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C Wagner Fidelity
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

C Wagner Fidelity

Last updated Jul 25, 2024

Asset Allocation

FTHRX 13%FUAMX 13%FXNAX 8%FSTGX 7%FGOVX 4%USD=X 15%FCNTX 9%FGRTX 9%FIVLX 7%FTIHX 5%FMILX 5%FDSCX 5%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
FCNTX
Fidelity Contrafund Fund		Large Cap Growth Equities

9%

FDSCX
Fidelity Stock Selector Small Cap Fund		Small Cap Blend Equities

5%

FGOVX
Fidelity Government Income Fund		Government Bonds

4%

FGRTX
Fidelity Mega Cap Stock Fund		Large Cap Blend Equities

9%

FIVLX
Fidelity International Value Fund		Foreign Large Cap Equities

7%

FMILX
Fidelity New Millennium Fund		Large Cap Value Equities

5%

FSTGX
Fidelity Intermediate Government Income Fund		Government Bonds

7%

FTHRX
Fidelity Intermediate Bond Fund		Total Bond Market

13%

FTIHX
Fidelity Total International Index Fund		Foreign Large Cap Equities

5%

FUAMX
Fidelity Intermediate Treasury Bond Index Fund		Government Bonds

13%

FXNAX
Fidelity U.S. Bond Index Fund		Total Bond Market

8%

USD=X
USD Cash

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in C Wagner Fidelity , 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

40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
42.54%
111.68%
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2017, corresponding to the inception date of FUAMX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
C Wagner Fidelity 6.14%0.28%5.71%10.43%5.47%N/A
Portfolio components:
FGOVX
Fidelity Government Income Fund		0.15%0.71%1.45%3.39%-0.63%0.74%
FTHRX
Fidelity Intermediate Bond Fund		1.81%0.99%2.04%5.43%1.04%1.77%
FSTGX
Fidelity Intermediate Government Income Fund		1.48%0.96%1.79%4.49%0.14%0.91%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund		0.40%1.08%1.43%3.54%-0.38%N/A
FXNAX
Fidelity U.S. Bond Index Fund		0.48%0.87%1.68%4.20%-0.03%1.42%
FIVLX
Fidelity International Value Fund		8.45%1.43%9.68%15.12%8.37%4.25%
FTIHX
Fidelity Total International Index Fund		5.63%0.29%7.18%8.55%5.51%N/A
FCNTX
Fidelity Contrafund Fund		20.72%-4.43%13.99%30.97%15.31%14.61%
FGRTX
Fidelity Mega Cap Stock Fund		15.95%-1.46%13.40%22.79%15.60%12.48%
FMILX
Fidelity New Millennium Fund		16.26%-2.61%13.04%23.97%14.04%10.56%
FDSCX
Fidelity Stock Selector Small Cap Fund		14.32%8.04%14.14%21.32%11.97%10.64%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of C Wagner Fidelity , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.69%1.80%1.83%-2.16%2.76%0.81%6.14%
20234.42%-1.93%1.95%0.97%-0.74%2.08%1.59%-1.00%-2.31%-1.51%4.81%3.41%12.01%
2022-1.99%-1.15%-0.77%-4.52%0.94%-4.22%3.68%-2.51%-5.18%2.92%4.48%-2.09%-10.45%
2021-0.46%1.67%0.77%2.04%0.96%0.27%0.59%0.91%-1.77%1.80%-1.19%1.47%7.20%
20200.35%-2.23%-5.36%4.63%2.50%1.58%2.18%2.23%-1.44%-1.28%5.89%2.37%11.47%
20193.65%1.14%1.12%1.54%-1.62%3.01%0.00%0.07%0.28%1.39%1.22%1.15%13.63%
20181.89%-2.06%-0.47%0.17%0.87%-0.08%1.18%0.97%-0.18%-3.35%0.50%-2.23%-2.88%
20170.39%0.59%0.53%1.52%

Expense Ratio

C Wagner Fidelity features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

FIVLX
Fidelity International Value Fund
Expense ratio chart for FIVLX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
FDSCX
Fidelity Stock Selector Small Cap Fund
Expense ratio chart for FDSCX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
FGRTX
Fidelity Mega Cap Stock Fund
Expense ratio chart for FGRTX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
FMILX
Fidelity New Millennium Fund
Expense ratio chart for FMILX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
FGOVX
Fidelity Government Income Fund
Expense ratio chart for FGOVX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
FTHRX
Fidelity Intermediate Bond Fund
Expense ratio chart for FTHRX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
FSTGX
Fidelity Intermediate Government Income Fund
Expense ratio chart for FSTGX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
FCNTX
Fidelity Contrafund Fund
Expense ratio chart for FCNTX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
FTIHX
Fidelity Total International Index Fund
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
Expense ratio chart for FUAMX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
FXNAX
Fidelity U.S. Bond Index Fund
Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of C Wagner Fidelity is 74, 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.

