Brokerage 1f2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Brokerage 1f2

Currency in USD · Last updated May 16, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BSX Boston Scientific Corporation	Healthcare	20%
FITLX Fidelity US Sustainability Index Fund	Large Cap Blend Equities	4%
FSKAX Fidelity Total Market Index Fund	Large Cap Blend Equities	30%
FSMAX Fidelity Extended Market Index Fund	Mid Cap Growth Equities	2%
FSPGX Fidelity Large Cap Growth Index Fund	Large Cap Growth Equities	5%
FTIHX Fidelity Total International Index Fund	Foreign Large Cap Equities	10%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	10%
WMT Walmart Inc.	Consumer Defensive	9%

Benchmark

Rebalance

Performance

Performance Chart

Loading data...

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	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
Brokerage 1f2	5.99%	8.95%	6.21%	21.40%	18.23%	N/A
Portfolio components:
FSKAX Fidelity Total Market Index Fund	0.66%	10.23%	-0.49%	12.24%	16.92%	12.08%
VIG Vanguard Dividend Appreciation ETF	1.43%	6.27%	-0.35%	9.66%	14.44%	11.34%
VYM Vanguard High Dividend Yield ETF	1.90%	5.92%	-0.09%	9.70%	15.09%	9.67%
FTIHX Fidelity Total International Index Fund	12.81%	8.60%	11.63%	10.13%	11.63%	N/A
FITLX Fidelity US Sustainability Index Fund	0.69%	10.91%	-1.36%	10.93%	17.08%	N/A
FSMAX Fidelity Extended Market Index Fund	-2.27%	13.77%	-4.76%	7.41%	12.31%	5.61%
FSPGX Fidelity Large Cap Growth Index Fund	-0.36%	13.36%	1.15%	16.80%	18.95%	N/A
BSX Boston Scientific Corporation	17.40%	11.28%	19.72%	40.85%	24.75%	19.28%
WMT Walmart Inc.	7.19%	2.78%	14.91%	62.69%	19.84%	15.98%

*Annualized

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%	1.07%	4.20%								5.99%
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%	2.37%	-3.73%	7.96%	0.52%	-0.67%	0.79%	1.72%	3.08%	3.03%	28.85%
2018	6.95%	-4.77%	-1.18%	1.12%	2.04%	2.06%	3.38%	3.56%	1.79%	-5.68%	2.28%	-7.67%	2.87%
2017					1.18%	0.70%	1.14%	0.63%	2.85%	1.87%	1.89%	0.00%	10.70%

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.

FITLX

Fidelity US Sustainability Index Fund

VIG

Vanguard Dividend Appreciation ETF

VYM

Vanguard High Dividend Yield ETF

FTIHX

Fidelity Total International Index Fund

FSMAX

Fidelity Extended Market Index Fund

FSPGX

Fidelity Large Cap Growth Index Fund

FSKAX

Fidelity Total Market Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, Brokerage 1f2 is among the top 15% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FSKAX Fidelity Total Market Index Fund	0.62	1.12	1.16	0.73	2.77
VIG Vanguard Dividend Appreciation ETF	0.61	1.10	1.16	0.75	3.08
VYM Vanguard High Dividend Yield ETF	0.61	1.06	1.15	0.76	2.95
FTIHX Fidelity Total International Index Fund	0.65	1.13	1.15	0.90	2.72
FITLX Fidelity US Sustainability Index Fund	0.54	1.02	1.14	0.65	2.29
FSMAX Fidelity Extended Market Index Fund	0.30	0.73	1.10	0.36	1.15
FSPGX Fidelity Large Cap Growth Index Fund	0.67	1.21	1.17	0.83	2.77
BSX Boston Scientific Corporation	1.85	2.46	1.40	2.84	11.56
WMT Walmart Inc.	2.54	3.31	1.46	2.79	9.23

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Brokerage 1f2 Sharpe ratios as of May 16, 2025 (values are recalculated daily):

1-Year: 1.26
5-Year: 1.14
All Time: 0.81

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.01, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Brokerage 1f2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Brokerage 1f2 provided a 1.21% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.21%	1.25%	1.44%	1.51%	1.25%	1.31%	1.61%	1.89%	1.59%	1.58%	1.65%	1.27%
Portfolio components:
FSKAX Fidelity Total Market Index Fund	1.09%	1.19%	1.41%	1.62%	1.15%	1.45%	1.94%	2.54%	2.33%	2.43%	2.49%	1.63%
VIG Vanguard Dividend Appreciation ETF	1.79%	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	2.86%	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	2.55%	2.88%	2.78%	2.51%	2.55%	1.62%	2.61%	2.21%	1.36%	0.40%	0.00%	0.00%
FITLX Fidelity US Sustainability Index Fund	1.28%	1.29%	1.12%	1.49%	0.99%	1.01%	1.41%	1.58%	0.76%	0.00%	0.00%	0.00%
FSMAX Fidelity Extended Market Index Fund	0.50%	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	0.37%	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%	2.89%	3.20%	2.24%

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.

Loading data...

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 2.37%.

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
-17.4%	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 chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 5.79, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	WMT	BSX	FTIHX	VYM	FSMAX	FSPGX	VIG	FITLX	FSKAX	Portfolio
^GSPC	1.00	0.39	0.57	0.76	0.83	0.86	0.94	0.92	0.98	0.99	0.93
WMT	0.39	1.00	0.25	0.27	0.42	0.29	0.34	0.47	0.37	0.37	0.46
BSX	0.57	0.25	1.00	0.46	0.52	0.50	0.53	0.59	0.57	0.57	0.77
FTIHX	0.76	0.27	0.46	1.00	0.70	0.74	0.69	0.71	0.75	0.77	0.76
VYM	0.83	0.42	0.52	0.70	1.00	0.77	0.65	0.91	0.81	0.83	0.83
FSMAX	0.86	0.29	0.50	0.74	0.77	1.00	0.81	0.79	0.85	0.91	0.83
FSPGX	0.94	0.34	0.53	0.69	0.65	0.81	1.00	0.80	0.94	0.94	0.85
VIG	0.92	0.47	0.59	0.71	0.91	0.79	0.80	1.00	0.91	0.91	0.91
FITLX	0.98	0.37	0.57	0.75	0.81	0.85	0.94	0.91	1.00	0.98	0.92
FSKAX	0.99	0.37	0.57	0.77	0.83	0.91	0.94	0.91	0.98	1.00	0.93
Portfolio	0.93	0.46	0.77	0.76	0.83	0.83	0.85	0.91	0.92	0.93	1.00

The correlation results are calculated based on daily price changes starting from May 16, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

Brokerage 1f2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community