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Fidelity 100/0
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Fidelity 100/0

Last updated Nov 15, 2024

Asset Allocation

FSPGX 60%FLCOX 20%FMDGX 5%FIMVX 5%FECGX 5%FISVX 5%EquityEquity
PositionCategory/SectorWeight
FECGX
Fidelity Small Cap Growth Index Fund		Small Cap Growth Equities
5%
FIMVX
Fidelity Mid Cap Value Index Fund		Mid Cap Value Equities
5%
FISVX
Fidelity Small Cap Value Index Fund		Small Cap Value Equities
5%
FLCOX
Fidelity Large Cap Value Index Fund		Large Cap Value Equities
20%
FMDGX
Fidelity Mid Cap Growth Index Fund		Mid Cap Growth Equities
5%
FSPGX
Fidelity Large Cap Growth Index Fund		Large Cap Growth Equities
60%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity 100/0, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.16%
12.31%
Fidelity 100/0
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Fidelity 100/026.51%3.59%14.15%35.75%16.22%N/A
Portfolio components:
FSPGX
Fidelity Large Cap Growth Index Fund		31.29%4.28%15.85%38.95%19.66%N/A
FLCOX
Fidelity Large Cap Value Index Fund		19.09%1.05%9.66%28.25%10.26%N/A
FMDGX
Fidelity Mid Cap Growth Index Fund		24.28%6.71%15.73%37.56%12.43%N/A
FIMVX
Fidelity Mid Cap Value Index Fund		17.56%1.57%9.62%29.20%10.11%N/A
FECGX
Fidelity Small Cap Growth Index Fund		19.41%3.96%13.27%34.89%8.85%N/A
FISVX
Fidelity Small Cap Value Index Fund		14.06%3.96%11.28%28.56%9.35%N/A

Monthly Returns

The table below presents the monthly returns of Fidelity 100/0, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.00%6.03%2.76%-4.64%4.93%3.87%1.37%1.80%2.28%-0.54%26.51%
20237.87%-1.78%3.49%0.62%1.67%7.02%3.70%-1.93%-5.12%-2.75%10.09%5.70%31.10%
2022-7.44%-2.74%3.25%-10.24%-1.04%-8.26%10.61%-3.92%-9.45%7.54%4.81%-6.58%-23.26%
2021-0.14%2.31%2.58%5.62%-0.37%4.04%1.85%3.16%-4.81%7.26%-1.08%3.03%25.44%
20200.54%-7.65%-13.24%13.90%6.13%2.99%6.29%7.98%-3.90%-2.03%12.09%4.90%27.41%
2019-0.53%-1.81%1.06%2.34%4.08%2.85%8.13%

Expense Ratio

Fidelity 100/0 has an expense ratio of 0.04%, 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.

FMDGX
Fidelity Mid Cap Growth Index Fund
Expense ratio chart for FMDGX: 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%
FIMVX
Fidelity Mid Cap Value Index Fund
Expense ratio chart for FIMVX: 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%
FECGX
Fidelity Small Cap Growth Index Fund
Expense ratio chart for FECGX: 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%
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%
FSPGX
Fidelity Large Cap Growth Index Fund
Expense ratio chart for FSPGX: 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%
FLCOX
Fidelity Large Cap Value Index Fund
Expense ratio chart for FLCOX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Fidelity 100/0 is 62, 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 Fidelity 100/0 is 6262
Combined Rank
The Sharpe Ratio Rank of Fidelity 100/0 is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of Fidelity 100/0 is 5959Sortino Ratio Rank
The Omega Ratio Rank of Fidelity 100/0 is 6565Omega Ratio Rank
The Calmar Ratio Rank of Fidelity 100/0 is 6363Calmar Ratio Rank
The Martin Ratio Rank of Fidelity 100/0 is 6262Martin 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.

Fidelity 100/0
Sharpe ratio
The chart of Sharpe ratio for Fidelity 100/0, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for Fidelity 100/0, currently valued at 3.40, compared to the broader market-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for Fidelity 100/0, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for Fidelity 100/0, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.67
Martin ratio
The chart of Martin ratio for Fidelity 100/0, currently valued at 15.79, compared to the broader market0.0010.0020.0030.0040.0050.0015.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FSPGX
Fidelity Large Cap Growth Index Fund		2.343.031.432.9611.64
FLCOX
Fidelity Large Cap Value Index Fund		2.663.731.484.7716.71
FMDGX
Fidelity Mid Cap Growth Index Fund		2.473.341.431.6913.00
FIMVX
Fidelity Mid Cap Value Index Fund		2.283.151.392.6313.20
FECGX
Fidelity Small Cap Growth Index Fund		1.642.331.281.068.67
FISVX
Fidelity Small Cap Value Index Fund		1.352.031.241.527.17

Sharpe Ratio

The current Fidelity 100/0 Sharpe ratio is 2.58. 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 1.86 to 2.74, 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 Fidelity 100/0 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
2.58
2.66
Fidelity 100/0
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fidelity 100/0 provided a 0.80% dividend yield over the last twelve months.

TTM20232022202120202019201820172016
Portfolio0.80%1.11%1.20%0.83%1.06%1.11%1.15%0.94%0.28%
Portfolio components:
FSPGX
Fidelity Large Cap Growth Index Fund		0.42%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%
FLCOX
Fidelity Large Cap Value Index Fund		1.52%1.99%2.01%1.55%2.28%2.13%2.33%1.73%0.52%
FMDGX
Fidelity Mid Cap Growth Index Fund		0.49%0.63%0.81%0.42%0.36%0.27%0.00%0.00%0.00%
FIMVX
Fidelity Mid Cap Value Index Fund		1.73%1.89%2.00%1.45%1.23%0.63%0.00%0.00%0.00%
FECGX
Fidelity Small Cap Growth Index Fund		1.06%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%
FISVX
Fidelity Small Cap Value Index Fund		1.62%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.24%
-0.87%
Fidelity 100/0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity 100/0. 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 Fidelity 100/0 was 34.39%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current Fidelity 100/0 drawdown is 1.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.39%Feb 20, 202023Mar 23, 202091Jul 31, 2020114
-28.11%Dec 28, 2021202Oct 14, 2022300Dec 26, 2023502
-9.96%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-9.79%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.73%Feb 16, 202113Mar 4, 202121Apr 5, 202134

Volatility

Volatility Chart

The current Fidelity 100/0 volatility is 4.47%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
4.47%
3.81%
Fidelity 100/0
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.
FSPGXFISVXFMDGXFLCOXFECGXFIMVX
FSPGX1.000.610.890.690.770.69
FISVX0.611.000.720.890.880.94
FMDGX0.890.721.000.750.900.79
FLCOX0.690.890.751.000.800.97
FECGX0.770.880.900.801.000.85
FIMVX0.690.940.790.970.851.00
The correlation results are calculated based on daily price changes starting from Jul 17, 2019