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C Wagner Fidelity

Last updated Feb 21, 2024

Asset Allocation


FBND 60%FSKAX 30%FTIHX 10%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
FBND
Fidelity Total Bond ETF
Total Bond Market, Actively Managed

60%

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

0%

FSKAX
Fidelity Total Market Index Fund
Large Cap Blend Equities

30%

FTIHX
Fidelity Total International Index Fund
Foreign Large Cap Equities

10%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

0%

FBALX
Fidelity Balanced Fund
Diversified Portfolio

0%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.69%
13.40%
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 14, 2016, corresponding to the inception date of FTIHX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
C Wagner Fidelity 0.24%1.01%7.69%9.38%5.70%N/A
FBND
Fidelity Total Bond ETF
-1.66%-0.39%4.25%3.41%1.53%N/A
FXAIX
Fidelity 500 Index Fund
4.52%2.94%14.30%23.94%14.33%12.65%
FXNAX
Fidelity U.S. Bond Index Fund
-1.68%-0.51%3.84%2.47%0.52%1.44%
FSKAX
Fidelity Total Market Index Fund
4.02%3.01%14.32%22.23%13.42%11.86%
FBALX
Fidelity Balanced Fund
2.78%2.22%10.11%16.88%10.90%9.32%
FTIHX
Fidelity Total International Index Fund
0.46%3.36%8.95%8.77%5.46%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.01%
20231.48%-1.36%-3.30%-2.13%6.35%4.55%

Sharpe Ratio

The current C Wagner Fidelity Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.52

The Sharpe ratio of C Wagner Fidelity lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.52
1.75
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

Dividend yield

C Wagner Fidelity granted a 3.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
C Wagner Fidelity 3.34%3.26%2.58%1.72%3.14%2.58%2.74%2.41%2.48%2.71%0.88%0.46%
FBND
Fidelity Total Bond ETF
4.42%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
1.39%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
3.01%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
1.36%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
2.22%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
2.77%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%0.00%0.00%0.00%

Expense Ratio

The C Wagner Fidelity has a high expense ratio of 0.23%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.51%
0.00%2.15%
0.36%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%
0.02%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FBND
Fidelity Total Bond ETF
0.53
FXAIX
Fidelity 500 Index Fund
1.90
FXNAX
Fidelity U.S. Bond Index Fund
0.44
FSKAX
Fidelity Total Market Index Fund
1.69
FBALX
Fidelity Balanced Fund
1.90
FTIHX
Fidelity Total International Index Fund
0.65

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FXNAXFBNDFTIHXFXAIXFSKAXFBALX
FXNAX1.000.85-0.01-0.07-0.070.04
FBND0.851.000.130.090.090.19
FTIHX-0.010.131.000.760.770.79
FXAIX-0.070.090.761.000.990.97
FSKAX-0.070.090.770.991.000.98
FBALX0.040.190.790.970.981.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-3.80%
-1.08%
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

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 3.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.1%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-20.08%Nov 10, 2021236Oct 14, 2022
-7.77%Jan 29, 2018231Dec 24, 201838Feb 20, 2019269
-4.06%Sep 3, 202014Sep 23, 202034Nov 10, 202048
-3.3%Jun 9, 20203Jun 11, 202022Jul 14, 202025

Volatility Chart

The current C Wagner Fidelity volatility is 2.10%, 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%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.10%
3.37%
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components
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