Beat SP500 with Low Risk
Beat SP500 in return with lower risk.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Beat SP500 with Low Risk, 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.
The earliest data available for this chart is Jun 11, 2014, corresponding to the inception date of FMFMX
Returns By Period
As of Apr 19, 2025, the Beat SP500 with Low Risk returned -10.84% Year-To-Date and 7.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Beat SP500 with Low Risk | -10.67% | -7.35% | -13.90% | 0.72% | 11.80% | 7.91% |
| Portfolio components: | ||||||
FGLGX Fidelity Series Large Cap Stock Fund | -8.15% | -8.11% | -9.86% | 0.72% | 13.28% | 7.12% |
FMFMX Fidelity Advisor Series Equity Growth Fund | -13.51% | -8.27% | -32.20% | -19.63% | 0.81% | 2.80% |
FSAEX Fidelity Series All-Sector Equity Fund | -12.49% | -6.73% | -16.37% | -1.83% | 5.99% | -1.36% |
FVWSX Fidelity Series Opportunistic Insights Fund | -8.92% | -6.74% | -8.28% | 8.18% | 16.01% | 13.52% |
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | -8.28% | -8.21% | -8.80% | 4.45% | 14.73% | 5.48% |
JNRFX Janus Henderson Research Fund | -13.93% | -7.86% | -15.62% | 0.04% | 9.10% | 5.01% |
JSGIX John Hancock Funds III U.S. Growth Fund | -12.55% | -7.00% | -9.74% | 4.59% | 14.37% | 11.40% |
JUEMX JPMorgan U.S. Equity Fund R6 | -11.21% | -7.44% | -12.34% | 3.99% | 14.82% | 11.34% |
PMYYX Putnam Multi-Cap Core Fund | -10.58% | -7.32% | -10.20% | 6.14% | 17.05% | 11.93% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -8.83% | -6.51% | -29.18% | -16.89% | 1.33% | 2.90% |
Monthly Returns
The table below presents the monthly returns of Beat SP500 with Low Risk, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.40% | -2.09% | -6.57% | -5.57% | -10.67% | ||||||||
| 2024 | 2.92% | 6.69% | 3.33% | -3.94% | 5.61% | 4.06% | -0.03% | 1.78% | 2.06% | -0.18% | 5.52% | -6.09% | 23.04% |
| 2023 | 6.78% | -2.05% | 3.58% | 1.75% | 1.60% | 6.30% | 3.74% | -1.30% | -4.25% | -1.83% | 9.08% | 2.51% | 28.11% |
| 2022 | -5.54% | -2.76% | 2.67% | -9.32% | -0.19% | -8.55% | 9.31% | -4.26% | -9.05% | 8.13% | 5.29% | -7.25% | -21.55% |
| 2021 | -0.66% | 3.61% | 2.74% | 5.89% | 0.52% | 2.50% | 2.01% | 2.42% | -4.90% | 7.19% | -1.20% | -1.20% | 19.93% |
| 2020 | 0.72% | -7.39% | -12.22% | 13.39% | 5.55% | 3.33% | 6.14% | 7.80% | -4.25% | -2.65% | 11.05% | -0.07% | 19.83% |
| 2019 | 8.97% | 3.28% | 1.75% | 4.69% | -6.31% | 6.61% | 1.32% | -2.56% | 0.68% | 2.66% | 4.13% | -0.67% | 26.36% |
| 2018 | 6.65% | -3.62% | -2.81% | 0.71% | 2.90% | 0.48% | 3.46% | 2.09% | 0.36% | -7.93% | 1.39% | -13.01% | -10.44% |
| 2017 | 2.68% | 3.82% | 0.33% | 1.50% | 1.70% | 0.54% | 2.44% | -0.63% | 1.90% | 2.72% | 2.28% | -3.54% | 16.67% |
| 2016 | -6.27% | -1.00% | 6.08% | 0.52% | 2.08% | -1.33% | 4.53% | 0.39% | 0.30% | -1.46% | 3.25% | -0.26% | 6.45% |
| 2015 | -1.97% | 6.32% | -1.10% | 0.27% | 1.64% | -1.36% | 2.10% | -6.34% | -3.14% | 8.14% | 0.44% | -3.70% | 0.39% |
| 2014 | 1.02% | -1.23% | 4.24% | -1.19% | 2.37% | 2.30% | -1.61% | 5.91% |
Expense Ratio
Beat SP500 with Low Risk has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Beat SP500 with Low Risk is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
FGLGX Fidelity Series Large Cap Stock Fund | 0.03 | 0.17 | 1.03 | 0.03 | 0.11 |
FMFMX Fidelity Advisor Series Equity Growth Fund | -0.67 | -0.68 | 0.87 | -0.54 | -1.35 |
FSAEX Fidelity Series All-Sector Equity Fund | -0.14 | -0.05 | 0.99 | -0.11 | -0.39 |
FVWSX Fidelity Series Opportunistic Insights Fund | 0.33 | 0.60 | 1.08 | 0.36 | 1.39 |
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | 0.22 | 0.43 | 1.07 | 0.22 | 0.98 |
JNRFX Janus Henderson Research Fund | -0.07 | 0.08 | 1.01 | -0.07 | -0.23 |
