Robert
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Robert, 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 Aug 15, 2013, corresponding to the inception date of FNDF
Returns By Period
As of Apr 18, 2025, the Robert returned -0.27% Year-To-Date and 5.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Robert | -0.27% | -3.62% | -3.67% | 7.76% | 8.16% | 5.27% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | -9.86% | -5.85% | -9.00% | 6.58% | 14.46% | 11.36% |
VTV Vanguard Value ETF | -3.89% | -5.80% | -7.84% | 7.11% | 13.12% | 9.35% |
FSSNX Fidelity Small Cap Index Fund | -15.32% | -8.15% | -16.89% | -2.01% | 9.70% | 4.22% |
FSPSX Fidelity International Index Fund | 7.28% | -4.21% | 0.99% | 10.05% | 10.86% | 5.20% |
FNDF Schwab Fundamental International Large Company Index ETF | 7.83% | -4.10% | 1.21% | 8.63% | 14.05% | 5.70% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.31% | -2.77% | -3.72% | 6.45% | 9.49% | 4.00% |
FPADX Fidelity Emerging Markets Index Fund | 0.10% | -6.77% | -5.84% | 7.76% | 5.58% | 2.52% |
FSRNX Fidelity Real Estate Index Fund | -1.74% | -3.83% | -8.60% | 14.88% | 6.74% | 3.22% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 6.27% | 2.61% | -2.11% | 11.17% | 2.35% | 0.76% |
FXNAX Fidelity U.S. Bond Index Fund | 1.37% | -0.68% | -0.08% | 5.97% | -1.24% | 1.14% |
BNDX Vanguard Total International Bond ETF | 1.06% | 1.65% | 1.24% | 5.72% | 0.16% | 1.78% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 2.59% | -0.11% | 0.63% | 6.11% | 1.39% | 1.39% |
VMFXX Vanguard Federal Money Market Fund | 0.69% | 0.00% | 1.87% | 4.60% | 2.49% | 1.71% |
SPAXX Fidelity Government Money Market Fund | 0.65% | 0.00% | 1.76% | 4.32% | 2.29% | 1.27% |
Monthly Returns
The table below presents the monthly returns of Robert, 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 | 2.37% | 1.05% | -1.06% | -2.57% | -0.27% | ||||||||
| 2024 | -1.09% | 2.32% | 2.84% | -2.74% | 3.09% | 0.54% | 2.97% | 2.02% | 2.33% | -2.86% | 1.86% | -3.06% | 8.20% |
| 2023 | 6.00% | -3.27% | 1.44% | 1.15% | -2.29% | 3.88% | 3.06% | -2.80% | -3.31% | -2.58% | 6.95% | 4.81% | 12.94% |
| 2022 | -2.55% | -2.04% | 0.47% | -5.35% | 0.68% | -6.43% | 4.41% | -3.31% | -8.38% | 3.94% | 8.01% | -2.81% | -13.69% |
| 2021 | 0.06% | 2.16% | 2.25% | 2.77% | 1.82% | 0.27% | 0.08% | 1.45% | -2.97% | 3.01% | -2.38% | 3.40% | 12.34% |
| 2020 | -1.62% | -5.33% | -12.05% | 7.18% | 2.87% | 2.33% | 3.49% | 3.46% | -1.91% | -1.48% | 9.74% | 3.90% | 9.02% |
| 2019 | 6.33% | 1.42% | 1.24% | 1.91% | -3.92% | 4.59% | -0.37% | -1.19% | 1.80% | 2.13% | 1.23% | 2.64% | 18.91% |
| 2018 | 3.49% | -3.87% | -0.32% | 0.32% | -0.03% | -0.59% | 2.11% | 0.04% | -0.24% | -5.43% | 1.90% | -4.86% | -7.62% |
| 2017 | 2.09% | 2.02% | 0.90% | 1.09% | 1.46% | 0.63% | 2.32% | 0.52% | 1.24% | 1.38% | 1.39% | 1.38% | 17.67% |
