Brokerage 2f
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brokerage 2f, 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.
The earliest data available for this chart is Sep 26, 2018, corresponding to the inception date of FZIPX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Brokerage 2f | -6.94% | -6.50% | -6.08% | 11.31% | 13.74% | N/A |
| Portfolio components: | ||||||
CSCO Cisco Systems, Inc. | -4.54% | -6.91% | -0.43% | 18.86% | 9.92% | 10.30% |
FXAIX Fidelity 500 Index Fund | -9.86% | -6.74% | -9.36% | 7.75% | 15.88% | 11.42% |
FSMDX Fidelity Mid Cap Index Fund | -8.71% | -6.03% | -11.10% | 2.53% | 12.65% | 6.86% |
FSPSX Fidelity International Index Fund | 7.28% | -3.04% | 0.43% | 10.45% | 11.88% | 5.12% |
DGRO iShares Core Dividend Growth ETF | -4.61% | -5.36% | -7.87% | 6.89% | 13.92% | 10.76% |
FZIPX Fidelity ZERO Extended Market Index Fund | -12.78% | -7.41% | -13.93% | -0.68% | 12.15% | N/A |
FZROX Fidelity ZERO Total Market Index Fund | -10.36% | -6.88% | -9.75% | 6.98% | 15.55% | N/A |
FEMSX Fidelity Series Emerging Markets Opportunities Fund | -0.27% | -6.69% | -7.32% | 7.55% | 4.95% | 2.13% |
SCHG Schwab U.S. Large-Cap Growth ETF | -14.91% | -7.66% | -10.61% | 9.33% | 18.01% | 14.11% |
Monthly Returns
The table below presents the monthly returns of Brokerage 2f, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.01% | 1.00% | -4.37% | -6.46% | -6.94% | ||||||||
| 2024 | 0.67% | 2.40% | 3.19% | -4.17% | 2.76% | 2.65% | 2.22% | 2.87% | 3.22% | 0.21% | 6.14% | -1.94% | 21.73% |
| 2023 | 5.64% | -2.04% | 4.69% | -1.75% | 1.41% | 5.70% | 2.94% | 1.39% | -5.09% | -2.47% | 4.14% | 4.85% | 20.34% |
| 2022 | -7.18% | -2.21% | 1.91% | -9.38% | -2.27% | -7.21% | 8.08% | -3.15% | -9.68% | 9.38% | 7.57% | -4.95% | -19.64% |
| 2021 | -0.29% | 1.92% | 7.22% | 3.14% | 1.67% | 1.53% | 2.69% | 3.97% | -5.57% | 5.48% | -1.59% | 6.82% | 29.69% |
| 2020 | -1.35% | -9.40% | -9.97% | 11.36% | 7.37% | 1.02% | 4.49% | 1.57% | -4.10% | -3.79% | 13.96% | 4.13% | 12.94% |
| 2019 | 8.65% | 5.14% | 2.48% | 3.96% | -6.38% | 6.42% | 1.32% | -5.81% | 2.92% | 0.79% | 1.08% | 3.86% | 26.02% |
| 2018 | 0.28% | -6.58% | 3.01% | -9.04% | -12.22% |
Expense Ratio
Brokerage 2f has an expense ratio of 0.02%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Brokerage 2f is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 0.88 | 1.37 | 1.20 | 0.83 | 4.37 |
FXAIX Fidelity 500 Index Fund | 0.31 | 0.57 | 1.08 | 0.32 | 1.43 |
FSMDX Fidelity Mid Cap Index Fund | 0.10 | 0.27 | 1.04 | 0.09 | 0.33 |
FSPSX Fidelity International Index Fund | 0.59 | 0.92 | 1.13 | 0.73 | 2.12 |
DGRO iShares Core Dividend Growth ETF | 0.54 | 0.84 | 1.12 | 0.56 | 2.57 |
FZIPX Fidelity ZERO Extended Market Index Fund | -0.07 | 0.05 | 1.01 | -0.06 | -0.23 |
FZROX Fidelity ZERO Total Market Index Fund | 0.28 | 0.52 | 1.08 | 0.28 | 1.21 |