JSGIX John Hancock Funds III U.S. Growth Fund | 0.14 | 0.36 | 1.05 | 0.16 | 0.60 |
JUEMX JPMorgan U.S. Equity Fund R6 | 0.15 | 0.36 | 1.05 | 0.15 | 0.66 |
PMYYX Putnam Multi-Cap Core Fund | 0.29 | 0.53 | 1.08 | 0.29 | 1.27 |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -0.55 | -0.47 | 0.88 | -0.49 | -1.18 |
Dividends
Dividend yield
Beat SP500 with Low Risk provided a 3.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.90% | 3.39% | 1.71% | 4.16% | 6.86% | 4.09% | 3.66% | 6.74% | 3.34% | 1.97% | 3.75% | 5.15% |
| Portfolio components: | ||||||||||||
FGLGX Fidelity Series Large Cap Stock Fund | 1.72% | 1.58% | 1.83% | 1.98% | 2.46% | 5.31% | 2.40% | 2.82% | 1.82% | 1.69% | 5.25% | 4.77% |
FMFMX Fidelity Advisor Series Equity Growth Fund | 0.79% | 0.69% | 0.72% | 0.94% | 1.21% | 0.78% | 0.92% | 1.09% | 0.66% | 0.12% | 0.21% | 0.06% |
FSAEX Fidelity Series All-Sector Equity Fund | 1.38% | 1.22% | 1.27% | 1.48% | 1.18% | 1.45% | 1.75% | 2.58% | 1.49% | 1.50% | 3.89% | 11.83% |
FVWSX Fidelity Series Opportunistic Insights Fund | 8.21% | 6.57% | 1.02% | 8.29% | 21.40% | 16.45% | 9.19% | 12.34% | 12.74% | 2.63% | 7.85% | 3.74% |
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | 1.28% | 1.18% | 1.16% | 1.46% | 1.86% | 3.09% | 2.16% | 2.36% | 1.80% | 1.63% | 4.32% | 5.63% |
JNRFX Janus Henderson Research Fund | 0.00% | 0.00% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% |
JSGIX John Hancock Funds III U.S. Growth Fund | 10.99% | 9.61% | 5.02% | 11.25% | 14.04% | 2.63% | 0.13% | 28.16% | 0.45% | 4.13% | 6.12% | 8.13% |
JUEMX JPMorgan U.S. Equity Fund R6 | 7.21% | 6.43% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 1.24% | 10.06% |
PMYYX Putnam Multi-Cap Core Fund | 4.99% | 4.47% | 2.62% | 5.26% | 9.25% | 2.41% | 5.48% | 2.36% | 2.71% | 1.21% | 2.29% | 2.15% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 2.38% | 2.17% | 1.23% | 5.52% | 6.37% | 2.00% | 3.55% | 0.71% | 2.51% | 1.60% | 5.90% | 4.77% |
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 Beat SP500 with Low Risk. 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 Beat SP500 with Low Risk was 32.94%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Beat SP500 with Low Risk drawdown is 18.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.94% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -29.38% | Nov 17, 2021 | 219 | Sep 30, 2022 | 332 | Jan 29, 2024 | 551 |
| -24.27% | Sep 21, 2018 | 65 | Dec 24, 2018 | 217 | Nov 4, 2019 | 282 |
| -21.96% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -18.4% | Jul 21, 2015 | 143 | Feb 11, 2016 | 197 | Nov 21, 2016 | 340 |
Volatility
Volatility Chart
The current Beat SP500 with Low Risk volatility is 14.10%, 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
| FGLGX | FZALX | FMFMX | JSGIX | JNRFX | FVWSX | PMYYX | SDLAX | FSAEX | JUEMX | |
|---|---|---|---|---|---|---|---|---|---|---|
| FGLGX | 1.00 | 0.98 | 0.79 | 0.79 | 0.79 | 0.81 | 0.93 | 0.91 | 0.92 | 0.90 |
| FZALX | 0.98 | 1.00 | 0.82 | 0.82 | 0.82 | 0.83 | 0.94 | 0.93 | 0.92 | 0.92 |
| FMFMX | 0.79 | 0.82 | 1.00 | 0.96 | 0.95 | 0.96 | 0.88 | 0.89 | 0.91 | 0.91 |
| JSGIX | 0.79 | 0.82 | 0.96 | 1.00 | 0.96 | 0.96 | 0.89 | 0.90 | 0.91 | 0.93 |
| JNRFX | 0.79 | 0.82 | 0.95 | 0.96 | 1.00 | 0.95 | 0.89 | 0.90 | 0.92 | 0.93 |
| FVWSX | 0.81 | 0.83 | 0.96 | 0.96 | 0.95 | 1.00 | 0.89 | 0.90 | 0.92 | 0.93 |
| PMYYX | 0.93 | 0.94 | 0.88 | 0.89 | 0.89 | 0.89 | 1.00 | 0.96 | 0.96 | 0.97 |
| SDLAX | 0.91 | 0.93 | 0.89 | 0.90 | 0.90 | 0.90 | 0.96 | 1.00 | 0.96 | 0.97 |
| FSAEX | 0.92 | 0.92 | 0.91 | 0.91 | 0.92 | 0.92 | 0.96 | 0.96 | 1.00 | 0.97 |
| JUEMX | 0.90 | 0.92 | 0.91 | 0.93 | 0.93 | 0.93 | 0.97 | 0.97 | 0.97 | 1.00 |