457b
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FSPGX Fidelity Large Cap Growth Index Fund | Large Cap Growth Equities | 26.32% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 26.32% |
VINIX Vanguard Institutional Index Fund Institutional Shares | Large Cap Blend Equities | 26.17% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | Mid Cap Blend Equities | 13.69% |
FSSNX Fidelity Small Cap Index Fund | Small Cap Blend Equities | 7.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in 457b, 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 Oct 13, 2020, corresponding to the inception date of QQQM
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 |
| 457b | 30.30% | 7.85% | 8.93% | 20.93% | N/A | N/A |
| Portfolio components: | ||||||
VINIX Vanguard Institutional Index Fund Institutional Shares | 21.48% | 8.64% | 8.13% | 14.54% | 12.64% | 11.94% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 16.43% | 13.42% | 7.56% | 8.68% | 7.82% | 8.19% |
FSPGX Fidelity Large Cap Growth Index Fund | 37.25% | 9.78% | 10.85% | 26.65% | 16.45% | N/A |
FSSNX Fidelity Small Cap Index Fund | 7.45% | 11.79% | 2.58% | 0.76% | 5.48% | 7.05% |
QQQM Invesco NASDAQ 100 ETF | 47.22% | 9.19% | 10.29% | 33.74% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.39% | 6.91% | 4.02% | -2.01% | -5.10% | -2.84% | 10.35% |
Dividend yield
457b granted a 1.34% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 457b | 1.34% | 1.58% | 2.39% | 1.53% | 1.42% | 1.66% | 1.25% | 1.06% | 1.17% | 1.04% | 0.85% | 1.04% |
| Portfolio components: | ||||||||||||
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.66% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% | 1.88% | 1.85% | 2.17% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 1.37% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% | 1.34% | 1.15% | 1.65% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.67% | 0.86% | 2.22% | 1.76% | 1.04% | 1.47% | 1.22% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
FSSNX Fidelity Small Cap Index Fund | 1.54% | 1.26% | 3.92% | 0.94% | 2.96% | 5.39% | 3.67% | 2.27% | 4.53% | 4.80% | 2.82% | 3.29% |
QQQM Invesco NASDAQ 100 ETF | 0.61% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 457b has an expense ratio of 0.07% which is considered to be low. 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 | |
|---|---|---|---|---|---|
VINIX Vanguard Institutional Index Fund Institutional Shares | 1.05 | ||||
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 0.46 | ||||
FSPGX Fidelity Large Cap Growth Index Fund | 1.58 | ||||
FSSNX Fidelity Small Cap Index Fund | 0.03 | ||||
QQQM Invesco NASDAQ 100 ETF | 1.80 |
Asset Correlations Table
| FSSNX | QQQM | VIEIX | FSPGX | VINIX | |
|---|---|---|---|---|---|
| FSSNX | 1.00 | 0.71 | 0.97 | 0.74 | 0.82 |
| QQQM | 0.71 | 1.00 | 0.80 | 0.99 | 0.92 |
| VIEIX | 0.97 | 0.80 | 1.00 | 0.83 | 0.86 |
| FSPGX | 0.74 | 0.99 | 0.83 | 1.00 | 0.94 |
| VINIX | 0.82 | 0.92 | 0.86 | 0.94 | 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 457b. 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 457b was 30.47%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.47% | Nov 22, 2021 | 226 | Oct 14, 2022 | — | — | — |
| -7.67% | Feb 16, 2021 | 13 | Mar 4, 2021 | 24 | Apr 8, 2021 | 37 |
| -7.64% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -6.16% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -6.11% | Apr 27, 2021 | 12 | May 12, 2021 | 20 | Jun 10, 2021 | 32 |
Volatility Chart
The current 457b volatility is 3.64%, 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.