Balanced EM
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced EM, 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 Apr 4, 2018, corresponding to the inception date of FMSDX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.25% | -2.39% | 5.86% | 17.47% | 14.92% | 10.99% |
| Balanced EM | 2.89% | -0.02% | 3.18% | 15.20% | 9.62% | N/A |
| Portfolio components: | ||||||
FMSDX Fidelity Multi-Asset Income Fund | 0.65% | -2.65% | 2.52% | 10.11% | 8.95% | N/A |
PRPFX Permanent Portfolio Permanent Portfolio | 4.96% | 0.93% | 7.75% | 23.33% | 10.19% | 5.34% |
AVALX Aegis Value Fund | 4.63% | -1.29% | -3.88% | 16.20% | 19.28% | 11.98% |
SMIN iShares MSCI India Small-Cap ETF | -15.08% | -7.76% | -17.85% | -6.24% | 14.40% | 7.64% |
IAU iShares Gold Trust | 11.03% | 5.09% | 15.22% | 43.00% | 11.92% | 8.93% |
DODLX Dodge & Cox Global Bond Fund | 3.33% | 2.45% | -0.69% | 5.53% | 2.93% | 3.50% |
FTBFX Fidelity Total Bond Fund | 2.07% | 2.07% | 0.53% | 6.65% | 0.33% | 2.03% |
USMV iShares Edge MSCI Min Vol USA ETF | 5.96% | 3.45% | 4.90% | 17.55% | 10.21% | 10.56% |
VWO Vanguard FTSE Emerging Markets ETF | 3.70% | 2.45% | 4.64% | 13.74% | 5.56% | 3.91% |
VYM Vanguard High Dividend Yield ETF | 4.39% | 0.10% | 7.33% | 19.05% | 13.10% | 10.07% |
FCNTX Fidelity Contrafund Fund | 2.89% | -3.01% | 5.05% | 18.11% | 17.43% | 13.40% |
Monthly Returns
The table below presents the monthly returns of Balanced EM, 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 | 2.56% | 2.89% | |||||||||||
| 2024 | 0.50% | 2.04% | 3.27% | -1.42% | 3.47% | 1.04% | 2.45% | 2.15% | 2.52% | -0.62% | 2.57% | -4.12% | 14.45% |
| 2023 | 5.04% | -3.17% | 2.20% | 0.86% | -1.54% | 3.42% | 3.15% | -1.45% | -2.63% | -1.02% | 5.90% | 2.86% | 13.93% |
| 2022 | -2.56% | -1.34% | 1.62% | -5.27% | -0.33% | -5.97% | 4.31% | -2.19% | -6.18% | 3.31% | 6.34% | -2.43% | -11.03% |
| 2021 | -0.13% | 1.73% | 1.63% | 3.37% | 2.61% | 0.10% | 0.40% | 1.32% | -2.59% | 3.02% | -1.37% | 2.37% | 13.01% |
| 2020 | 0.05% | -4.06% | -10.29% | 8.42% | 3.63% | 2.68% | 5.48% | 3.31% | -2.45% | -1.43% | 6.34% | 2.83% | 13.85% |
| 2019 | 5.30% | 1.26% | 1.58% | 1.57% | -2.84% | 4.48% | 0.02% | 0.09% | 0.30% | 1.34% | 1.00% | 2.78% | 17.96% |
| 2018 | -0.25% | 0.57% | -1.07% | 1.42% | 0.35% | -0.91% | -3.74% | 1.30% | -4.25% | -6.56% |
Expense Ratio
Balanced EM features an expense ratio of 0.50%, falling within the medium range. 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
With an overall rank of 85, Balanced EM 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.
