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Roth IRA

Last updated Nov 2, 2024

QQQ is actually QQQM, just use QQQ for more data

Asset Allocation

GLDM 5%FISVX 25%FXAIX 25%FPADX 15%FSPSX 15%QQQ 10%BRK-B 2%ABBV 1%MA 1%COST 1%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare
1%
BRK-B
Berkshire Hathaway Inc.		Financial Services
2%
COST
Costco Wholesale Corporation		Consumer Defensive
1%
FISVX
Fidelity Small Cap Value Index Fund		Small Cap Value Equities
25%
FPADX
Fidelity Emerging Markets Index Fund		Emerging Markets Diversified
15%
FSPSX
Fidelity International Index Fund		Large Cap Blend Equities, Foreign Large Cap Equities
15%
FXAIX
Fidelity 500 Index Fund		Large Cap Blend Equities
25%
GLDM
SPDR Gold MiniShares Trust		Precious Metals, Gold
5%
MA
Mastercard Inc		Financial Services
1%
QQQ
Invesco QQQ		Large Cap Blend Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roth IRA, 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

60.00%70.00%80.00%90.00%100.00%JuneJulyAugustSeptemberOctoberNovember
77.41%
90.70%
Roth IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 16, 2019, corresponding to the inception date of FISVX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		20.10%-0.39%11.72%31.44%13.30%10.96%
Roth IRA15.09%-1.35%9.37%27.11%11.33%N/A
Portfolio components:
FISVX
Fidelity Small Cap Value Index Fund		7.53%-0.39%7.76%23.49%7.88%N/A
GLDM
SPDR Gold MiniShares Trust		32.41%3.10%18.74%37.07%12.88%N/A
FPADX
Fidelity Emerging Markets Index Fund		11.24%-5.25%5.67%19.04%3.06%3.44%
FXAIX
Fidelity 500 Index Fund		21.47%-0.33%12.49%33.33%15.13%13.06%
BRK-B
Berkshire Hathaway Inc.		26.77%-2.13%12.79%28.52%15.46%12.21%
ABBV
AbbVie Inc.		36.16%5.61%26.43%49.20%25.34%17.30%
MA
Mastercard Inc		19.81%2.22%14.86%32.37%14.25%20.27%
FSPSX
Fidelity International Index Fund		7.34%-3.80%2.49%17.92%6.27%5.57%
COST
Costco Wholesale Corporation		33.69%-0.52%18.26%60.90%26.21%23.06%
QQQ
Invesco QQQ		19.54%0.02%12.26%33.47%20.33%17.97%

Monthly Returns

The table below presents the monthly returns of Roth IRA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.01%4.18%3.37%-3.65%4.09%1.56%4.32%1.26%1.97%-1.89%15.09%
20238.01%-3.06%1.49%0.31%-0.70%5.67%4.73%-3.30%-4.23%-3.03%8.41%6.46%21.42%
2022-4.20%-1.52%1.89%-7.74%0.51%-8.06%6.94%-3.74%-9.51%6.48%7.86%-4.73%-16.46%
20210.98%3.45%3.02%3.64%2.05%0.62%-0.59%2.52%-3.74%4.40%-2.06%3.84%19.30%
2020-2.03%-7.11%-14.70%10.77%4.01%3.51%5.07%5.80%-3.57%-0.72%12.80%5.77%17.57%
2019-0.85%-2.46%2.53%2.97%2.18%3.86%8.36%

Expense Ratio

Roth IRA has an expense ratio of 0.06%, 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.

QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
GLDM
SPDR Gold MiniShares Trust
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
FPADX
Fidelity Emerging Markets Index Fund
Expense ratio chart for FPADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
FISVX
Fidelity Small Cap Value Index Fund
Expense ratio chart for FISVX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
FSPSX
Fidelity International Index Fund
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
FXAIX
Fidelity 500 Index Fund
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA is 49, 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.

