457b
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
FSPGX Fidelity Large Cap Growth Index Fund | Large Cap Growth Equities | 26.32% |
FSSNX Fidelity Small Cap Index Fund | Small Cap Blend Equities | 7.50% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 26.32% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | Mid Cap Blend Equities | 13.69% |
VINIX Vanguard Institutional Index Fund Institutional Shares | Large Cap Blend Equities | 26.17% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
457b | -5.22% | 9.31% | -6.77% | 9.24% | N/A | N/A |
Portfolio components: | ||||||
VINIX Vanguard Institutional Index Fund Institutional Shares | -3.47% | 7.57% | -6.10% | 8.50% | 13.73% | 11.15% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | -6.29% | 12.05% | -9.89% | 5.22% | 11.97% | 8.31% |
FSPGX Fidelity Large Cap Growth Index Fund | -6.36% | 9.20% | -5.55% | 12.17% | 17.09% | N/A |
FSSNX Fidelity Small Cap Index Fund | -8.71% | 10.74% | -14.92% | -0.14% | 9.93% | 5.32% |
QQQM Invesco NASDAQ 100 ETF | -4.36% | 9.37% | -4.75% | 11.16% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 457b, 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 | 2.69% | -3.19% | -7.32% | 0.40% | 2.46% | -5.22% | |||||||
2024 | 0.96% | 5.83% | 2.29% | -4.75% | 5.40% | 4.33% | 1.04% | 1.38% | 2.23% | -0.57% | 7.12% | -2.17% | 24.89% |
2023 | 8.87% | -1.39% | 4.44% | 0.36% | 3.39% | 6.91% | 4.02% | -2.01% | -5.10% | -2.84% | 10.34% | 5.81% | 36.49% |
2022 | -8.01% | -2.98% | 3.23% | -11.19% | -1.25% | -8.52% | 11.09% | -4.07% | -9.84% | 6.71% | 4.78% | -7.53% | -26.56% |
2021 | 0.41% | 1.99% | 1.67% | 5.45% | -0.57% | 4.56% | 1.79% | 3.34% | -4.98% | 7.26% | -0.47% | 1.39% | 23.46% |
2020 | -7.64% | 12.34% | 4.93% | 8.88% |
Expense Ratio
457b has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 457b is 27, indicating average performance compared to other portfolios on our website. Here’s 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 | |
---|---|---|---|---|---|
VINIX Vanguard Institutional Index Fund Institutional Shares | 0.45 | 0.79 | 1.12 | 0.49 | 1.88 |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 0.20 | 0.48 | 1.06 | 0.20 | 0.63 |
FSPGX Fidelity Large Cap Growth Index Fund | 0.50 | 0.86 | 1.12 | 0.54 | 1.79 |
FSSNX Fidelity Small Cap Index Fund | -0.03 | 0.15 | 1.02 | -0.01 | -0.04 |
QQQM Invesco NASDAQ 100 ETF | 0.46 | 0.82 | 1.11 | 0.51 | 1.67 |
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Dividends
Dividend yield
457b provided a 0.88% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.88% | 0.82% | 1.03% | 1.15% | 1.03% | 0.87% | 1.16% | 1.49% | 1.19% | 0.99% | 1.17% | 1.04% |
Portfolio components: | ||||||||||||
VINIX Vanguard Institutional Index Fund Institutional Shares | 1.36% | 1.27% | 1.47% | 1.74% | 1.28% | 1.59% | 1.91% | 2.13% | 1.82% | 2.07% | 2.45% | 1.88% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 1.26% | 1.10% | 1.27% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% | 1.34% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.40% | 0.37% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% |
FSSNX Fidelity Small Cap Index Fund | 1.12% | 1.03% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 5.39% | 3.67% | 2.27% | 4.53% | 4.80% |
QQQM Invesco NASDAQ 100 ETF | 0.62% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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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 31.16%, occurring on Oct 14, 2022. Recovery took 318 trading sessions.
The current 457b drawdown is 9.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.16% | Nov 22, 2021 | 226 | Oct 14, 2022 | 318 | Jan 23, 2024 | 544 |
-22.23% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
-10.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 39 | Sep 30, 2024 | 53 |
-7.68% | 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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.32, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
^GSPC | FSSNX | VIEIX | QQQM | FSPGX | VINIX | Portfolio | |
---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.81 | 0.85 | 0.92 | 0.94 | 1.00 | 0.97 |
FSSNX | 0.81 | 1.00 | 0.97 | 0.69 | 0.71 | 0.81 | 0.83 |
VIEIX | 0.85 | 0.97 | 1.00 | 0.78 | 0.80 | 0.85 | 0.90 |
QQQM | 0.92 | 0.69 | 0.78 | 1.00 | 0.99 | 0.92 | 0.97 |
FSPGX | 0.94 | 0.71 | 0.80 | 0.99 | 1.00 | 0.94 | 0.97 |
VINIX | 1.00 | 0.81 | 0.85 | 0.92 | 0.94 | 1.00 | 0.97 |
Portfolio | 0.97 | 0.83 | 0.90 | 0.97 | 0.97 | 0.97 | 1.00 |