Brokerage 1f
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brokerage 1f, 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 1f | 5.59% | -2.87% | 4.81% | 32.98% | 20.26% | 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 |
BSX Boston Scientific Corporation | 6.49% | -5.53% | 8.00% | 41.27% | 22.20% | 17.90% |
TMUS T-Mobile US, Inc. | 19.11% | 2.42% | 18.21% | 63.70% | 25.33% | 22.88% |
Monthly Returns
The table below presents the monthly returns of Brokerage 1f, 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 | 6.93% | 5.55% | -2.51% | -4.04% | 5.59% | ||||||||
| 2024 | 2.89% | 3.40% | 2.45% | -0.10% | 5.23% | 1.23% | 1.33% | 6.79% | 2.67% | 1.91% | 7.64% | -5.46% | 33.63% |
| 2023 | 4.35% | -2.61% | 3.22% | 1.53% | -2.74% | 4.26% | 0.10% | -0.39% | -1.40% | -1.02% | 7.37% | 5.14% | 18.63% |
| 2022 | -3.59% | 4.04% | 2.39% | -5.30% | 2.41% | -5.13% | 7.37% | -1.76% | -6.88% | 10.61% | 4.42% | -3.51% | 3.44% |
| 2021 | -2.85% | 2.23% | 3.14% | 6.69% | 2.36% | 1.11% | 2.07% | -0.87% | -4.85% | -0.98% | -5.63% | 7.10% | 8.98% |
| 2020 | -2.07% | -1.54% | -10.62% | 9.82% | 6.39% | 0.09% | 5.48% | 6.73% | -3.51% | -4.93% | 11.16% | 4.07% | 20.41% |
| 2019 | 8.12% | 3.99% | -2.10% | 2.34% | -1.37% | 6.05% | 2.43% | -1.13% | 0.01% | 2.92% | 0.40% | 2.45% | 26.32% |
| 2018 | 6.23% | -4.62% | -0.39% | 1.11% | -0.38% | 4.21% | 2.39% | 5.31% | 4.48% | -5.15% | 2.20% | -7.29% | 7.26% |
| 2017 | 1.75% | -2.28% | 0.35% | 2.49% | 0.90% | -1.05% | 0.22% | 0.43% | 2.75% |
Expense Ratio
Brokerage 1f has an expense ratio of 0.02%, 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 97, Brokerage 1f is among the top 3% 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 |
BSX Boston Scientific Corporation | 1.76 | 2.27 | 1.36 | 2.55 | 11.06 |
TMUS T-Mobile US, Inc. | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
Dividends
Dividend yield
Brokerage 1f provided a 1.26% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.26% | 1.26% | 1.04% | 0.92% | 0.78% | 0.78% | 0.91% | 0.98% | 0.81% | 0.72% | 0.74% | 0.62% |
| 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% |
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% |
TMUS T-Mobile US, Inc. | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 1f. 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 1f was 31.73%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Brokerage 1f drawdown is 7.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 7, 2020 | 119 |
| -16.21% | Oct 2, 2018 | 58 | Dec 24, 2018 | 36 | Feb 15, 2019 | 94 |
| -15.51% | Aug 4, 2021 | 220 | Jun 16, 2022 | 115 | Nov 30, 2022 | 335 |
| -12.84% | Feb 18, 2025 | 36 | Apr 8, 2025 | — | — | — |
| -10.69% | Oct 13, 2020 | 13 | Oct 29, 2020 | 11 | Nov 13, 2020 | 24 |
Volatility
Volatility Chart
The current Brokerage 1f volatility is 10.60%, 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
| TMUS | BSX | FTIHX | VYM | FITLX | VIG | FSKAX | |
|---|---|---|---|---|---|---|---|
| TMUS | 1.00 | 0.35 | 0.35 | 0.43 | 0.46 | 0.48 | 0.46 |
| BSX | 0.35 | 1.00 | 0.46 | 0.52 | 0.57 | 0.59 | 0.57 |
| FTIHX | 0.35 | 0.46 | 1.00 | 0.70 | 0.75 | 0.71 | 0.78 |
| VYM | 0.43 | 0.52 | 0.70 | 1.00 | 0.81 | 0.90 | 0.84 |
| FITLX | 0.46 | 0.57 | 0.75 | 0.81 | 1.00 | 0.91 | 0.98 |
| VIG | 0.48 | 0.59 | 0.71 | 0.90 | 0.91 | 1.00 | 0.91 |
| FSKAX | 0.46 | 0.57 | 0.78 | 0.84 | 0.98 | 0.91 | 1.00 |