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H FZROX/FZILX/BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 5%FZROX 80%FZILX 15%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

5%

FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities

80%

FZILX
Fidelity ZERO International Index Fund
Large Cap Blend Equities, Foreign Large Cap Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in H FZROX/FZILX/BND, 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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.37%
15.74%
H FZROX/FZILX/BND
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZILX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
H FZROX/FZILX/BND4.72%-1.24%15.38%20.11%11.24%N/A
BND
Vanguard Total Bond Market ETF
-2.99%-1.49%4.17%-0.78%-0.04%1.21%
FZILX
Fidelity ZERO International Index Fund
1.63%-1.83%12.00%8.14%5.10%N/A
FZROX
Fidelity ZERO Total Market Index Fund
5.78%-1.12%16.71%23.85%13.01%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.67%4.77%3.11%
2023-4.49%-2.74%9.07%5.19%

Expense Ratio

The H FZROX/FZILX/BND has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.00%
0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

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.


H FZROX/FZILX/BND
Sharpe ratio
The chart of Sharpe ratio for H FZROX/FZILX/BND, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.75
Sortino ratio
The chart of Sortino ratio for H FZROX/FZILX/BND, currently valued at 2.56, compared to the broader market-2.000.002.004.006.002.56
Omega ratio
The chart of Omega ratio for H FZROX/FZILX/BND, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for H FZROX/FZILX/BND, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.001.41
Martin ratio
The chart of Martin ratio for H FZROX/FZILX/BND, currently valued at 6.34, compared to the broader market0.0010.0020.0030.0040.0050.006.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
-0.18-0.210.98-0.07-0.43
FZILX
Fidelity ZERO International Index Fund
0.600.961.120.431.85
FZROX
Fidelity ZERO Total Market Index Fund
1.952.801.341.547.68

Sharpe Ratio

The current H FZROX/FZILX/BND Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.75

The Sharpe ratio of H FZROX/FZILX/BND lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.75
1.89
H FZROX/FZILX/BND
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

H FZROX/FZILX/BND granted a 1.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
H FZROX/FZILX/BND1.64%1.69%1.80%1.49%1.37%1.77%0.83%0.13%0.13%0.13%0.14%0.14%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
FZILX
Fidelity ZERO International Index Fund
2.93%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.29%1.36%1.57%1.25%1.27%1.51%0.74%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.72%
-3.66%
H FZROX/FZILX/BND
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the H FZROX/FZILX/BND. 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 H FZROX/FZILX/BND was 33.04%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current H FZROX/FZILX/BND drawdown is 3.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.04%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-24.98%Jan 4, 2022197Oct 14, 2022296Dec 19, 2023493
-18.2%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-8.27%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.1%May 6, 201920Jun 3, 201913Jun 20, 201933

Volatility

Volatility Chart

The current H FZROX/FZILX/BND volatility is 3.25%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.25%
3.44%
H FZROX/FZILX/BND
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDFZROXFZILX
BND1.000.040.05
FZROX0.041.000.80
FZILX0.050.801.00