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HSA

Last updated Mar 2, 2024

Asset Allocation


FIPDX 15%FXAIX 40%FBGKX 25%FSMDX 20%BondBondEquityEquity
PositionCategory/SectorWeight
FIPDX
Fidelity Inflation-Protected Bond Index Fund
Inflation-Protected Bonds

15%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

40%

FBGKX
Fidelity Blue Chip Growth Fund Class K
Large Cap Growth Equities

25%

FSMDX
Fidelity Mid Cap Index Fund
Mid Cap Blend Equities

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in HSA, 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


220.00%240.00%260.00%280.00%300.00%320.00%340.00%OctoberNovemberDecember2024FebruaryMarch
340.37%
289.51%
HSA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 23, 2012, corresponding to the inception date of FIPDX

Returns

As of Mar 2, 2024, the HSA returned 7.63% Year-To-Date and 11.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
HSA7.63%6.37%14.33%29.77%13.85%11.75%
FBGKX
Fidelity Blue Chip Growth Fund Class K
14.29%11.03%23.40%58.87%20.56%16.80%
FXAIX
Fidelity 500 Index Fund
7.97%6.19%14.63%31.11%14.75%12.74%
FSMDX
Fidelity Mid Cap Index Fund
4.71%6.20%11.49%15.37%10.32%9.59%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
-0.27%-0.66%2.71%3.12%2.76%2.08%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.19%5.42%
2023-1.89%-4.73%-2.53%8.97%5.16%

Sharpe Ratio

The current HSA Sharpe ratio is 2.35. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.35

The Sharpe ratio of HSA lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.35
2.44
HSA
Benchmark (^GSPC)
Portfolio components

Dividend yield

HSA granted a 1.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HSA1.55%1.63%2.56%4.06%2.90%2.61%3.56%2.57%2.75%3.42%3.56%3.40%
FBGKX
Fidelity Blue Chip Growth Fund Class K
0.81%0.93%0.56%8.77%6.41%3.70%6.41%4.37%4.22%5.19%6.31%8.07%
FXAIX
Fidelity 500 Index Fund
1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FSMDX
Fidelity Mid Cap Index Fund
1.33%1.39%2.07%3.35%2.34%2.86%2.60%2.53%2.23%4.68%3.82%2.74%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
3.63%3.59%8.87%4.76%1.24%1.96%2.31%1.25%1.59%0.38%1.10%0.66%

Expense Ratio

The HSA features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%
0.02%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
HSA
2.35
FBGKX
Fidelity Blue Chip Growth Fund Class K
3.17
FXAIX
Fidelity 500 Index Fund
2.35
FSMDX
Fidelity Mid Cap Index Fund
0.95
FIPDX
Fidelity Inflation-Protected Bond Index Fund
0.38

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FIPDXFBGKXFSMDXFXAIX
FIPDX1.00-0.05-0.06-0.08
FBGKX-0.051.000.840.89
FSMDX-0.060.841.000.93
FXAIX-0.080.890.931.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
HSA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HSA. 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 HSA was 29.82%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.82%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-27.15%Nov 17, 2021229Oct 14, 2022324Jan 25, 2024553
-17.55%Aug 30, 201880Dec 24, 201868Apr 3, 2019148
-13.51%Jul 21, 2015143Feb 11, 201681Jun 8, 2016224
-8.68%Jan 29, 20189Feb 8, 201886Jun 12, 201895

Volatility Chart

The current HSA volatility is 3.49%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.49%
3.47%
HSA
Benchmark (^GSPC)
Portfolio components
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