| 2016 | -3.71% | -0.35% | 6.38% | 1.06% | -0.22% | 1.07% | 3.11% | 0.31% | 0.58% | -1.61% | -0.05% | 1.38% | 7.89% |
| 2015 | 0.03% | 3.23% | -0.93% | 2.16% | -0.39% | -2.06% | 0.01% | -5.24% | -1.88% | 5.16% | -0.62% | -1.53% | -2.44% |
| 2014 | -2.56% | 3.60% | 0.89% | 1.04% | 1.91% | 1.54% | -0.87% | 2.00% | -3.30% | 1.70% | 0.70% | -1.14% | 5.41% |
Expense Ratio
Robert has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Robert is 72, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 0.41 | 0.69 | 1.10 | 0.41 | 1.85 |
VTV Vanguard Value ETF | 0.41 | 0.67 | 1.09 | 0.42 | 1.78 |
FSSNX Fidelity Small Cap Index Fund | -0.08 | 0.05 | 1.01 | -0.07 | -0.24 |
FSPSX Fidelity International Index Fund | 0.63 | 0.96 | 1.13 | 0.77 | 2.22 |
FNDF Schwab Fundamental International Large Company Index ETF | 0.49 | 0.80 | 1.11 | 0.60 | 1.76 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 0.39 | 0.65 | 1.09 | 0.36 | 1.32 |
FPADX Fidelity Emerging Markets Index Fund | 0.47 | 0.78 | 1.10 | 0.32 | 1.45 |
FSRNX Fidelity Real Estate Index Fund | 0.79 | 1.17 | 1.16 | 0.57 | 2.80 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.70 | 1.09 | 1.14 | 0.40 | 1.40 |
FXNAX Fidelity U.S. Bond Index Fund | 1.15 | 1.73 | 1.20 | 0.42 | 2.85 |
BNDX Vanguard Total International Bond ETF | 1.55 | 2.24 | 1.28 | 0.65 | 6.95 |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 1.32 | 1.85 | 1.24 | 0.57 | 3.89 |
VMFXX Vanguard Federal Money Market Fund | 3.44 | — | — | — | — |
SPAXX Fidelity Government Money Market Fund | 3.22 | — | — | — | — |
Dividends
Dividend yield
Robert provided a 2.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.95% | 3.06% | 2.89% | 2.71% | 2.52% | 1.67% | 2.68% | 2.47% | 1.96% | 2.13% | 2.20% | 2.41% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.41% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
VTV Vanguard Value ETF | 2.42% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
FSSNX Fidelity Small Cap Index Fund | 1.21% | 1.03% | 1.43% | 1.26% | 1.26% | 0.94% | 1.32% | 1.33% | 1.15% | 1.24% | 2.80% | 4.80% |
FSPSX Fidelity International Index Fund | 2.70% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.72% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.40% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% |
FPADX Fidelity Emerging Markets Index Fund | 2.69% | 2.70% | 2.68% | 2.47% | 2.14% | 1.50% | 2.59% | 2.20% | 1.76% | 1.69% | 2.47% | 2.03% |
FSRNX Fidelity Real Estate Index Fund | 2.91% | 2.86% | 2.84% | 2.66% | 1.25% | 3.33% | 3.18% | 3.73% | 2.27% | 2.58% | 2.57% | 4.18% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.85% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% |
FXNAX Fidelity U.S. Bond Index Fund | 3.14% | 3.40% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% |
