Fidelity
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FTBFX Fidelity Total Bond Fund | Total Bond Market | 10% |
FZROX Fidelity ZERO Total Market Index Fund | Large Cap Blend Equities | 60% |
FDGRX Fidelity Growth Company Fund | Large Cap Growth Equities | 20% |
FZILX Fidelity ZERO International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 10% |
Performance
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Fidelity | 21.87% | 6.90% | 6.87% | 14.88% | 11.74% | N/A |
| Portfolio components: | ||||||
FZROX Fidelity ZERO Total Market Index Fund | 20.90% | 9.28% | 8.18% | 13.82% | 12.04% | N/A |
FZILX Fidelity ZERO International Index Fund | 11.42% | 8.22% | 2.82% | 8.47% | 5.61% | N/A |
FTBFX Fidelity Total Bond Fund | 4.03% | 4.24% | 0.87% | 2.00% | 1.85% | 2.22% |
FDGRX Fidelity Growth Company Fund | 40.20% | 10.27% | 8.01% | 27.68% | 19.17% | 16.81% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.29% | 5.91% | 3.39% | -1.96% | -4.80% | -2.69% | 9.16% |
Dividend yield
Fidelity granted a 2.45% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity | 2.45% | 2.99% | 3.37% | 3.22% | 2.26% | 2.11% | 1.24% | 1.57% | 1.15% | 1.12% | 1.82% | 1.18% |
| Portfolio components: | ||||||||||||
FZROX Fidelity ZERO Total Market Index Fund | 1.30% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.43% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTBFX Fidelity Total Bond Fund | 3.99% | 3.33% | 2.24% | 5.22% | 3.04% | 3.19% | 2.98% | 3.21% | 3.71% | 3.13% | 3.91% | 6.13% |
FDGRX Fidelity Growth Company Fund | 5.13% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.23% | 3.92% | 4.03% | 7.12% | 2.85% |
Expense Ratio
The Fidelity has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 0.96 | ||||
FZILX Fidelity ZERO International Index Fund | 0.67 | ||||
FTBFX Fidelity Total Bond Fund | 0.35 | ||||
FDGRX Fidelity Growth Company Fund | 1.29 |
Asset Correlations Table
| FTBFX | FZILX | FDGRX | FZROX | |
|---|---|---|---|---|
| FTBFX | 1.00 | 0.07 | 0.08 | 0.04 |
| FZILX | 0.07 | 1.00 | 0.72 | 0.80 |
| FDGRX | 0.08 | 0.72 | 1.00 | 0.90 |
| FZROX | 0.04 | 0.80 | 0.90 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 | — | — | — |
| -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 |
| -6.34% | May 6, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
Volatility Chart
The current Fidelity volatility is 3.01%, 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.