MF 1
"Fidelity 3-fund" portfolio for growth with simple diversification.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FEDDX Fidelity Emerging Markets Discovery Fund | Emerging Markets Equities | 15% |
FGRIX Fidelity Growth & Income Portfolio | Large Cap Value Equities | 70% |
FOSFX Fidelity Overseas Fund | Foreign Large Cap Equities | 15% |
Performance
Performance Chart
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
The earliest data available for this chart is Nov 8, 2011, corresponding to the inception date of FEDDX
Returns By Period
As of Jul 25, 2024, the MF 1 returned 11.50% Year-To-Date and 9.60% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| MF 1 | 11.14% | -0.06% | 10.93% | 15.84% | 12.14% | 9.61% |
| Portfolio components: | ||||||
FGRIX Fidelity Growth & Income Portfolio | 14.30% | 0.24% | 12.70% | 19.08% | 13.97% | 11.03% |
FOSFX Fidelity Overseas Fund | 8.06% | -0.03% | 7.83% | 12.67% | 7.87% | 6.79% |
FEDDX Fidelity Emerging Markets Discovery Fund | -0.12% | -1.44% | 5.73% | 4.13% | 7.09% | 4.84% |
Monthly Returns
The table below presents the monthly returns of MF 1, 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 | -0.13% | 4.67% | 3.98% | -2.36% | 3.56% | 1.22% | 11.14% | ||||||
| 2023 | 7.36% | -2.34% | 0.88% | 2.42% | -2.52% | 5.88% | 3.31% | -3.05% | -3.10% | -3.09% | 8.32% | 4.71% | 19.28% |
| 2022 | -1.32% | -1.61% | 0.68% | -6.57% | 2.64% | -9.42% | 7.26% | -3.11% | -9.16% | 9.70% | 7.64% | -3.97% | -9.10% |
| 2021 | -0.65% | 4.93% | 4.38% | 4.49% | 3.17% | 0.13% | 0.13% | 1.69% | -3.66% | 4.87% | -3.45% | 4.55% | 21.99% |
| 2020 | -2.42% | -8.10% | -14.80% | 9.60% | 4.09% | 3.62% | 3.69% | 4.51% | -3.37% | -2.89% | 14.12% | 5.54% | 10.61% |
| 2019 | 7.97% | 3.26% | 0.68% | 3.85% | -6.42% | 6.31% | 0.54% | -2.79% | 2.50% | 3.24% | 3.55% | 3.35% | 28.34% |
| 2018 | 5.32% | -5.04% | -1.99% | 0.85% | 0.46% | -0.17% | 3.28% | 0.62% | 0.00% | -6.70% | 0.93% | -8.33% | -11.05% |
| 2017 | 2.04% | 3.30% | 0.71% | 1.58% | 0.83% | 1.22% | 2.10% | -0.27% | 2.77% | 0.95% | 2.19% | 2.52% | 21.81% |
| 2016 | -6.58% | -0.45% | 7.44% | 1.93% | 1.03% | -1.38% | 4.93% | 1.54% | 0.81% | -0.98% | 2.72% | 1.59% | 12.63% |
| 2015 | -2.93% | 6.33% | -1.57% | 3.53% | 0.49% | -2.04% | 0.42% | -6.69% | -3.56% | 7.05% | 0.21% | -2.15% | -1.78% |
| 2014 | -4.73% | 4.01% | 1.45% | 0.51% | 2.58% | 2.10% | -1.34% | 2.32% | -1.88% | 0.96% | 1.61% | -1.40% | 6.03% |
| 2013 | 4.36% | 0.86% | 2.96% | 2.84% | 1.39% | -1.96% | 4.67% | -2.71% | 3.90% | 4.09% | 2.24% | 2.22% | 27.52% |
Expense Ratio
MF 1 features an expense ratio of 0.73%, falling within the medium range. 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 MF 1 is 56, 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 | |
|---|---|---|---|---|---|
FGRIX Fidelity Growth & Income Portfolio | 1.83 | 2.63 | 1.32 | 1.91 | 6.51 |
FOSFX Fidelity Overseas Fund | 1.02 | 1.54 | 1.18 | 0.52 | 2.89 |
FEDDX Fidelity Emerging Markets Discovery Fund | 0.31 | 0.51 | 1.06 | 0.26 | 0.86 |
Dividends
Dividend yield
MF 1 granted a 2.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MF 1 | 2.85% | 3.21% | 2.77% | 6.68% | 2.69% | 2.35% | 3.54% | 1.56% | 1.76% | 1.71% | 1.47% | 2.16% |
| Portfolio components: | ||||||||||||
FGRIX Fidelity Growth & Income Portfolio | 3.42% | 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 | 0.95% | 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 | 2.05% | 2.05% | 1.69% | 11.90% | 0.59% | 1.05% | 1.88% | 2.24% | 1.36% | 0.81% | 0.00% | 3.87% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current MF 1 drawdown is 3.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.54% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -21.85% | Jan 13, 2022 | 180 | Sep 30, 2022 | 195 | Jul 13, 2023 | 375 |
| -20.86% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -19.96% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -11.19% | Apr 3, 2012 | 43 | Jun 4, 2012 | 65 | Sep 6, 2012 | 108 |
Volatility
Volatility Chart
The current MF 1 volatility is 3.03%, 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
| FEDDX | FGRIX | FOSFX | |
|---|---|---|---|
| FEDDX | 1.00 | 0.62 | 0.68 |
| FGRIX | 0.62 | 1.00 | 0.74 |
| FOSFX | 0.68 | 0.74 | 1.00 |