The Risk-Adjusted Performance Rank of C Wagner Fidelity is 7474
C Wagner Fidelity
The Sharpe Ratio Rank of C Wagner Fidelity is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of C Wagner Fidelity is 8585Sortino Ratio Rank
The Omega Ratio Rank of C Wagner Fidelity is 8686Omega Ratio Rank
The Calmar Ratio Rank of C Wagner Fidelity is 4747Calmar Ratio Rank
The Martin Ratio Rank of C Wagner Fidelity is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

C Wagner Fidelity
Sharpe ratio
The chart of Sharpe ratio for C Wagner Fidelity , currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for C Wagner Fidelity , currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for C Wagner Fidelity , currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for C Wagner Fidelity , currently valued at 1.25, compared to the broader market0.002.004.006.008.001.25
Martin ratio
The chart of Martin ratio for C Wagner Fidelity , currently valued at 8.81, compared to the broader market0.0010.0020.0030.0040.008.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FGOVX
Fidelity Government Income Fund		0.681.031.120.222.06
FTHRX
Fidelity Intermediate Bond Fund		1.472.291.280.565.79
FSTGX
Fidelity Intermediate Government Income Fund		1.191.821.220.394.38
FUAMX
Fidelity Intermediate Treasury Bond Index Fund		0.671.011.120.221.96
FXNAX
Fidelity U.S. Bond Index Fund		0.831.241.150.292.61
FIVLX
Fidelity International Value Fund		1.532.231.272.038.20
FTIHX
Fidelity Total International Index Fund		0.991.531.190.644.59
FCNTX
Fidelity Contrafund Fund		2.193.051.412.1914.80
FGRTX
Fidelity Mega Cap Stock Fund		2.233.131.402.6012.33
FMILX
Fidelity New Millennium Fund		1.962.751.362.6310.05
FDSCX
Fidelity Stock Selector Small Cap Fund		1.241.861.220.894.56
USD=X
USD Cash		—————

Sharpe Ratio

The current C Wagner Fidelity Sharpe ratio is 1.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of C Wagner Fidelity with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.94
1.58
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

C Wagner Fidelity granted a 2.18% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
C Wagner Fidelity 2.18%2.21%2.93%3.54%3.73%3.30%6.19%3.92%1.88%2.16%3.06%2.49%
Portfolio components:
FGOVX
Fidelity Government Income Fund		2.97%2.56%1.51%0.76%2.39%2.10%2.07%1.80%2.39%2.45%1.89%1.47%
FTHRX
Fidelity Intermediate Bond Fund		3.33%2.94%2.05%1.81%4.30%2.49%2.47%2.20%2.21%2.58%2.35%2.21%
FSTGX
Fidelity Intermediate Government Income Fund		2.79%2.10%1.43%0.92%2.65%1.84%1.83%1.47%2.06%1.88%1.25%1.65%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund		2.60%2.19%1.64%1.95%3.13%2.17%2.23%0.49%0.00%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund		3.19%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%2.39%
FIVLX
Fidelity International Value Fund		1.90%2.06%1.85%4.35%1.74%3.54%3.33%1.66%2.71%1.44%3.94%4.51%
FTIHX
Fidelity Total International Index Fund		2.63%2.78%2.51%2.55%1.62%2.61%2.21%1.81%0.47%0.00%0.00%0.00%
FCNTX
Fidelity Contrafund Fund		2.64%4.26%13.65%10.80%8.01%4.16%9.14%6.17%3.81%5.33%7.54%7.90%
FGRTX
Fidelity Mega Cap Stock Fund		1.78%2.06%4.38%4.79%9.09%12.98%21.72%16.27%1.97%4.07%5.39%3.20%
FMILX
Fidelity New Millennium Fund		3.33%3.87%4.19%8.25%8.60%4.72%18.25%8.73%6.65%1.03%9.39%5.63%
FDSCX
Fidelity Stock Selector Small Cap Fund		0.20%0.23%0.12%10.85%1.40%2.13%22.39%10.45%1.63%7.52%9.57%4.83%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%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.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.98%
-4.73%
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the C Wagner Fidelity . 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 C Wagner Fidelity was 16.08%, occurring on Sep 27, 2022. Recovery took 353 trading sessions.

The current C Wagner Fidelity drawdown is 1.82%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.08%Nov 10, 2021232Sep 27, 2022353Jan 29, 2024585
-13.38%Feb 20, 202023Mar 23, 202054Jun 5, 202077
-7.44%Jan 29, 2018238Dec 24, 201860Mar 18, 2019298
-3.54%Sep 3, 202042Oct 30, 20206Nov 9, 202048
-3.13%Jun 9, 20203Jun 11, 202024Jul 15, 202027

Volatility

Volatility Chart

The current C Wagner Fidelity volatility is 1.68%, 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.

1.00%2.00%3.00%4.00%FebruaryMarchAprilMayJuneJuly
1.68%
3.80%
C Wagner Fidelity
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USD=XFCNTXFTHRXFXNAXFTIHXFDSCXFSTGXFGOVXFIVLXFUAMXFMILXFGRTX
USD=X0.000.000.000.000.000.000.000.000.000.000.000.00
FCNTX0.001.00-0.02-0.010.720.74-0.07-0.060.65-0.080.770.81
FTHRX0.00-0.021.000.920.01-0.040.910.90-0.040.92-0.08-0.11
FXNAX0.00-0.010.921.000.00-0.040.900.96-0.050.94-0.09-0.12
FTIHX0.000.720.010.001.000.73-0.05-0.050.93-0.070.790.80
FDSCX0.000.74-0.04-0.040.731.00-0.09-0.090.71-0.110.870.83
FSTGX0.00-0.070.910.90-0.05-0.091.000.91-0.100.94-0.13-0.17
FGOVX0.00-0.060.900.96-0.05-0.090.911.00-0.100.96-0.13-0.17
FIVLX0.000.65-0.04-0.050.930.71-0.10-0.101.00-0.120.800.81
FUAMX0.00-0.080.920.94-0.07-0.110.940.96-0.121.00-0.16-0.19
FMILX0.000.77-0.08-0.090.790.87-0.13-0.130.80-0.161.000.95
FGRTX0.000.81-0.11-0.120.800.83-0.17-0.170.81-0.190.951.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2017