H FZROX/FZILX/BND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 5% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 15% |
FZROX Fidelity ZERO Total Market Index Fund | Large Cap Blend Equities | 80% |
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
The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZILX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| H FZROX/FZILX/BND | 11.47% | -0.38% | 9.89% | 17.65% | 11.79% | N/A |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
FZILX Fidelity ZERO International Index Fund | 5.78% | 0.26% | 7.14% | 8.80% | 5.98% | N/A |
FZROX Fidelity ZERO Total Market Index Fund | 13.24% | -0.58% | 10.90% | 20.22% | 13.53% | N/A |
Monthly Returns
The table below presents the monthly returns of H FZROX/FZILX/BND, 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 | 0.67% | 4.77% | 3.11% | -3.99% | 4.48% | 2.43% | 11.47% | ||||||
| 2023 | 7.02% | -2.60% | 2.68% | 1.14% | -0.21% | 6.19% | 3.44% | -2.23% | -4.49% | -2.74% | 9.07% | 5.19% | 23.62% |
| 2022 | -5.19% | -2.57% | 2.41% | -8.34% | 0.13% | -8.06% | 8.18% | -3.79% | -9.13% | 7.10% | 6.46% | -5.11% | -18.31% |
| 2021 | -0.40% | 2.73% | 3.01% | 4.59% | 0.87% | 1.99% | 1.30% | 2.60% | -4.20% | 5.81% | -1.79% | 3.72% | 21.72% |
| 2020 | -0.60% | -7.50% | -13.32% | 11.90% | 5.02% | 2.53% | 5.16% | 6.40% | -3.31% | -2.05% | 11.72% | 4.45% | 18.72% |
| 2019 | 8.00% | 3.12% | 1.41% | 3.60% | -5.94% | 6.60% | 0.89% | -1.79% | 1.85% | 2.26% | 3.13% | 3.01% | 28.64% |
| 2018 | 1.88% | 0.20% | -7.16% | 1.82% | -8.02% | -11.24% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of H FZROX/FZILX/BND is 51, 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
FZILX Fidelity ZERO International Index Fund | 0.68 | 1.06 | 1.13 | 0.48 | 2.01 |
FZROX Fidelity ZERO Total Market Index Fund | 1.63 | 2.29 | 1.29 | 1.42 | 5.99 |
Dividends
Dividend yield
H FZROX/FZILX/BND granted a 1.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| H FZROX/FZILX/BND | 1.55% | 1.69% | 1.80% | 1.49% | 1.37% | 1.77% | 0.83% | 0.13% | 0.13% | 0.13% | 0.14% | 0.14% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.41% | 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 | 2.82% | 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 | 1.20% | 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.
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 3.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.98% | Jan 4, 2022 | 197 | Oct 14, 2022 | 296 | Dec 19, 2023 | 493 |
| -18.2% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -8.27% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.1% | May 6, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
Volatility
Volatility Chart
The current H FZROX/FZILX/BND volatility is 3.44%, 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
| BND | FZROX | FZILX | |
|---|---|---|---|
| BND | 1.00 | 0.06 | 0.07 |
| FZROX | 0.06 | 1.00 | 0.80 |
| FZILX | 0.07 | 0.80 | 1.00 |