBALX Fidelity Balanced Fund | 1.51 | 2.17 | 1.27 | 0.97 | 5.53 |
FTIHX Fidelity Total International Index Fund | 0.60 | 0.96 | 1.12 | 0.39 | 1.91 |
Dividends
Dividend yield
C Wagner Fidelity granted a 3.17% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| C Wagner Fidelity | 3.17% | 3.26% | 2.58% | 1.72% | 3.14% | 2.58% | 2.74% | 2.41% | 2.48% | 2.71% | 0.88% | 0.46% |
| Portfolio components: | ||||||||||||
FBND Fidelity Total Bond ETF | 4.20% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.30% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FXNAX Fidelity U.S. Bond Index Fund | 3.19% | 2.91% | 2.43% | 2.06% | 3.07% | 2.67% | 2.73% | 2.58% | 2.54% | 2.75% | 2.59% | 2.39% |
FSKAX Fidelity Total Market Index Fund | 1.28% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.33% | 2.43% | 2.49% | 1.63% | 1.54% |
FBALX Fidelity Balanced Fund | 2.28% | 2.28% | 8.06% | 9.66% | 5.90% | 4.24% | 10.99% | 7.90% | 3.07% | 7.96% | 10.55% | 7.31% |
FTIHX Fidelity Total International Index Fund | 2.63% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.81% | 0.47% | 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 C Wagner Fidelity . 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 C Wagner Fidelity was 21.10%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.
The current C Wagner Fidelity drawdown is 2.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.1% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -20.08% | Nov 10, 2021 | 236 | Oct 14, 2022 | 416 | Jun 5, 2024 | 652 |
| -7.77% | Jan 29, 2018 | 231 | Dec 24, 2018 | 38 | Feb 20, 2019 | 269 |
| -4.06% | Sep 3, 2020 | 14 | Sep 23, 2020 | 34 | Nov 10, 2020 | 48 |
| -3.3% | Jun 9, 2020 | 3 | Jun 11, 2020 | 22 | Jul 14, 2020 | 25 |
Volatility
Volatility Chart
The current C Wagner Fidelity volatility is 1.98%, 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
| FXNAX | FBND | FTIHX | FXAIX | FSKAX | FBALX | |
|---|---|---|---|---|---|---|
| FXNAX | 1.00 | 0.86 | 0.01 | -0.05 | -0.05 | 0.06 |
| FBND | 0.86 | 1.00 | 0.15 | 0.11 | 0.11 | 0.21 |
| FTIHX | 0.01 | 0.15 | 1.00 | 0.76 | 0.77 | 0.79 |
| FXAIX | -0.05 | 0.11 | 0.76 | 1.00 | 0.99 | 0.97 |
| FSKAX | -0.05 | 0.11 | 0.77 | 0.99 | 1.00 | 0.98 |
| FBALX | 0.06 | 0.21 | 0.79 | 0.97 | 0.98 | 1.00 |