401k
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FSPSX Fidelity International Index Fund | Large Cap Blend Equities, Foreign Large Cap Equities | 33.30% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 33.30% |
JPGSX JPMorgan U.S. GARP Equity Fund | Large Cap Growth Equities | 33.40% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of May 19, 2025, the 401k returned 6.09% Year-To-Date and 8.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| 401k | 6.09% | 12.80% | 4.79% | 11.93% | 13.45% | 8.98% |
| Portfolio components: | ||||||
FSPSX Fidelity International Index Fund | 15.50% | 7.67% | 14.95% | 10.65% | 12.42% | 5.67% |
JPGSX JPMorgan U.S. GARP Equity Fund | 0.17% | 18.04% | -3.34% | 9.12% | 9.78% | 7.92% |
FXAIX Fidelity 500 Index Fund | 2.10% | 12.91% | 2.48% | 14.18% | 17.21% | 12.70% |
Monthly Returns
The table below presents the monthly returns of 401k, 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 | 3.20% | -0.54% | -4.44% | 1.46% | 6.60% | 6.09% | |||||||
| 2024 | 1.48% | 5.26% | 3.05% | -3.92% | 5.36% | 2.59% | 0.89% | 2.71% | 1.94% | -2.23% | 3.88% | -3.77% | 18.02% |
| 2023 | 7.92% | -2.17% | 4.26% | 1.79% | 0.20% | 5.99% | 2.99% | -2.07% | -4.45% | -2.20% | 9.50% | 4.54% | 28.41% |
| 2022 | -5.51% | -3.26% | 2.15% | -8.67% | -0.04% | -8.55% | 8.80% | -4.88% | -9.36% | 6.44% | 8.20% | -5.98% | -20.81% |
| 2021 | -0.97% | 2.53% | 3.37% | 4.97% | 1.11% | 1.74% | 1.96% | 2.72% | -4.53% | 5.93% | -1.37% | -2.04% | 15.98% |
| 2020 | -0.64% | -7.68% | -12.11% | 11.08% | 5.20% | 3.00% | 4.70% | 6.93% | -3.73% | -3.55% | 11.79% | 1.85% | 14.86% |
| 2019 | 8.19% | 2.99% | 1.34% | 3.58% | -6.28% | 6.55% | 0.54% | -2.04% | 1.67% | 2.82% | 3.01% | -0.86% | 22.82% |
| 2018 | 6.02% | -3.72% | -2.05% | 0.61% | 1.52% | -0.13% | 3.16% | 2.14% | 0.53% | -7.98% | 0.89% | -10.60% | -10.33% |
| 2017 | 2.87% | 3.21% | 1.53% | 1.96% | 2.32% | 0.15% | 2.80% | 0.69% | 1.94% | 2.89% | 2.16% | 1.04% | 26.22% |
| 2016 | -5.67% | -0.95% | 6.44% | 0.32% | 1.17% | -0.97% | 4.26% | 0.00% | 0.59% | -2.06% | 1.79% | 1.53% | 6.10% |
| 2015 | -1.67% | 5.85% | -1.50% | 1.83% | 1.21% | -2.29% | 1.97% | -6.31% | -3.31% | 7.94% | -0.25% | -1.74% | 0.89% |
| 2014 | -3.57% | 5.25% | -0.02% | 0.76% | 2.39% | 1.50% | -1.34% | 3.18% | -2.25% | 1.48% | 2.44% | -1.53% | 8.24% |
Expense Ratio
401k has an expense ratio of 0.21%, 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 401k is 38, 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 | |
|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 0.66 | 1.06 | 1.14 | 0.86 | 2.48 |
JPGSX JPMorgan U.S. GARP Equity Fund | 0.37 | 0.74 | 1.11 | 0.39 | 1.14 |
FXAIX Fidelity 500 Index Fund | 0.73 | 1.22 | 1.18 | 0.83 | 3.22 |
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Dividends
Dividend yield
401k provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.39% | 1.72% | 2.89% | 8.56% | 4.37% | 5.98% | 5.74% | 1.60% | 1.96% | 1.80% | 2.23% |
| Portfolio components: | ||||||||||||
FSPSX Fidelity International Index Fund | 2.51% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% |
JPGSX JPMorgan U.S. GARP Equity Fund | 5.64% | 5.65% | 0.92% | 4.30% | 21.34% | 9.65% | 12.78% | 12.35% | 0.62% | 0.89% | 0.05% | 0.52% |
FXAIX Fidelity 500 Index Fund | 1.54% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
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 401k. 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 401k was 32.55%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.55% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
| -31.26% | Nov 19, 2021 | 225 | Oct 12, 2022 | 331 | Feb 7, 2024 | 556 |
| -21.65% | Sep 24, 2018 | 64 | Dec 24, 2018 | 216 | Nov 1, 2019 | 280 |
| -17.27% | Dec 9, 2024 | 82 | Apr 8, 2025 | 27 | May 16, 2025 | 109 |
| -16.84% | May 22, 2015 | 183 | Feb 11, 2016 | 208 | Dec 7, 2016 | 391 |
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 3 assets, with an effective number of assets of 3.00, 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 | FSPSX | JPGSX | FXAIX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 0.95 | 1.00 | 0.96 |
| FSPSX | 0.76 | 1.00 | 0.70 | 0.76 | 0.87 |
| JPGSX | 0.95 | 0.70 | 1.00 | 0.95 | 0.95 |
| FXAIX | 1.00 | 0.76 | 0.95 | 1.00 | 0.97 |
| Portfolio | 0.96 | 0.87 | 0.95 | 0.97 | 1.00 |