Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FSGGX Fidelity Global ex U.S. Index Fund | Foreign Large Cap Equities | 40% |
FSKAX Fidelity Total Market Index Fund | Large Cap Blend Equities | 60% |
FSMDX Fidelity Mid Cap Index Fund | Mid Cap Blend Equities | 0% |
FSSNX Fidelity Small Cap Index Fund | Small Cap Blend Equities | 0% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 0% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | Total Bond Market | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 Proposed Fidelity, 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 year.
Loading graphics...
The earliest data available for this chart is Sep 9, 2011, corresponding to the inception date of FSMDX
Returns By Period
As of Apr 4, 2026, the 2025 Proposed Fidelity returned -0.82% Year-To-Date and 11.75% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 2025 Proposed Fidelity | -0.10% | -2.69% | -0.82% | 1.52% | 34.45% | 17.33% | 9.63% | 11.75% |
| Portfolio components: | ||||||||
FSKAX Fidelity Total Market Index Fund | 0.17% | -3.35% | -3.14% | -1.37% | 31.84% | 18.10% | 10.69% | 13.70% |
FXAIX Fidelity 500 Index Fund | 0.12% | -3.52% | -3.53% | -1.39% | 31.33% | 18.49% | 11.97% | 14.21% |
FSMDX Fidelity Mid Cap Index Fund | 0.45% | -2.30% | 2.44% | 1.87% | 29.62% | 13.84% | 7.23% | 11.00% |
FSSNX Fidelity Small Cap Index Fund | 0.73% | -1.98% | 2.30% | 2.89% | 40.51% | 13.71% | 3.85% | 10.14% |
FSGGX Fidelity Global ex U.S. Index Fund | -0.47% | -1.74% | 2.63% | 5.82% | 38.44% | 15.54% | 7.51% | 8.51% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | 0.40% | -1.82% | -0.60% | -1.27% | 3.01% | 2.10% | -2.14% | 1.89% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 12, 2011, 2025 Proposed Fidelity's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2025 Proposed Fidelity closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.17% | 1.82% | -6.40% | 0.86% | -0.82% | ||||||||
| 2025 | 3.36% | -0.27% | -3.43% | 0.95% | 5.63% | 4.53% | 0.80% | 3.01% | 3.60% | 2.05% | 0.14% | 1.17% | 23.40% |
| 2024 | 0.01% | 4.54% | 3.20% | -3.57% | 4.44% | 1.65% | 2.09% | 2.32% | 2.20% | -2.27% | 3.97% | -2.82% | 16.44% |
| 2023 | 7.60% | -3.07% | 2.75% | 1.34% | -1.17% | 5.93% | 3.64% | -2.92% | -4.25% | -2.97% | 9.03% | 5.24% | 21.93% |
| 2022 | -4.62% | -2.83% | 1.78% | -7.97% | 0.58% | -8.32% | 6.91% | -3.90% | -9.58% | 6.35% | 8.56% | -4.48% | -18.01% |
| 2021 | -0.15% | 2.72% | 2.69% | 4.19% | 1.52% | 1.32% | 0.43% | 2.43% | -4.16% | 5.22% | -2.47% | 3.81% | 18.55% |
Benchmark Metrics
2025 Proposed Fidelity has an annualized alpha of -0.35%, beta of 0.93, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 12, 2011.
- This portfolio participated in 98.85% of S&P 500 Index downside but only 93.59% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.35%
- Beta
- 0.93
- R²
- 0.95
- Upside Capture
- 93.59%
- Downside Capture
- 98.85%
Expense Ratio
2025 Proposed Fidelity 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.
Return for Risk
Risk / Return Rank
2025 Proposed Fidelity ranks 55 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.88 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.37 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.39 | +0.51 |
Martin ratioReturn relative to average drawdown | 8.58 | 6.43 | +2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FSKAX Fidelity Total Market Index Fund | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.09 |
FXAIX Fidelity 500 Index Fund | 47 | 0.96 | 1.47 | 1.22 | 1.51 | 7.11 |
FSMDX Fidelity Mid Cap Index Fund | 34 | 0.81 | 1.25 | 1.18 | 1.25 | 5.77 |
FSSNX Fidelity Small Cap Index Fund | 55 | 1.10 | 1.65 | 1.21 | 1.98 | 7.32 |
FSGGX Fidelity Global ex U.S. Index Fund | 82 | 1.69 | 2.27 | 1.34 | 2.47 | 9.33 |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | 10 | 0.35 | 0.54 | 1.07 | 0.60 | 1.45 |
Loading graphics...
Dividends
Dividend yield
2025 Proposed Fidelity provided a 1.68% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.68% | 1.69% | 1.88% | 2.03% | 2.03% | 1.73% | 1.55% | 2.30% | 2.59% | 1.33% | 1.47% | 1.47% |
| Portfolio components: | ||||||||||||
FSKAX Fidelity Total Market Index Fund | 1.05% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
FXAIX Fidelity 500 Index Fund | 0.89% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FSMDX Fidelity Mid Cap Index Fund | 1.08% | 1.10% | 2.46% | 1.39% | 2.07% | 3.35% | 2.34% | 2.86% | 2.21% | 2.17% | 2.23% | 2.84% |
FSSNX Fidelity Small Cap Index Fund | 1.06% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
FSGGX Fidelity Global ex U.S. Index Fund | 2.63% | 2.70% | 2.91% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 0.22% | 0.05% | 2.44% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | 4.72% | 5.06% | 5.10% | 4.26% | 4.54% | 4.86% | 6.99% | 5.11% | 4.40% | 5.60% | 6.25% | 7.49% |
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 graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the 2025 Proposed Fidelity. 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 2025 Proposed Fidelity was 34.14%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 2025 Proposed Fidelity drawdown is 6.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.14% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.52% | Nov 9, 2021 | 235 | Oct 14, 2022 | 322 | Jan 29, 2024 | 557 |
| -19.87% | May 22, 2015 | 183 | Feb 11, 2016 | 226 | Jan 4, 2017 | 409 |
| -19.23% | Jan 29, 2018 | 229 | Dec 24, 2018 | 130 | Jul 2, 2019 | 359 |
| -16.24% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VWETX | FSGGX | FSSNX | FSMDX | FXAIX | FSKAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.13 | 0.77 | 0.83 | 0.92 | 1.00 | 0.99 | 0.96 |
| VWETX | -0.13 | 1.00 | -0.08 | -0.12 | -0.10 | -0.13 | -0.13 | -0.11 |
| FSGGX | 0.77 | -0.08 | 1.00 | 0.71 | 0.76 | 0.78 | 0.78 | 0.91 |
| FSSNX | 0.83 | -0.12 | 0.71 | 1.00 | 0.93 | 0.83 | 0.88 | 0.85 |
| FSMDX | 0.92 | -0.10 | 0.76 | 0.93 | 1.00 | 0.92 | 0.95 | 0.92 |
| FXAIX | 1.00 | -0.13 | 0.78 | 0.83 | 0.92 | 1.00 | 0.99 | 0.96 |
| FSKAX | 0.99 | -0.13 | 0.78 | 0.88 | 0.95 | 0.99 | 1.00 | 0.96 |
| Portfolio | 0.96 | -0.11 | 0.91 | 0.85 | 0.92 | 0.96 | 0.96 | 1.00 |