Fidelity 75/25 - 2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity 75/25 - 2, 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 Jul 16, 2019, corresponding to the inception date of FMDGX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Fidelity 75/25 - 2 | 19.58% | 2.40% | 11.03% | 27.41% | 11.99% | N/A |
| Portfolio components: | ||||||
FSPGX Fidelity Large Cap Growth Index Fund | 31.29% | 4.28% | 15.85% | 38.95% | 19.51% | N/A |
FLCOX Fidelity Large Cap Value Index Fund | 19.09% | 1.05% | 9.66% | 28.25% | 10.18% | N/A |
FMDGX Fidelity Mid Cap Growth Index Fund | 24.28% | 6.71% | 15.73% | 37.56% | 12.33% | N/A |
FIMVX Fidelity Mid Cap Value Index Fund | 17.56% | 1.57% | 9.62% | 29.20% | 10.03% | N/A |
FECGX Fidelity Small Cap Growth Index Fund | 19.41% | 3.96% | 13.27% | 34.89% | 8.79% | N/A |
FISVX Fidelity Small Cap Value Index Fund | 14.06% | 3.96% | 11.28% | 28.56% | 9.28% | N/A |
FNSOX Fidelity Short-Term Bond Index Fund | 3.33% | -0.71% | 2.83% | 5.73% | 1.07% | N/A |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 0.56% | -2.40% | 2.03% | 5.31% | -1.18% | N/A |
Monthly Returns
The table below presents the monthly returns of Fidelity 75/25 - 2, 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 | 0.63% | 4.22% | 2.28% | -3.88% | 3.85% | 2.69% | 1.95% | 1.48% | 1.97% | -0.83% | 19.58% | ||
| 2023 | 6.41% | -1.80% | 2.70% | 0.47% | 0.81% | 5.15% | 2.90% | -1.63% | -4.13% | -2.35% | 8.06% | 5.06% | 22.97% |
| 2022 | -5.91% | -1.95% | 1.63% | -7.94% | -0.46% | -6.31% | 8.18% | -3.33% | -7.74% | 5.70% | 4.10% | -5.07% | -18.88% |
| 2021 | 0.00% | 1.81% | 1.77% | 4.12% | -0.14% | 2.87% | 1.35% | 2.26% | -3.68% | 5.08% | -1.00% | 2.28% | 17.70% |
| 2020 | 0.58% | -5.42% | -9.89% | 10.48% | 4.82% | 2.25% | 4.68% | 5.75% | -2.93% | -1.42% | 9.41% | 3.78% | 22.08% |
| 2019 | -0.25% | -1.06% | 0.77% | 1.76% | 3.01% | 2.10% | 6.44% |
Expense Ratio
Fidelity 75/25 - 2 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fidelity 75/25 - 2 is 63, 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 | |
|---|---|---|---|---|---|
FSPGX Fidelity Large Cap Growth Index Fund | 2.23 | 2.92 | 1.41 | 2.83 | 11.07 |
FLCOX Fidelity Large Cap Value Index Fund | 2.54 | 3.58 | 1.46 | 5.06 | 15.88 |
FMDGX Fidelity Mid Cap Growth Index Fund | 2.36 | 3.20 | 1.41 | 1.70 | 12.32 |
FIMVX Fidelity Mid Cap Value Index Fund | 2.20 | 3.06 | 1.38 | 2.67 | 12.64 |
FECGX Fidelity Small Cap Growth Index Fund | 1.60 | 2.29 | 1.28 | 1.05 | 8.44 |
FISVX Fidelity Small Cap Value Index Fund | 1.34 | 2.02 | 1.24 | 1.52 | 7.04 |
FNSOX Fidelity Short-Term Bond Index Fund | 2.08 | 3.31 | 1.43 | 1.22 | 9.11 |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 0.74 | 1.10 | 1.13 | 0.24 | 2.08 |
Dividends
Dividend yield
Fidelity 75/25 - 2 provided a 1.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.22% | 1.33% | 1.25% | 0.88% | 1.17% | 1.38% | 1.33% | 0.75% | 0.20% |
| 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% |
FNSOX Fidelity Short-Term Bond Index Fund | 2.05% | 1.75% | 1.17% | 0.76% | 1.45% | 2.35% | 2.03% | 0.34% | 0.00% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 2.87% | 2.19% | 1.64% | 1.34% | 1.60% | 2.17% | 2.23% | 0.49% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity 75/25 - 2. 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 75/25 - 2 was 26.07%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Fidelity 75/25 - 2 drawdown is 1.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -23.49% | Nov 9, 2021 | 237 | Oct 14, 2022 | 324 | Jan 25, 2024 | 561 |
| -7.63% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -6.79% | Jul 17, 2024 | 16 | Aug 7, 2024 | 31 | Sep 19, 2024 | 47 |
| -5.2% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
Volatility
Volatility Chart
The current Fidelity 75/25 - 2 volatility is 3.38%, 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
| FNSOX | FUAMX | FSPGX | FMDGX | FISVX | FLCOX | FECGX | FIMVX | |
|---|---|---|---|---|---|---|---|---|
| FNSOX | 1.00 | 0.86 | 0.03 | 0.06 | -0.01 | -0.01 | 0.03 | 0.00 |
| FUAMX | 0.86 | 1.00 | -0.01 | 0.01 | -0.09 | -0.10 | -0.03 | -0.08 |
| FSPGX | 0.03 | -0.01 | 1.00 | 0.89 | 0.60 | 0.69 | 0.77 | 0.69 |
| FMDGX | 0.06 | 0.01 | 0.89 | 1.00 | 0.72 | 0.75 | 0.90 | 0.78 |
| FISVX | -0.01 | -0.09 | 0.60 | 0.72 | 1.00 | 0.89 | 0.88 | 0.94 |
| FLCOX | -0.01 | -0.10 | 0.69 | 0.75 | 0.89 | 1.00 | 0.80 | 0.97 |
| FECGX | 0.03 | -0.03 | 0.77 | 0.90 | 0.88 | 0.80 | 1.00 | 0.85 |
| FIMVX | 0.00 | -0.08 | 0.69 | 0.78 | 0.94 | 0.97 | 0.85 | 1.00 |