Roth 401k - Low ER
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FSPSX Fidelity International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 30% |
FSSNX Fidelity Small Cap Index Fund | Small Cap Blend Equities | 30% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth 401k - Low ER, 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 14, 2011, corresponding to the inception date of FSSNX
Returns By Period
As of Sep 17, 2024, the Roth 401k - Low ER returned 13.37% Year-To-Date and 9.46% 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 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| Roth 401k - Low ER | 13.37% | 1.57% | 8.21% | 22.73% | 11.13% | 9.46% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 19.12% | 1.40% | 9.98% | 28.25% | 15.25% | 12.99% |
FSSNX Fidelity Small Cap Index Fund | 8.77% | 2.03% | 8.56% | 19.99% | 8.41% | 8.43% |
FSPSX Fidelity International Index Fund | 10.22% | 1.33% | 5.39% | 17.90% | 7.73% | 5.31% |
Monthly Returns
The table below presents the monthly returns of Roth 401k - Low ER, 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 | -0.59% | 4.64% | 3.36% | -4.66% | 4.64% | 0.91% | 4.44% | 1.45% | 13.37% | ||||
| 2023 | 8.01% | -2.35% | 0.91% | 0.90% | -1.27% | 6.43% | 3.95% | -3.27% | -4.76% | -3.84% | 8.93% | 7.06% | 21.18% |
| 2022 | -6.08% | -1.86% | 1.88% | -8.43% | 0.71% | -8.50% | 8.38% | -3.93% | -9.39% | 8.31% | 6.98% | -4.72% | -17.45% |
| 2021 | 0.74% | 3.69% | 2.73% | 3.66% | 1.45% | 1.07% | 0.12% | 2.41% | -3.78% | 4.98% | -2.80% | 3.87% | 19.25% |
| 2020 | -1.75% | -8.11% | -15.72% | 11.21% | 5.43% | 2.86% | 3.72% | 6.08% | -3.21% | -1.64% | 14.42% | 5.73% | 16.30% |
| 2019 | 8.53% | 3.60% | 0.36% | 3.53% | -6.33% | 6.70% | 0.19% | -2.70% | 2.26% | 2.69% | 3.05% | 3.01% | 26.90% |
| 2018 | 4.64% | -4.17% | -0.87% | 0.93% | 2.17% | 0.13% | 2.80% | 1.92% | -0.21% | -8.39% | 1.33% | -8.68% | -9.04% |
| 2017 | 1.86% | 2.50% | 1.04% | 1.54% | 1.04% | 1.30% | 1.92% | -0.26% | 3.36% | 1.70% | 2.33% | 0.77% | 20.80% |
| 2016 | -6.35% | -0.96% | 7.07% | 1.31% | 1.35% | -0.67% | 4.54% | 0.74% | 0.76% | -2.82% | 4.24% | 2.47% | 11.56% |
| 2015 | -1.92% | 5.87% | -0.52% | 0.78% | 1.18% | -1.29% | 1.00% | -6.47% | -3.83% | 7.14% | 0.78% | -2.73% | -0.80% |
| 2014 | -3.56% | 5.05% | -0.03% | -0.40% | 1.67% | 2.79% | -3.09% | 3.14% | -3.51% | 2.72% | 1.25% | 0.26% | 6.03% |
| 2013 | 5.24% | 0.51% | 3.30% | 2.20% | 1.23% | -1.45% | 5.76% | -2.62% | 5.43% | 3.58% | 2.63% | 2.36% | 31.63% |
Expense Ratio
Roth 401k - Low ER has an expense ratio of 0.02%, which is considered low compared to other funds. 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 Roth 401k - Low ER is 30, 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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 2.17 | 2.92 | 1.39 | 2.39 | 10.58 |
FSSNX Fidelity Small Cap Index Fund | 0.95 | 1.48 | 1.17 | 0.66 | 4.27 |
FSPSX Fidelity International Index Fund | 1.52 | 2.16 | 1.27 | 1.34 | 7.34 |
Dividends
Dividend yield
Roth 401k - Low ER granted a 1.70% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Roth 401k - Low ER | 1.70% | 1.85% | 1.85% | 2.58% | 1.47% | 2.67% | 3.54% | 2.64% | 2.61% | 3.33% | 3.55% | 2.36% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FSSNX Fidelity Small Cap Index Fund | 1.13% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 5.39% | 3.67% | 2.27% | 4.53% | 4.80% | 2.82% |
FSPSX Fidelity International Index Fund | 2.88% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% | 2.59% |
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 Roth 401k - Low ER. 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 Roth 401k - Low ER was 35.52%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Roth 401k - Low ER drawdown is 1.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.52% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -26.93% | Nov 9, 2021 | 225 | Sep 30, 2022 | 342 | Feb 12, 2024 | 567 |
| -20.31% | Sep 21, 2018 | 65 | Dec 24, 2018 | 211 | Oct 25, 2019 | 276 |
| -19.4% | Jun 24, 2015 | 161 | Feb 11, 2016 | 144 | Sep 7, 2016 | 305 |
| -12.52% | Oct 28, 2011 | 20 | Nov 25, 2011 | 36 | Jan 19, 2012 | 56 |
Volatility
Volatility Chart
The current Roth 401k - Low ER volatility is 4.77%, 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
| FSPSX | FSSNX | FXAIX | |
|---|---|---|---|
| FSPSX | 1.00 | 0.70 | 0.77 |
| FSSNX | 0.70 | 1.00 | 0.83 |
| FXAIX | 0.77 | 0.83 | 1.00 |