BNDX Vanguard Total International Bond ETF | 4.25% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 3.49% | 3.75% | 3.59% | 8.87% | 4.76% | 0.24% | 0.41% | 0.39% | 0.09% | 0.08% | 0.11% | 1.10% |
VMFXX Vanguard Federal Money Market Fund | 4.49% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% |
SPAXX Fidelity Government Money Market Fund | 4.56% | 4.81% | 4.68% | 1.30% | 0.01% | 0.26% | 0.98% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Robert. 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 Robert was 26.94%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Robert drawdown is 4.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.94% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 9, 2020 | 206 |
| -21.73% | Jan 13, 2022 | 192 | Oct 14, 2022 | 369 | Mar 20, 2024 | 561 |
| -14.96% | Apr 29, 2015 | 200 | Feb 11, 2016 | 128 | Aug 15, 2016 | 328 |
| -14.47% | Jan 29, 2018 | 231 | Dec 24, 2018 | 207 | Oct 21, 2019 | 438 |
| -9.91% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Robert volatility is 7.78%, 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
| VMFXX | SPAXX | BNDX | FIPDX | FXNAX | FSRNX | FPADX | FSSNX | VNQI | FXAIX | VTV | FSPSX | VSS | FNDF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | 0.56 | 0.03 | 0.02 | 0.12 | 0.00 | -0.03 | -0.02 | -0.01 | -0.01 | -0.02 | -0.04 | -0.00 | -0.05 |
| SPAXX | 0.56 | 1.00 | 0.02 | 0.00 | 0.09 | -0.02 | -0.04 | -0.03 | -0.03 | -0.03 | -0.04 | -0.04 | -0.01 | -0.04 |
| BNDX | 0.03 | 0.02 | 1.00 | 0.59 | 0.71 | 0.16 | -0.02 | -0.02 | 0.08 | -0.01 | -0.06 | -0.00 | 0.03 | -0.04 |
| FIPDX | 0.02 | 0.00 | 0.59 | 1.00 | 0.80 | 0.16 | 0.01 | -0.05 | 0.07 | -0.04 | -0.07 | 0.03 | 0.05 | -0.01 |
| FXNAX | 0.12 | 0.09 | 0.71 | 0.80 | 1.00 | 0.15 | -0.05 | -0.11 | 0.04 | -0.10 | -0.15 | -0.03 | -0.01 | -0.09 |
| FSRNX | 0.00 | -0.02 | 0.16 | 0.16 | 0.15 | 1.00 | 0.37 | 0.59 | 0.57 | 0.59 | 0.62 | 0.49 | 0.51 | 0.50 |
| FPADX | -0.03 | -0.04 | -0.02 | 0.01 | -0.05 | 0.37 | 1.00 | 0.57 | 0.71 | 0.64 | 0.57 | 0.74 | 0.79 | 0.73 |
| FSSNX | -0.02 | -0.03 | -0.02 | -0.05 | -0.11 | 0.59 | 0.57 | 1.00 | 0.62 | 0.82 | 0.80 | 0.68 | 0.73 | 0.72 |
| VNQI | -0.01 | -0.03 | 0.08 | 0.07 | 0.04 | 0.57 | 0.71 | 0.62 | 1.00 | 0.66 | 0.65 | 0.79 | 0.83 | 0.79 |
| FXAIX | -0.01 | -0.03 | -0.01 | -0.04 | -0.10 | 0.59 | 0.64 | 0.82 | 0.66 | 1.00 | 0.88 | 0.75 | 0.77 | 0.76 |
| VTV | -0.02 | -0.04 | -0.06 | -0.07 | -0.15 | 0.62 | 0.57 | 0.80 | 0.65 | 0.88 | 1.00 | 0.73 | 0.73 | 0.78 |
| FSPSX | -0.04 | -0.04 | -0.00 | 0.03 | -0.03 | 0.49 | 0.74 | 0.68 | 0.79 | 0.75 | 0.73 | 1.00 | 0.90 | 0.95 |
| VSS | -0.00 | -0.01 | 0.03 | 0.05 | -0.01 | 0.51 | 0.79 | 0.73 | 0.83 | 0.77 | 0.73 | 0.90 | 1.00 | 0.91 |
| FNDF | -0.05 | -0.04 | -0.04 | -0.01 | -0.09 | 0.50 | 0.73 | 0.72 | 0.79 | 0.76 | 0.78 | 0.95 | 0.91 | 1.00 |