Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FSKAX Fidelity Total Market Index Fund | Large Cap Blend Equities | 50% |
FLDR Fidelity Low Duration Bond Factor ETF | Corporate Bonds | 40% |
FNCMX Fidelity NASDAQ Composite Index Fund | Large Cap Growth Equities | 10% |
Find the right asset allocation for Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? *
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? *, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * | 0.02% | -0.59% | 6.73% | 6.91% | 18.25% | 14.96% | 9.23% | — |
| Portfolio components: | ||||||||
FLDR Fidelity Low Duration Bond Factor ETF | 0.06% | 0.43% | 1.58% | 1.88% | 4.76% | 5.36% | 3.70% | — |
FNCMX Fidelity NASDAQ Composite Index Fund | 2.55% | -3.02% | 11.32% | 11.57% | 33.78% | 25.17% | 13.84% | 19.10% |
FSKAX Fidelity Total Market Index Fund | 1.89% | -0.76% | 9.19% | 9.26% | 25.69% | 20.78% | 12.13% | 14.91% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 14, 2018, Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? *'s average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +9.2%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.98% | -0.40% | -2.92% | 6.96% | 3.78% | -1.53% | 6.73% | ||||||
| 2025 | 1.88% | -1.04% | -3.63% | -0.23% | 4.35% | 3.52% | 1.67% | 1.54% | 2.52% | 1.77% | 0.08% | 0.09% | 12.98% |
| 2024 | 0.89% | 3.49% | 2.05% | -2.63% | 3.33% | 2.38% | 1.16% | 1.40% | 1.54% | -0.41% | 4.18% | -1.41% | 16.93% |
| 2023 | 4.99% | -1.23% | 2.13% | 0.79% | 0.98% | 4.33% | 2.37% | -1.06% | -2.94% | -1.56% | 6.12% | 3.72% | 19.78% |
| 2022 | -3.95% | -1.61% | 1.61% | -5.97% | -0.25% | -5.09% | 6.10% | -2.40% | -5.92% | 4.41% | 3.54% | -3.78% | -13.38% |
| 2021 | -0.06% | 1.61% | 1.73% | 3.16% | 0.15% | 1.89% | 1.10% | 1.84% | -2.88% | 4.02% | -0.72% | 2.01% | 14.54% |
Benchmark Metrics
Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * has an annualized alpha of 1.58%, beta of 0.64, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 14, 2018.
- This portfolio participated in 66.77% of S&P 500 Index downside but only 63.52% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.64 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
- 1.58%
- Beta
- 0.64
- R²
- 0.97
- Upside Capture
- 63.52%
- Downside Capture
- 66.77%
Expense Ratio
Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * ranks 66 for risk / return — better than 66% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.12 | 1.86 | +0.26 |
| Sortino ratioReturn per unit of downside risk | 2.95 | 2.53 | +0.42 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.53 | +0.57 |
| Martin ratioReturn relative to average drawdown | 13.89 | 11.37 | +2.52 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
FLDR Fidelity Low Duration Bond Factor ETF | 98 | 5.90 | 9.99 | 2.73 | 10.19 | 69.63 |
FNCMX Fidelity NASDAQ Composite Index Fund | 53 | 1.90 | 2.51 | 1.33 | 2.50 | 9.59 |
FSKAX Fidelity Total Market Index Fund | 63 | 1.93 | 2.63 | 1.35 | 2.77 | 12.40 |
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Dividends
Dividend yield
Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * provided a 2.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.29% | 2.42% | 2.85% | 2.88% | 1.74% | 0.82% | 1.28% | 2.48% | 2.01% | 1.04% | 1.32% | 0.56% |
| Portfolio components: | ||||||||||||
FLDR Fidelity Low Duration Bond Factor ETF | 4.42% | 4.66% | 5.50% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% | 0.00% | 0.00% | 0.00% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.46% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
FSKAX Fidelity Total Market Index Fund | 0.96% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
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 Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? *. 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 Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * was 24.61%, occurring on Mar 20, 2020. Recovery took 83 trading sessions.
The current Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * drawdown is 1.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.61%Mar 2020 | 29d | 4mo 2d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -17.36%Oct 2022 | 9mo 20d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -12.35%Dec 2018 | 3mo 4d | 3mo 8d | 6mo 12dSep 2018 - Apr 2019 |
2025 selloff2025 | -12.30%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
2020 pullback2020 | -6.22%Sep 2020 | 20d | 1mo 19d | 2mo 9dSep 2020 - Nov 2020 |
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 3 assets, with an effective number of assets of 2.38, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.04 | 1.04 | 1.04 | 1.12 |
The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2018 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FSKAX has the highest benchmark correlation at 0.99, while FLDR has the lowest at 0.03.
Asset Correlations Table
Find what Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * is missing
See which holdings overlap, where Guilfoyle Irrevocable Portfolio Allocations-BETTER OPTION? * is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification