Brokerage 1f2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brokerage 1f2, 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 every 3 months.
The earliest data available for this chart is May 15, 2017, corresponding to the inception date of FITLX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Brokerage 1f2 | -3.58% | -4.66% | -2.84% | 18.13% | 16.62% | N/A |
| Portfolio components: | ||||||
FSKAX Fidelity Total Market Index Fund | -10.49% | -6.98% | -9.87% | 6.88% | 15.42% | 10.58% |
VIG Vanguard Dividend Appreciation ETF | -5.66% | -4.85% | -7.92% | 7.54% | 13.17% | 10.68% |
VYM Vanguard High Dividend Yield ETF | -4.67% | -5.89% | -6.74% | 7.34% | 13.77% | 9.06% |
FTIHX Fidelity Total International Index Fund | 4.39% | -3.38% | -2.03% | 9.68% | 10.60% | N/A |
FITLX Fidelity US Sustainability Index Fund | -11.26% | -6.46% | -11.11% | 4.79% | 15.38% | N/A |
FSMAX Fidelity Extended Market Index Fund | -14.41% | -8.30% | -13.14% | 1.42% | 11.16% | 4.16% |
FSPGX Fidelity Large Cap Growth Index Fund | -14.71% | -7.61% | -10.46% | 8.73% | 17.21% | N/A |
BSX Boston Scientific Corporation | 6.49% | -5.53% | 8.00% | 41.27% | 22.20% | 17.90% |
WMT Walmart Inc. | 3.46% | 8.42% | 15.22% | 58.37% | 18.50% | 15.76% |
Monthly Returns
The table below presents the monthly returns of Brokerage 1f2, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.94% | -0.23% | -4.78% | -4.19% | -3.58% | ||||||||
| 2024 | 2.88% | 4.73% | 3.36% | -1.99% | 5.06% | 2.11% | 1.06% | 4.88% | 2.31% | -0.78% | 6.65% | -2.68% | 30.75% |
| 2023 | 4.48% | -1.85% | 3.42% | 1.93% | -1.18% | 6.11% | 1.84% | -0.66% | -3.67% | -2.32% | 7.60% | 4.59% | 21.43% |
| 2022 | -3.67% | -1.50% | 2.84% | -6.18% | -1.81% | -7.99% | 8.27% | -2.89% | -7.36% | 8.90% | 6.41% | -3.59% | -10.00% |
| 2021 | -0.96% | 3.25% | 3.09% | 5.83% | 0.50% | 1.12% | 2.43% | 1.93% | -4.41% | 4.91% | -4.14% | 5.53% | 20.10% |
| 2020 | -2.24% | -8.39% | -11.36% | 11.91% | 3.90% | -0.44% | 6.28% | 6.49% | -3.44% | -3.68% | 8.97% | 4.09% | 9.72% |
| 2019 | 7.41% | 3.83% | -0.11% | 2.32% | -3.73% | 7.96% | 0.52% | -0.67% | 0.79% | 1.72% | 3.08% | 3.03% | 28.79% |
| 2018 | 6.95% | -4.77% | -1.18% | 1.11% | 2.04% | 2.06% | 3.38% | 3.56% | 1.79% | -5.68% | 2.28% | -7.79% | 2.74% |
| 2017 | 1.18% | 0.70% | 1.14% | 0.63% | 2.85% | 1.87% | 1.89% | -0.16% | 10.52% |
Expense Ratio
Brokerage 1f2 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, Brokerage 1f2 is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
FSKAX Fidelity Total Market Index Fund | 0.27 | 0.51 | 1.07 | 0.27 | 1.17 |
VIG Vanguard Dividend Appreciation ETF | 0.50 | 0.80 | 1.11 | 0.51 | 2.44 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.84 | 1.12 | 0.57 | 2.64 |
FTIHX Fidelity Total International Index Fund | 0.59 | 0.91 | 1.12 | 0.70 | 2.15 |
FITLX Fidelity US Sustainability Index Fund | 0.13 | 0.33 | 1.05 | 0.13 | 0.53 |
FSMAX Fidelity Extended Market Index Fund | 0.01 | 0.18 | 1.02 | 0.01 | 0.03 |
FSPGX Fidelity Large Cap Growth Index Fund | 0.21 | 0.46 | 1.06 | 0.22 | 0.83 |
BSX Boston Scientific Corporation | 1.76 | 2.27 | 1.36 | 2.55 | 11.06 |
WMT Walmart Inc. | 2.32 | 3.15 | 1.44 | 2.62 | 9.19 |
Dividends
Dividend yield
Brokerage 1f2 provided a 1.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.29% | 1.25% | 1.44% | 1.51% | 1.25% | 1.31% | 1.56% | 1.73% | 1.44% | 1.40% | 1.49% | 1.27% |
| Portfolio components: | ||||||||||||
FSKAX Fidelity Total Market Index Fund | 1.14% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% |
VIG Vanguard Dividend Appreciation ETF | 1.93% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VYM Vanguard High Dividend Yield ETF | 3.05% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
FTIHX Fidelity Total International Index Fund | 2.76% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.81% | 0.47% | 0.00% | 0.00% |
FITLX Fidelity US Sustainability Index Fund | 1.46% | 1.29% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% | 0.00% | 0.00% | 0.00% |
FSMAX Fidelity Extended Market Index Fund | 0.57% | 0.48% | 1.17% | 1.38% | 0.99% | 0.93% | 1.41% | 1.69% | 1.30% | 1.38% | 2.99% | 5.43% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.43% | 0.37% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
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 Brokerage 1f2. 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 Brokerage 1f2 was 32.47%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Brokerage 1f2 drawdown is 11.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 108 | Aug 25, 2020 | 131 |
| -20.45% | Jan 5, 2022 | 113 | Jun 16, 2022 | 250 | Jun 15, 2023 | 363 |
| -17.48% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -16.97% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.96% | Jan 29, 2018 | 9 | Feb 8, 2018 | 84 | Jun 11, 2018 | 93 |
Volatility
Volatility Chart
The current Brokerage 1f2 volatility is 12.21%, 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
| WMT | BSX | FTIHX | VYM | FSMAX | FSPGX | VIG | FITLX | FSKAX | |
|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.25 | 0.27 | 0.42 | 0.29 | 0.34 | 0.47 | 0.38 | 0.37 |
| BSX | 0.25 | 1.00 | 0.46 | 0.52 | 0.50 | 0.53 | 0.59 | 0.57 | 0.57 |
| FTIHX | 0.27 | 0.46 | 1.00 | 0.70 | 0.74 | 0.70 | 0.71 | 0.75 | 0.78 |
| VYM | 0.42 | 0.52 | 0.70 | 1.00 | 0.77 | 0.65 | 0.90 | 0.81 | 0.84 |
| FSMAX | 0.29 | 0.50 | 0.74 | 0.77 | 1.00 | 0.81 | 0.80 | 0.85 | 0.91 |
| FSPGX | 0.34 | 0.53 | 0.70 | 0.65 | 0.81 | 1.00 | 0.80 | 0.94 | 0.94 |
| VIG | 0.47 | 0.59 | 0.71 | 0.90 | 0.80 | 0.80 | 1.00 | 0.91 | 0.91 |
| FITLX | 0.38 | 0.57 | 0.75 | 0.81 | 0.85 | 0.94 | 0.91 | 1.00 | 0.98 |
| FSKAX | 0.37 | 0.57 | 0.78 | 0.84 | 0.91 | 0.94 | 0.91 | 0.98 | 1.00 |