Fidelity
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FDGRX Fidelity Growth Company Fund | Large Cap Growth Equities | 20% |
FTBFX Fidelity Total Bond Fund | Total Bond Market | 10% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 10% |
FZROX Fidelity ZERO Total Market Index Fund | Large Cap Blend Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Quarterly
The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Fidelity | 17.06% | 0.28% | 6.84% | 28.04% | 14.27% | N/A |
| Portfolio components: | ||||||
FZROX Fidelity ZERO Total Market Index Fund | 17.75% | 0.77% | 7.29% | 28.91% | 14.54% | N/A |
FZILX Fidelity ZERO International Index Fund | 9.76% | 0.25% | 4.65% | 17.44% | 6.75% | N/A |
FTBFX Fidelity Total Bond Fund | 6.08% | 1.39% | 6.64% | 11.73% | 1.71% | 2.75% |
FDGRX Fidelity Growth Company Fund | 23.90% | -1.81% | 6.46% | 39.17% | 22.54% | 18.40% |
Monthly Returns
The table below presents the monthly returns of Fidelity, 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 | 1.18% | 5.32% | 2.89% | -3.97% | 4.91% | 3.12% | 1.23% | 1.94% | 17.06% | ||||
| 2023 | 7.56% | -2.26% | 3.45% | 1.04% | 1.29% | 5.91% | 3.39% | -1.96% | -4.80% | -2.69% | 9.20% | 5.25% | 27.22% |
| 2022 | -6.20% | -2.62% | 2.38% | -9.30% | -0.71% | -7.84% | 8.63% | -3.59% | -9.00% | 6.53% | 5.91% | -5.67% | -21.26% |
| 2021 | -0.03% | 2.37% | 1.99% | 4.76% | 0.40% | 3.06% | 1.13% | 2.83% | -4.17% | 5.98% | -0.93% | 2.02% | 20.76% |
| 2020 | 0.26% | -6.35% | -12.10% | 12.67% | 5.94% | 3.59% | 5.63% | 7.33% | -3.16% | -2.10% | 11.51% | 4.09% | 27.30% |
| 2019 | 8.17% | 3.40% | 1.71% | 3.36% | -5.83% | 6.36% | 1.06% | -1.47% | 0.99% | 2.46% | 3.79% | 2.83% | 29.51% |
| 2018 | 2.63% | 0.00% | -7.75% | 1.20% | -7.64% | -11.51% |
Expense Ratio
Fidelity has an expense ratio of 0.20%, 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 risk-adjusted rank of Fidelity is 75, placing it in the top 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 2.39 | 3.20 | 1.43 | 2.27 | 14.46 |
FZILX Fidelity ZERO International Index Fund | 1.48 | 2.11 | 1.28 | 1.10 | 8.92 |
FTBFX Fidelity Total Bond Fund | 2.11 | 3.14 | 1.39 | 0.83 | 10.56 |
FDGRX Fidelity Growth Company Fund | 2.16 | 2.83 | 1.38 | 1.70 | 10.90 |
Dividends
Dividend yield
Fidelity granted a 2.03% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity | 2.03% | 2.30% | 2.99% | 3.37% | 3.22% | 2.26% | 2.10% | 1.24% | 1.57% | 1.15% | 1.12% | 1.82% |
| Portfolio components: | ||||||||||||
FZROX Fidelity ZERO Total Market Index Fund | 1.15% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.72% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTBFX Fidelity Total Bond Fund | 4.46% | 4.15% | 3.33% | 2.24% | 5.22% | 3.03% | 3.18% | 2.98% | 3.21% | 3.71% | 3.13% | 3.91% |
FDGRX Fidelity Growth Company Fund | 3.09% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.23% | 3.92% | 4.03% | 7.12% |
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 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 Fidelity was 31.02%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Fidelity drawdown is 1.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.02% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -27.47% | Nov 9, 2021 | 237 | Oct 14, 2022 | 322 | Jan 23, 2024 | 559 |
| -18.73% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -8.35% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -8.32% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Fidelity volatility is 3.99%, 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 | FZILX | FDGRX | FZROX | |
|---|---|---|---|---|
| FTBFX | 1.00 | 0.10 | 0.09 | 0.07 |
| FZILX | 0.10 | 1.00 | 0.71 | 0.80 |
| FDGRX | 0.09 | 0.71 | 1.00 | 0.89 |
| FZROX | 0.07 | 0.80 | 0.89 | 1.00 |