FEMSX Fidelity Series Emerging Markets Opportunities Fund | 0.39 | 0.68 | 1.08 | 0.22 | 1.17 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.22 | 0.48 | 1.07 | 0.23 | 0.88 |
Dividends
Dividend yield
Brokerage 2f provided a 1.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.96% | 1.84% | 2.08% | 2.16% | 1.84% | 2.04% | 2.16% | 2.24% | 1.97% | 2.15% | 2.29% | 2.00% |
| Portfolio components: | ||||||||||||
CSCO Cisco Systems, Inc. | 2.89% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
FXAIX Fidelity 500 Index Fund | 1.41% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
FSMDX Fidelity Mid Cap Index Fund | 1.28% | 1.17% | 1.39% | 1.59% | 1.10% | 1.37% | 1.42% | 1.85% | 1.32% | 1.35% | 2.29% | 3.82% |
FSPSX Fidelity International Index Fund | 2.70% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% |
DGRO iShares Core Dividend Growth ETF | 2.38% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
FZIPX Fidelity ZERO Extended Market Index Fund | 1.40% | 1.22% | 1.43% | 1.64% | 6.97% | 2.15% | 1.80% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
FZROX Fidelity ZERO Total Market Index Fund | 1.29% | 1.16% | 1.36% | 1.57% | 1.08% | 1.27% | 1.45% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
FEMSX Fidelity Series Emerging Markets Opportunities Fund | 2.09% | 2.08% | 2.82% | 2.39% | 3.26% | 1.33% | 2.41% | 2.47% | 1.81% | 1.24% | 1.27% | 0.83% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.48% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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 Brokerage 2f. 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 Brokerage 2f was 33.06%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Brokerage 2f drawdown is 12.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.06% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -28.87% | Dec 30, 2021 | 198 | Oct 12, 2022 | 348 | Mar 4, 2024 | 546 |
| -18.18% | Oct 4, 2018 | 56 | Dec 24, 2018 | 53 | Mar 13, 2019 | 109 |
| -17.56% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -10.03% | Jul 16, 2019 | 23 | Aug 15, 2019 | 90 | Dec 23, 2019 | 113 |
Volatility
Volatility Chart
The current Brokerage 2f volatility is 12.86%, 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
| CSCO | FEMSX | FSPSX | SCHG | FZIPX | DGRO | FSMDX | FXAIX | FZROX | |
|---|---|---|---|---|---|---|---|---|---|
| CSCO | 1.00 | 0.44 | 0.53 | 0.60 | 0.59 | 0.69 | 0.64 | 0.68 | 0.67 |
| FEMSX | 0.44 | 1.00 | 0.77 | 0.65 | 0.65 | 0.60 | 0.67 | 0.68 | 0.69 |
| FSPSX | 0.53 | 0.77 | 1.00 | 0.68 | 0.75 | 0.74 | 0.78 | 0.77 | 0.78 |
| SCHG | 0.60 | 0.65 | 0.68 | 1.00 | 0.74 | 0.73 | 0.80 | 0.93 | 0.93 |
| FZIPX | 0.59 | 0.65 | 0.75 | 0.74 | 1.00 | 0.85 | 0.97 | 0.86 | 0.90 |
| DGRO | 0.69 | 0.60 | 0.74 | 0.73 | 0.85 | 1.00 | 0.90 | 0.90 | 0.89 |
| FSMDX | 0.64 | 0.67 | 0.78 | 0.80 | 0.97 | 0.90 | 1.00 | 0.91 | 0.94 |
| FXAIX | 0.68 | 0.68 | 0.77 | 0.93 | 0.86 | 0.90 | 0.91 | 1.00 | 0.99 |
| FZROX | 0.67 | 0.69 | 0.78 | 0.93 | 0.90 | 0.89 | 0.94 | 0.99 | 1.00 |