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MF 1

Last updated Mar 2, 2024

"Fidelity 3-fund" portfolio for growth with simple diversification.

Asset Allocation


FGRIX 70%FOSFX 15%FEDDX 15%EquityEquity
PositionCategory/SectorWeight
FGRIX
Fidelity Growth & Income Portfolio
Large Cap Value Equities

70%

FOSFX
Fidelity Overseas Fund
Foreign Large Cap Equities

15%

FEDDX
Fidelity Emerging Markets Discovery Fund
Emerging Markets Equities

15%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MF 1, 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%OctoberNovemberDecember2024FebruaryMarch
286.91%
302.62%
MF 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 8, 2011, corresponding to the inception date of FEDDX

Returns

As of Mar 2, 2024, the MF 1 returned 5.25% Year-To-Date and 9.71% 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%
MF 15.25%4.49%11.69%17.83%12.28%9.67%
FGRIX
Fidelity Growth & Income Portfolio
6.40%4.30%12.06%18.86%13.84%10.91%
FOSFX
Fidelity Overseas Fund
6.14%5.33%14.71%18.29%9.04%6.73%
FEDDX
Fidelity Emerging Markets Discovery Fund
-0.97%4.50%6.82%12.16%7.43%5.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.13%4.67%
2023-3.05%-3.10%-3.09%8.50%4.54%

Sharpe Ratio

The current MF 1 Sharpe ratio is 1.73. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.73

The Sharpe ratio of MF 1 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
1.73
2.44
MF 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

MF 1 granted a 3.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MF 13.04%3.21%2.77%6.68%2.69%2.35%3.54%1.56%1.76%1.71%1.47%2.16%
FGRIX
Fidelity Growth & Income Portfolio
3.69%3.93%3.43%6.02%3.61%2.85%3.39%1.52%1.80%2.04%1.72%1.62%
FOSFX
Fidelity Overseas Fund
0.96%1.02%0.77%4.54%0.53%1.35%5.92%1.09%1.96%1.06%1.76%2.98%
FEDDX
Fidelity Emerging Markets Discovery Fund
2.07%2.05%1.69%11.90%0.59%1.05%1.88%2.24%1.36%0.81%0.00%3.87%

Expense Ratio

The MF 1 has a high expense ratio of 0.73%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.19%
0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.57%

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
MF 1
1.73
FGRIX
Fidelity Growth & Income Portfolio
1.73
FOSFX
Fidelity Overseas Fund
1.52
FEDDX
Fidelity Emerging Markets Discovery Fund
1.03

Asset Correlations Table

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

FEDDXFGRIXFOSFX
FEDDX1.000.620.69
FGRIX0.621.000.74
FOSFX0.690.741.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
MF 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MF 1. 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 MF 1 was 35.54%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.54%Jan 21, 202044Mar 23, 2020163Nov 11, 2020207
-21.85%Jan 13, 2022180Sep 30, 2022195Jul 13, 2023375
-20.86%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-19.96%May 22, 2015183Feb 11, 2016143Sep 6, 2016326
-11.19%Apr 3, 201243Jun 4, 201265Sep 6, 2012108

Volatility Chart

The current MF 1 volatility is 2.79%, 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
2.79%
3.47%
MF 1
Benchmark (^GSPC)
Portfolio components
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