Fidelity 100/0

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 Every 3 months.

Based on dividend-adjusted daily data since Jul 17, 2019, Fidelity 100/0's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Fidelity 100/0 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.5%.

Fidelity 100/0 has an annualized alpha of 0.90%, beta of 1.07, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since July 17, 2019.

• This portfolio captured 109.16% of S&P 500 Index gains and 102.66% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• With beta of 1.07 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Fidelity 100/0 has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Fidelity 100/0 ranks 30 for risk / return — below 30% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Fidelity 100/0 Sharpe ratio is 1.71 as of Jun 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.49, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Fidelity 100/0 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fidelity 100/0 provided a 0.78% dividend yield over the last twelve months.

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.

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 1.92%.

The chart below shows the rolling one-month volatility.