The Risk-Adjusted Performance Rank of Roth IRA is 4949
Combined Rank
The Sharpe Ratio Rank of Roth IRA is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA is 4444Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA is 4747Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA is 5050Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA is 6060Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Roth IRA
Sharpe ratio
The chart of Sharpe ratio for Roth IRA, currently valued at 2.50, compared to the broader market0.002.004.002.50
Sortino ratio
The chart of Sortino ratio for Roth IRA, currently valued at 3.42, compared to the broader market-2.000.002.004.006.003.42
Omega ratio
The chart of Omega ratio for Roth IRA, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Roth IRA, currently valued at 2.96, compared to the broader market0.002.004.006.008.0010.0012.0014.002.96
Martin ratio
The chart of Martin ratio for Roth IRA, currently valued at 17.22, compared to the broader market0.0010.0020.0030.0040.0050.0017.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FISVX
Fidelity Small Cap Value Index Fund		1.442.161.261.357.66
GLDM
SPDR Gold MiniShares Trust		2.713.611.475.7117.55
FPADX
Fidelity Emerging Markets Index Fund		1.672.381.300.768.74
FXAIX
Fidelity 500 Index Fund		3.044.021.574.4020.01
BRK-B
Berkshire Hathaway Inc.		2.393.191.414.4111.28
ABBV
AbbVie Inc.		2.503.291.453.039.79
MA
Mastercard Inc		2.282.951.422.987.44
FSPSX
Fidelity International Index Fund		1.712.451.302.039.47
COST
Costco Wholesale Corporation		3.203.821.576.0715.74
QQQ
Invesco QQQ		2.172.841.392.7710.10

Sharpe Ratio

The current Roth IRA Sharpe ratio is 2.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.14 to 2.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Roth IRA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.50
2.88
Roth IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA provided a 1.67% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.67%1.83%2.24%3.56%1.37%1.67%1.57%1.31%1.51%1.68%1.67%1.32%
Portfolio components:
FISVX
Fidelity Small Cap Value Index Fund		1.71%2.06%3.69%9.55%1.33%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
GLDM
SPDR Gold MiniShares Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPADX
Fidelity Emerging Markets Index Fund		2.41%2.68%2.47%2.14%1.50%2.59%2.20%1.88%1.69%2.47%2.03%2.15%
FXAIX
Fidelity 500 Index Fund		1.27%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABBV
AbbVie Inc.		3.05%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
MA
Mastercard Inc		0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
FSPSX
Fidelity International Index Fund		2.96%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%
COST
Costco Wholesale Corporation		2.22%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
QQQ
Invesco QQQ		0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.47%
-2.32%
Roth IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Roth IRA. 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 Roth IRA was 32.93%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Roth IRA drawdown is 2.47%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.93%Feb 20, 202023Mar 23, 2020108Aug 25, 2020131
-24.64%Nov 9, 2021225Sep 30, 2022310Dec 26, 2023535
-8.1%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.98%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.41%Jul 25, 201915Aug 14, 201920Sep 12, 201935

Volatility

Volatility Chart

The current Roth IRA volatility is 2.90%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.90%
3.23%
Roth IRA
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.
GLDMABBVCOSTBRK-BMAFPADXFISVXQQQFSPSXFXAIX
GLDM1.00-0.000.080.020.060.210.080.100.230.09
ABBV-0.001.000.220.370.290.190.290.250.300.36
COST0.080.221.000.370.430.320.340.600.420.59
BRK-B0.020.370.371.000.550.430.660.470.590.67
MA0.060.290.430.551.000.490.510.620.590.70
FPADX0.210.190.320.430.491.000.570.630.760.66
FISVX0.080.290.340.660.510.571.000.580.700.76
QQQ0.100.250.600.470.620.630.581.000.670.91
FSPSX0.230.300.420.590.590.760.700.671.000.78
FXAIX0.090.360.590.670.700.660.760.910.781.00
The correlation results are calculated based on daily price changes starting from Jul 17, 2019