Fidelity Brokerage
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNILX Fidelity ZERO Large Cap Index Fund | Large Cap Blend Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity Brokerage, 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 26, 2018, corresponding to the inception date of FNILX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Fidelity Brokerage | 27.36% | 2.53% | 13.85% | 35.69% | 15.91% | N/A |
| Portfolio components: | ||||||
FNILX Fidelity ZERO Large Cap Index Fund | 27.36% | 2.53% | 13.85% | 35.69% | 15.91% | N/A |
Monthly Returns
The table below presents the monthly returns of Fidelity Brokerage, 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 | 1.72% | 5.37% | 3.10% | -4.03% | 4.81% | 3.68% | 1.13% | 2.44% | 2.14% | -0.73% | 27.36% | ||
| 2023 | 6.49% | -2.31% | 3.66% | 1.38% | 0.75% | 6.57% | 3.37% | -1.60% | -4.69% | -2.16% | 9.45% | 4.58% | 27.45% |
| 2022 | -5.57% | -3.08% | 3.63% | -9.06% | -0.21% | -8.26% | 9.31% | -3.98% | -9.23% | 7.96% | 5.47% | -5.87% | -19.37% |
| 2021 | -1.12% | 2.48% | 3.67% | 5.45% | 0.47% | 2.81% | 2.40% | 2.98% | -4.74% | 7.05% | -0.97% | 3.95% | 26.67% |
| 2020 | 0.09% | -8.09% | -12.28% | 13.01% | 5.17% | 2.23% | 5.81% | 7.63% | -3.90% | -2.74% | 11.42% | 4.17% | 21.13% |
| 2019 | 8.11% | 3.22% | 1.87% | 4.08% | -6.27% | 7.00% | 1.56% | -1.63% | 1.86% | 2.21% | 3.66% | 3.02% | 31.79% |
| 2018 | 0.20% | -6.87% | 1.93% | -9.10% | -13.54% |
Expense Ratio
Fidelity Brokerage has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of Fidelity Brokerage is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FNILX Fidelity ZERO Large Cap Index Fund | 3.07 | 4.07 | 1.58 | 4.43 | 20.19 |
Dividends
Dividend yield
Fidelity Brokerage provided a 1.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
| Portfolio | 1.05% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.41% |
| Portfolio components: | |||||||
FNILX Fidelity ZERO Large Cap Index Fund | 1.05% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.41% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2018 | $0.04 | $0.04 |
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 Fidelity Brokerage. 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 Fidelity Brokerage was 33.75%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Fidelity Brokerage drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -25.4% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.51% | Oct 4, 2018 | 56 | Dec 24, 2018 | 75 | Apr 12, 2019 | 131 |
| -9.59% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -8.63% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The current Fidelity Brokerage volatility is 3.91%, 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.