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 | |
|---|---|---|---|---|---|
FMSDX Fidelity Multi-Asset Income Fund | 1.22 | 1.72 | 1.22 | 2.05 | 6.07 |
PRPFX Permanent Portfolio Permanent Portfolio | 2.42 | 3.31 | 1.44 | 3.56 | 11.87 |
AVALX Aegis Value Fund | 0.80 | 1.12 | 1.16 | 1.01 | 2.77 |
SMIN iShares MSCI India Small-Cap ETF | -0.24 | -0.18 | 0.98 | -0.21 | -0.67 |
IAU iShares Gold Trust | 2.80 | 3.56 | 1.48 | 5.27 | 14.31 |
DODLX Dodge & Cox Global Bond Fund | 1.04 | 1.51 | 1.19 | 0.89 | 2.20 |
FTBFX Fidelity Total Bond Fund | 1.27 | 1.89 | 1.23 | 0.61 | 3.61 |
USMV iShares Edge MSCI Min Vol USA ETF | 1.97 | 2.73 | 1.36 | 2.54 | 8.06 |
VWO Vanguard FTSE Emerging Markets ETF | 1.04 | 1.54 | 1.19 | 0.76 | 3.14 |
VYM Vanguard High Dividend Yield ETF | 1.74 | 2.48 | 1.31 | 3.17 | 9.08 |
FCNTX Fidelity Contrafund Fund | 1.14 | 1.58 | 1.21 | 1.67 | 5.76 |
Dividends
Dividend yield
Balanced EM provided a 3.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.14% | 3.03% | 2.33% | 3.61% | 2.68% | 2.62% | 2.44% | 2.95% | 1.97% | 1.61% | 1.56% | 2.12% |
| Portfolio components: | ||||||||||||
FMSDX Fidelity Multi-Asset Income Fund | 3.78% | 3.84% | 4.24% | 3.88% | 2.98% | 3.26% | 2.76% | 1.90% | 0.00% | 0.00% | 0.00% | 0.00% |
PRPFX Permanent Portfolio Permanent Portfolio | 0.90% | 0.95% | 0.65% | 0.31% | 0.36% | 0.93% | 0.97% | 0.88% | 0.82% | 0.82% | 1.19% | 0.68% |
AVALX Aegis Value Fund | 0.99% | 1.03% | 0.65% | 0.16% | 0.00% | 2.10% | 0.25% | 0.00% | 0.00% | 1.45% | 0.04% | 0.00% |
SMIN iShares MSCI India Small-Cap ETF | 13.46% | 11.43% | 0.41% | 0.01% | 1.27% | 1.07% | 1.74% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODLX Dodge & Cox Global Bond Fund | 4.58% | 4.73% | 3.31% | 5.05% | 2.49% | 2.21% | 3.40% | 4.21% | 2.34% | 1.69% | 0.00% | 1.40% |
FTBFX Fidelity Total Bond Fund | 4.70% | 4.78% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.58% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% |
VWO Vanguard FTSE Emerging Markets ETF | 3.09% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VYM Vanguard High Dividend Yield ETF | 2.62% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
FCNTX Fidelity Contrafund Fund | 0.88% | 0.08% | 0.48% | 13.65% | 10.80% | 8.01% | 4.16% | 9.14% | 5.54% | 0.30% | 0.31% | 7.55% |
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 Balanced EM. 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 Balanced EM was 22.95%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Balanced EM drawdown is 1.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.95% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -18.04% | Nov 15, 2021 | 220 | Sep 27, 2022 | 315 | Dec 22, 2023 | 535 |
| -10.6% | Aug 28, 2018 | 82 | Dec 24, 2018 | 59 | Mar 21, 2019 | 141 |
| -5.36% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -4.67% | Dec 6, 2024 | 24 | Jan 13, 2025 | 22 | Feb 13, 2025 | 46 |
Volatility
Volatility Chart
The current Balanced EM volatility is 2.52%, 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
| FTBFX | IAU | SMIN | DODLX | AVALX | USMV | FCNTX | VYM | VWO | PRPFX | FMSDX | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FTBFX | 1.00 | 0.36 | 0.08 | 0.67 | 0.09 | 0.14 | 0.06 | 0.01 | 0.06 | 0.18 | 0.29 |
| IAU | 0.36 | 1.00 | 0.14 | 0.34 | 0.43 | 0.12 | 0.11 | 0.08 | 0.22 | 0.52 | 0.22 |
| SMIN | 0.08 | 0.14 | 1.00 | 0.29 | 0.35 | 0.40 | 0.42 | 0.42 | 0.56 | 0.39 | 0.45 |
| DODLX | 0.67 | 0.34 | 0.29 | 1.00 | 0.37 | 0.36 | 0.34 | 0.33 | 0.43 | 0.44 | 0.53 |
| AVALX | 0.09 | 0.43 | 0.35 | 0.37 | 1.00 | 0.41 | 0.46 | 0.54 | 0.55 | 0.75 | 0.60 |
| USMV | 0.14 | 0.12 | 0.40 | 0.36 | 0.41 | 1.00 | 0.73 | 0.83 | 0.51 | 0.60 | 0.71 |
| FCNTX | 0.06 | 0.11 | 0.42 | 0.34 | 0.46 | 0.73 | 1.00 | 0.65 | 0.64 | 0.65 | 0.76 |
| VYM | 0.01 | 0.08 | 0.42 | 0.33 | 0.54 | 0.83 | 0.65 | 1.00 | 0.57 | 0.67 | 0.75 |
| VWO | 0.06 | 0.22 | 0.56 | 0.43 | 0.55 | 0.51 | 0.64 | 0.57 | 1.00 | 0.64 | 0.66 |
| PRPFX | 0.18 | 0.52 | 0.39 | 0.44 | 0.75 | 0.60 | 0.65 | 0.67 | 0.64 | 1.00 | 0.76 |
| FMSDX | 0.29 | 0.22 | 0.45 | 0.53 | 0.60 | 0.71 | 0.76 | 0.75 | 0.66 | 0.76 | 1.00 |