Index Fidelity 85 TMI 15 US Bonds
85% Fidelity Total Market Index 15% Fidelity US Bond Index
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FSKAX Fidelity Total Market Index Fund | Large Cap Blend Equities | 85% |
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Index Fidelity 85 TMI 15 US Bonds, 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 FSKAX
Returns By Period
As of Nov 14, 2024, the Index Fidelity 85 TMI 15 US Bonds returned 22.27% Year-To-Date and 10.97% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Index Fidelity 85 TMI 15 US Bonds | 22.27% | 2.17% | 11.86% | 30.71% | 12.81% | 10.97% |
| Portfolio components: | ||||||
FSKAX Fidelity Total Market Index Fund | 26.16% | 2.77% | 13.56% | 35.33% | 15.01% | 12.54% |
FXNAX Fidelity U.S. Bond Index Fund | 1.62% | -1.34% | 2.41% | 6.49% | -0.47% | 1.28% |
Monthly Returns
The table below presents the monthly returns of Index Fidelity 85 TMI 15 US Bonds, 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 | 0.96% | 4.41% | 2.86% | -4.08% | 4.27% | 2.76% | 1.94% | 1.99% | 2.01% | -0.99% | 22.27% | ||
| 2023 | 6.45% | -2.35% | 2.61% | 0.91% | 0.24% | 5.79% | 3.06% | -1.76% | -4.49% | -2.50% | 8.67% | 5.07% | 22.89% |
| 2022 | -5.42% | -2.29% | 2.29% | -8.24% | -0.04% | -7.34% | 8.31% | -3.62% | -8.59% | 6.72% | 5.07% | -5.20% | -18.50% |
| 2021 | -0.39% | 2.49% | 2.80% | 4.49% | 0.42% | 2.28% | 1.62% | 2.41% | -4.00% | 5.66% | -1.23% | 3.22% | 21.21% |
| 2020 | 0.20% | -6.67% | -11.61% | 11.51% | 4.68% | 2.06% | 5.03% | 6.02% | -3.21% | -2.00% | 10.56% | 3.85% | 19.43% |
| 2019 | 7.48% | 3.00% | 1.51% | 3.25% | -5.26% | 6.10% | 1.30% | -1.33% | 1.36% | 1.85% | 3.23% | 2.43% | 27.26% |
| 2018 | 4.33% | -3.31% | -1.63% | 0.19% | 2.50% | 0.53% | 2.90% | 3.04% | 0.05% | -6.41% | 1.78% | -7.89% | -4.65% |
| 2017 | 1.68% | 3.25% | 0.06% | 0.87% | 0.98% | 0.76% | 1.69% | 0.29% | 2.00% | 1.84% | 2.57% | 0.50% | 17.72% |
| 2016 | -4.61% | 0.10% | 6.04% | 0.42% | 1.53% | 0.44% | 3.50% | 0.19% | 0.16% | -1.99% | 3.41% | 1.31% | 10.57% |
| 2015 | -2.02% | 4.74% | -0.80% | 0.34% | 1.12% | -1.60% | 1.53% | -5.15% | -2.35% | 6.71% | 0.45% | -2.28% | 0.12% |
| 2014 | -2.43% | 4.08% | 0.42% | 0.20% | 2.03% | 2.15% | -1.74% | 3.73% | -1.92% | 2.51% | 2.18% | 0.01% | 11.51% |
| 2013 | 4.60% | 1.18% | 3.39% | 1.56% | 1.80% | -1.33% | 4.63% | -2.55% | 3.30% | 3.73% | 2.41% | 2.18% | 27.60% |
Expense Ratio
Index Fidelity 85 TMI 15 US Bonds has an expense ratio of 0.02%, 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 Index Fidelity 85 TMI 15 US Bonds is 70, 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 | |
|---|---|---|---|---|---|
FSKAX Fidelity Total Market Index Fund | 2.78 | 3.71 | 1.52 | 4.04 | 17.73 |
FXNAX Fidelity U.S. Bond Index Fund | 1.11 | 1.67 | 1.20 | 0.41 | 3.68 |
Dividends
Dividend yield
Index Fidelity 85 TMI 15 US Bonds provided a 1.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 1.64% | 1.74% | 1.25% | 1.54% | 1.93% | 2.16% | 1.79% | 1.92% | 2.07% | 1.78% | 1.67% |
| Portfolio components: | ||||||||||||
FSKAX Fidelity Total Market Index Fund | 1.15% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% | 1.54% |
FXNAX Fidelity U.S. Bond Index Fund | 3.32% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 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 Index Fidelity 85 TMI 15 US Bonds. 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 Index Fidelity 85 TMI 15 US Bonds was 30.07%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Index Fidelity 85 TMI 15 US Bonds drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -23.89% | Dec 28, 2021 | 204 | Oct 14, 2022 | 304 | Dec 27, 2023 | 508 |
| -17.26% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -12.8% | Jun 24, 2015 | 161 | Feb 11, 2016 | 80 | Jun 7, 2016 | 241 |
| -8.83% | Sep 19, 2011 | 11 | Oct 3, 2011 | 9 | Oct 14, 2011 | 20 |
Volatility
Volatility Chart
The current Index Fidelity 85 TMI 15 US Bonds volatility is 3.36%, 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
| FSKAX | FXNAX | |
|---|---|---|
| FSKAX | 1.00 | -0.15 |
| FXNAX | -0.15 | 1.00 |