HSA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HSA, 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 Oct 10, 2017, corresponding to the inception date of FUAMX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| HSA | 11.23% | 1.21% | 7.11% | 18.68% | 7.38% | N/A |
| Portfolio components: | ||||||
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | 10.18% | 1.30% | 6.86% | 17.46% | 6.40% | N/A |
FXAIX Fidelity 500 Index Fund | 19.32% | 0.59% | 8.58% | 28.65% | 15.28% | 12.99% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 5.30% | 1.97% | 6.80% | 10.25% | 0.14% | N/A |
FBNDX Fidelity Investment Grade Bond Fund | 5.70% | 1.97% | 6.75% | 11.35% | 1.31% | 2.41% |
FBGKX Fidelity Blue Chip Growth Fund Class K | 24.25% | -1.55% | 6.83% | 38.66% | 21.37% | 17.25% |
FXNAX Fidelity U.S. Bond Index Fund | 5.28% | 2.00% | 6.59% | 10.80% | 0.50% | 1.91% |
Monthly Returns
The table below presents the monthly returns of HSA, 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 | 0.34% | 1.96% | 2.07% | -3.17% | 2.95% | 2.10% | 2.00% | 1.78% | 11.23% | ||||
| 2023 | 5.68% | -2.68% | 3.17% | 0.89% | -0.57% | 3.14% | 1.77% | -1.69% | -3.79% | -2.18% | 7.00% | 4.48% | 15.56% |
| 2022 | -3.81% | -1.95% | -0.13% | -6.43% | 0.11% | -5.38% | 5.69% | -3.56% | -7.43% | 3.06% | 5.73% | -3.39% | -17.07% |
| 2021 | -0.46% | 0.76% | 0.99% | 2.91% | 0.75% | 1.44% | 1.10% | 1.39% | -2.81% | 3.15% | -0.78% | 1.83% | 10.59% |
| 2020 | 0.61% | -3.41% | -7.26% | 7.17% | 3.16% | 2.08% | 3.57% | 3.52% | -1.91% | -1.62% | 7.11% | 2.70% | 15.79% |
| 2019 | 5.16% | 1.68% | 1.73% | 2.16% | -2.79% | 4.32% | 0.52% | 0.05% | 0.67% | 1.54% | 1.74% | 1.68% | 19.85% |
| 2018 | 2.87% | -2.64% | -0.88% | 0.04% | 1.34% | 0.09% | 1.81% | 1.62% | -0.12% | -4.68% | 1.28% | -3.69% | -3.21% |
| 2017 | 0.59% | 1.40% | 0.90% | 2.91% |
Expense Ratio
HSA has an expense ratio of 0.11%, 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 risk-adjusted rank of HSA is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | 2.42 | 3.50 | 1.45 | 1.19 | 14.57 |
FXAIX Fidelity 500 Index Fund | 2.58 | 3.43 | 1.47 | 2.78 | 15.88 |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 1.58 | 2.36 | 1.28 | 0.54 | 5.71 |
FBNDX Fidelity Investment Grade Bond Fund | 1.86 | 2.77 | 1.34 | 0.70 | 7.87 |
FBGKX Fidelity Blue Chip Growth Fund Class K | 2.24 | 2.91 | 1.40 | 1.81 | 11.04 |
FXNAX Fidelity U.S. Bond Index Fund | 1.75 | 2.60 | 1.31 | 0.62 | 7.35 |
Dividends
Dividend yield
HSA granted a 2.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HSA | 2.37% | 2.27% | 2.36% | 2.27% | 2.66% | 9.82% | 2.60% | 1.90% | 1.98% | 2.06% | 0.83% | 0.77% |
| Portfolio components: | ||||||||||||
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | 2.22% | 2.42% | 2.69% | 2.21% | 2.40% | 13.80% | 2.37% | 1.88% | 1.94% | 1.89% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 2.61% | 2.19% | 1.64% | 1.95% | 3.13% | 2.17% | 2.23% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
FBNDX Fidelity Investment Grade Bond Fund | 3.73% | 3.56% | 2.66% | 1.59% | 4.80% | 2.75% | 2.85% | 2.17% | 2.50% | 2.90% | 2.59% | 2.36% |
FBGKX Fidelity Blue Chip Growth Fund Class K | 5.96% | 0.93% | 0.56% | 8.77% | 6.41% | 3.70% | 6.41% | 4.37% | 4.22% | 5.19% | 6.31% | 8.07% |
FXNAX Fidelity U.S. Bond Index Fund | 3.13% | 2.91% | 2.43% | 2.06% | 3.07% | 2.67% | 2.73% | 2.58% | 2.54% | 2.75% | 2.59% | 2.39% |
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 HSA. 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 HSA was 22.19%, occurring on Oct 14, 2022. Recovery took 402 trading sessions.
The current HSA drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.19% | Nov 9, 2021 | 237 | Oct 14, 2022 | 402 | May 15, 2024 | 639 |
| -19.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -10.37% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -6.23% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 27, 2018 | 149 |
| -4.88% | Sep 3, 2020 | 15 | Sep 24, 2020 | 34 | Nov 11, 2020 | 49 |
Volatility
Volatility Chart
The current HSA 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.
Diversification
Asset Correlations Table
| FBGKX | FXAIX | FXNAX | FUAMX | FBNDX | FFEDX | |
|---|---|---|---|---|---|---|
| FBGKX | 1.00 | 0.90 | 0.00 | -0.07 | 0.04 | 0.85 |
| FXAIX | 0.90 | 1.00 | -0.03 | -0.10 | 0.01 | 0.92 |
| FXNAX | 0.00 | -0.03 | 1.00 | 0.94 | 0.96 | 0.20 |
| FUAMX | -0.07 | -0.10 | 0.94 | 1.00 | 0.91 | 0.12 |
| FBNDX | 0.04 | 0.01 | 0.96 | 0.91 | 1.00 | 0.24 |
| FFEDX | 0.85 | 0.92 | 0.20 | 0.12 | 0.24 | 1.00 |