Roth 401k - Actual
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | Small Cap Value Equities | 25% |
FSPSX Fidelity International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 25% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 40% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth 401k - Actual, 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 Nov 13, 2024, the Roth 401k - Actual returned 19.53% Year-To-Date and 10.40% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Roth 401k - Actual | 19.53% | 1.38% | 8.80% | 29.07% | 13.29% | 10.40% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 26.92% | 2.20% | 13.46% | 34.97% | 15.79% | 13.30% |
FSPSX Fidelity International Index Fund | 5.30% | -5.66% | -2.89% | 13.16% | 5.83% | 5.26% |
DFFVX DFA U.S. Targeted Value Portfolio | 15.86% | 6.19% | 10.50% | 30.15% | 14.54% | 9.90% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 34.92% | 3.17% | 14.55% | 42.04% | 13.83% | 9.43% |
Monthly Returns
The table below presents the monthly returns of Roth 401k - Actual, 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 | 0.22% | 4.42% | 3.64% | -4.40% | 4.81% | 1.18% | 3.42% | 1.52% | 1.31% | -2.12% | 19.53% | ||
| 2023 | 7.55% | -2.19% | 1.06% | 0.77% | -0.99% | 6.99% | 4.10% | -2.48% | -4.59% | -3.19% | 8.98% | 6.47% | 23.47% |
| 2022 | -4.78% | -1.68% | 1.93% | -7.68% | 1.52% | -9.15% | 8.47% | -3.96% | -9.12% | 8.71% | 7.40% | -5.05% | -14.72% |
| 2021 | 0.49% | 4.90% | 4.04% | 4.21% | 2.04% | 0.32% | 1.00% | 2.62% | -3.57% | 5.32% | -1.90% | 3.03% | 24.46% |
| 2020 | -1.80% | -8.43% | -16.04% | 12.53% | 5.03% | 2.95% | 4.59% | 6.63% | -3.68% | -1.47% | 13.88% | 4.81% | 16.05% |
| 2019 | 8.88% | 3.39% | 0.33% | 3.91% | -6.85% | 7.05% | 0.47% | -2.93% | 2.58% | 2.20% | 3.08% | 2.05% | 25.84% |
| 2018 | 5.08% | -4.05% | -1.38% | 0.89% | 2.20% | 0.10% | 2.75% | 2.05% | -0.14% | -8.24% | 1.20% | -10.20% | -10.40% |
| 2017 | 2.16% | 2.47% | 0.87% | 1.17% | 1.25% | 1.02% | 2.06% | -0.42% | 3.29% | 0.65% | 2.48% | 0.98% | 19.45% |
| 2016 | -6.05% | -0.68% | 7.04% | 1.11% | 1.12% | -1.10% | 4.29% | 0.52% | 0.74% | -2.17% | 4.47% | 1.21% | 10.32% |
| 2015 | -2.14% | 6.24% | -0.78% | 1.17% | 1.13% | -1.69% | 1.07% | -5.89% | -3.78% | 7.36% | 0.57% | -3.26% | -0.81% |
| 2014 | -3.85% | 5.20% | 0.17% | 0.06% | 1.98% | 2.27% | -2.40% | 3.42% | -3.16% | 1.90% | 1.25% | -0.68% | 5.91% |
| 2013 | 5.28% | 0.62% | 3.32% | 2.01% | 1.69% | -1.71% | 5.77% | -2.65% | 5.17% | 4.08% | 2.83% | 2.43% | 32.48% |
Expense Ratio
Roth 401k - Actual has an expense ratio of 0.13%, 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 Roth 401k - Actual is 49, 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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 3.05 | 4.06 | 1.57 | 4.44 | 20.09 |
FSPSX Fidelity International Index Fund | 1.29 | 1.85 | 1.23 | 1.64 | 6.59 |
DFFVX DFA U.S. Targeted Value Portfolio | 1.76 | 2.61 | 1.32 | 3.49 | 9.75 |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 2.50 | 3.26 | 1.45 | 2.02 | 13.05 |
Dividends
Dividend yield
Roth 401k - Actual provided a 1.60% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.60% | 1.67% | 1.75% | 1.61% | 1.49% | 1.94% | 1.84% | 1.61% | 1.80% | 2.06% | 2.18% | 1.55% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
FSPSX Fidelity International Index Fund | 3.02% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.33% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 0.23% | 0.31% | 0.61% | 0.00% | 0.12% | 0.26% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
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 Roth 401k - Actual. 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 Roth 401k - Actual was 36.14%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Roth 401k - Actual drawdown is 0.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.14% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -24.6% | Nov 9, 2021 | 225 | Sep 30, 2022 | 302 | Dec 13, 2023 | 527 |
| -21.77% | Sep 21, 2018 | 65 | Dec 24, 2018 | 217 | Nov 4, 2019 | 282 |
| -18.81% | Jun 24, 2015 | 161 | Feb 11, 2016 | 197 | Nov 21, 2016 | 358 |
| -12.14% | Mar 27, 2012 | 47 | Jun 1, 2012 | 67 | Sep 7, 2012 | 114 |
Volatility
Volatility Chart
The current Roth 401k - Actual volatility is 4.06%, 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
| FSPSX | DFFVX | JLGMX | FXAIX | |
|---|---|---|---|---|
| FSPSX | 1.00 | 0.69 | 0.67 | 0.77 |
| DFFVX | 0.69 | 1.00 | 0.66 | 0.80 |
| JLGMX | 0.67 | 0.66 | 1.00 | 0.90 |
| FXAIX | 0.77 | 0.80 | 0.90 | 1.00 |