Index Fidelity 70 SP500 25 USB 5 TIS
70 SP500 25% US Bond Market 5% T International Market
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FSPSX Fidelity International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 5% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 70% |
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Index Fidelity 70 SP500 25 USB 5 TIS, 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 Sep 14, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of Nov 13, 2024, the Index Fidelity 70 SP500 25 USB 5 TIS returned 19.21% Year-To-Date and 10.01% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Index Fidelity 70 SP500 25 USB 5 TIS | 19.16% | 0.94% | 9.81% | 26.33% | 11.27% | 10.00% |
| Portfolio components: | ||||||
FXNAX Fidelity U.S. Bond Index Fund | 1.62% | -1.34% | 2.41% | 6.49% | -0.47% | 1.28% |
FSPSX Fidelity International Index Fund | 4.47% | -6.40% | -3.66% | 12.27% | 5.62% | 5.15% |
FXAIX Fidelity 500 Index Fund | 26.96% | 2.23% | 13.49% | 35.01% | 15.66% | 13.24% |
Monthly Returns
The table below presents the monthly returns of Index Fidelity 70 SP500 25 USB 5 TIS, 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 | 1.20% | 3.52% | 2.60% | -3.56% | 4.05% | 2.67% | 1.63% | 2.15% | 1.96% | -1.54% | 19.16% | ||
| 2023 | 5.68% | -2.49% | 3.35% | 1.32% | -0.10% | 4.79% | 2.38% | -1.46% | -4.22% | -1.98% | 7.94% | 4.33% | 20.49% |
| 2022 | -4.33% | -2.52% | 1.85% | -7.40% | 0.44% | -6.56% | 7.26% | -3.82% | -8.02% | 5.59% | 5.56% | -4.42% | -16.56% |
| 2021 | -0.94% | 1.65% | 2.91% | 4.09% | 0.73% | 1.78% | 1.97% | 2.17% | -3.66% | 4.97% | -0.65% | 3.34% | 19.63% |
| 2020 | 0.37% | -5.67% | -9.21% | 9.69% | 3.77% | 1.72% | 4.42% | 5.14% | -2.89% | -2.38% | 8.67% | 2.98% | 15.90% |
| 2019 | 6.20% | 2.38% | 1.90% | 2.89% | -4.31% | 5.48% | 0.99% | -0.56% | 1.28% | 1.77% | 2.60% | 2.24% | 24.94% |
| 2018 | 3.97% | -3.11% | -1.75% | 0.13% | 1.75% | 0.31% | 2.83% | 2.31% | 0.32% | -5.37% | 1.57% | -6.33% | -3.89% |
| 2017 | 1.54% | 3.02% | 0.23% | 0.93% | 1.34% | 0.41% | 1.70% | 0.43% | 1.45% | 1.70% | 2.16% | 0.98% | 17.06% |
| 2016 | -3.41% | -0.02% | 5.19% | 0.46% | 1.24% | 0.53% | 2.96% | 0.06% | 0.09% | -1.59% | 1.86% | 1.24% | 8.69% |
| 2015 | -1.47% | 3.98% | -1.07% | 0.79% | 0.79% | -1.76% | 1.76% | -4.65% | -1.72% | 6.30% | 0.11% | -1.52% | 1.09% |
| 2014 | -2.24% | 3.58% | 0.51% | 0.80% | 2.01% | 1.52% | -1.16% | 3.09% | -1.33% | 1.92% | 2.08% | 0.05% | 11.19% |
| 2013 | 3.69% | 1.04% | 2.75% | 1.85% | 1.04% | -1.48% | 3.88% | -2.29% | 2.88% | 3.56% | 2.09% | 1.73% | 22.57% |
Expense Ratio
Index Fidelity 70 SP500 25 USB 5 TIS has an expense ratio of 0.02%, 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 Index Fidelity 70 SP500 25 USB 5 TIS is 71, 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 | |
|---|---|---|---|---|---|
FXNAX Fidelity U.S. Bond Index Fund | 1.11 | 1.67 | 1.20 | 0.41 | 3.68 |
FSPSX Fidelity International Index Fund | 0.89 | 1.30 | 1.16 | 1.29 | 4.35 |
FXAIX Fidelity 500 Index Fund | 2.83 | 3.78 | 1.53 | 4.07 | 18.44 |
Dividends
Dividend yield
Index Fidelity 70 SP500 25 USB 5 TIS provided a 1.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.83% | 1.89% | 1.92% | 1.46% | 1.74% | 2.20% | 2.28% | 2.01% | 2.19% | 2.61% | 2.67% | 2.01% |
| Portfolio components: | ||||||||||||
FXNAX Fidelity U.S. Bond Index Fund | 3.32% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
FSPSX Fidelity International Index Fund | 3.04% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
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 Index Fidelity 70 SP500 25 USB 5 TIS. 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 Index Fidelity 70 SP500 25 USB 5 TIS was 25.74%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Index Fidelity 70 SP500 25 USB 5 TIS drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -22.23% | Dec 28, 2021 | 204 | Oct 14, 2022 | 303 | Dec 26, 2023 | 507 |
| -14.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -9.62% | May 22, 2015 | 183 | Feb 11, 2016 | 45 | Apr 18, 2016 | 228 |
| -7.85% | Jan 29, 2018 | 9 | Feb 8, 2018 | 136 | Aug 21, 2018 | 145 |
Volatility
Volatility Chart
The current Index Fidelity 70 SP500 25 USB 5 TIS volatility is 2.68%, 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
| FXNAX | FSPSX | FXAIX | |
|---|---|---|---|
| FXNAX | 1.00 | -0.08 | -0.15 |
| FSPSX | -0.08 | 1.00 | 0.77 |
| FXAIX | -0.15 | 0.77 | 1.00 |