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Fid_go

Last updated Mar 2, 2024

Asset Allocation


FUENX 14.61%USD=X 4.07%FDFIX 51.11%FITFX 25.07%FLAPX 4.64%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
FUENX
Fidelity Flex Municipal Income Fund
Municipal Bonds

14.61%

USD=X
USD Cash

4.07%

FDFIX
Fidelity Flex 500 Index Fund
Large Cap Blend Equities

51.11%

FITFX
Fidelity Flex International Index Fund
Foreign Large Cap Equities

25.07%

FLAPX
Fidelity Flex Mid Cap Index Fund
Mid Cap Blend Equities

4.64%

FLXSX
Fidelity Flex Small Cap Index Fund
Small Cap Blend Equities

0.50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Fid_go, 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


40.00%50.00%60.00%70.00%80.00%90.00%100.00%OctoberNovemberDecember2024FebruaryMarch
72.24%
100.57%
Fid_go
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of FUENX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Fid_go4.96%4.54%10.93%20.46%9.61%N/A
FDFIX
Fidelity Flex 500 Index Fund
7.97%6.19%14.63%31.12%14.17%N/A
FITFX
Fidelity Flex International Index Fund
2.62%4.27%8.87%12.65%5.55%N/A
FLAPX
Fidelity Flex Mid Cap Index Fund
4.68%6.16%11.49%15.36%9.96%N/A
FLXSX
Fidelity Flex Small Cap Index Fund
2.62%6.81%8.97%11.00%6.76%N/A
FUENX
Fidelity Flex Municipal Income Fund
0.06%-0.10%4.58%6.52%2.04%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.40%3.81%
2023-2.28%-3.97%-2.38%8.18%4.35%

Sharpe Ratio

The current Fid_go Sharpe ratio is 2.35. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.35

The Sharpe ratio of Fid_go lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

Fid_go granted a 1.80% dividend yield in the last twelve months.


TTM2023202220212020201920182017
Fid_go1.80%1.90%1.92%1.61%1.59%2.30%2.09%0.97%
FDFIX
Fidelity Flex 500 Index Fund
1.37%1.48%1.70%1.27%1.52%1.78%2.16%0.92%
FITFX
Fidelity Flex International Index Fund
2.60%2.67%2.60%2.25%1.50%3.35%1.92%1.70%
FLAPX
Fidelity Flex Mid Cap Index Fund
1.90%1.99%1.82%2.83%2.16%2.18%2.29%0.44%
FLXSX
Fidelity Flex Small Cap Index Fund
1.45%1.49%1.26%2.74%1.06%2.86%2.40%0.77%
FUENX
Fidelity Flex Municipal Income Fund
2.41%2.57%2.11%1.72%2.23%2.95%2.62%0.36%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Fid_go has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.00%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Fid_go
FDFIX
Fidelity Flex 500 Index Fund
2.58
FITFX
Fidelity Flex International Index Fund
0.98
FLAPX
Fidelity Flex Mid Cap Index Fund
1.04
FLXSX
Fidelity Flex Small Cap Index Fund
0.54
FUENX
Fidelity Flex Municipal Income Fund
1.65
USD=X
USD Cash

Asset Correlations Table

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

USD=XFUENXFITFXFLXSXFDFIXFLAPX
USD=X0.000.000.000.000.000.00
FUENX0.001.000.010.010.020.02
FITFX0.000.011.000.720.780.78
FLXSX0.000.010.721.000.820.93
FDFIX0.000.020.780.821.000.92
FLAPX0.000.020.780.930.921.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Fid_go
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fid_go. 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 Fid_go was 29.27%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.27%Feb 20, 202023Mar 23, 2020102Aug 12, 2020125
-22.4%Jan 5, 2022205Oct 14, 2022307Dec 14, 2023512
-14.85%Jan 29, 2018237Dec 24, 201873Apr 4, 2019310
-6.6%Sep 3, 202015Sep 23, 202033Nov 9, 202048
-4.88%Jul 29, 201913Aug 14, 201948Oct 21, 201961

Volatility Chart

The current Fid_go volatility is 2.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.45%
3.47%
Fid_go
Benchmark (^GSPC)
Portfolio components
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