2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG

Asset Allocation

Position	Category/Sector	Target Weight
CCRV iShares Commodity Curve Carry Strategy ETF	Commodities	2.50%
CLF.TO iShares 1-5 Year Laddered Government Bond Index ETF	Canadian Government Bonds	14.60%
FCNVX Fidelity Conservative Income Bond Institutional Class	Total Bond Market	5%
FFRHX Fidelity Floating Rate High Income Fund	High Yield Bonds	3.70%
FSAHX Fidelity Short Duration High Income Fund	High Yield Bonds	1.90%
FSPSX Fidelity International Index Fund	Foreign Large Cap Equities	10%
FSRNX Fidelity Real Estate Index Fund	REIT	2.80%
FTHRX Fidelity Intermediate Bond Fund	Total Bond Market	1.90%
FXAIX Fidelity 500 Index Fund	S&P 500	43.50%
SPAXX Fidelity Government Money Market Fund	Money Market	6.90%
WCPNX Weitz Core Plus Income Fund	Intermediate Core-Plus Bond	7.20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG, 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 Every 3 months.

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The earliest data available for this chart is May 25, 2021, corresponding to the inception date of SPAXX

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-4.45%	-3.95%	-2.02%	16.73%	16.96%	10.34%	12.24%
Portfolio 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG	0.01%	-3.47%	-1.86%	-0.03%	11.58%	11.46%	—	—
Portfolio components:
FXAIX Fidelity 500 Index Fund	2.92%	-5.02%	-4.34%	-2.14%	17.32%	18.30%	11.79%	14.08%
FSPSX Fidelity International Index Fund	2.95%	-6.35%	0.95%	5.01%	22.97%	14.61%	8.36%	8.97%
FFRHX Fidelity Floating Rate High Income Fund	0.11%	0.34%	-0.50%	0.77%	4.77%	7.08%	5.20%	4.99%
FSRNX Fidelity Real Estate Index Fund	1.49%	-6.70%	0.93%	-1.62%	1.35%	6.26%	2.69%	3.28%
CCRV iShares Commodity Curve Carry Strategy ETF	—	—	—	—	—	—	—	—
FCNVX Fidelity Conservative Income Bond Institutional Class	0.00%	-0.10%	0.52%	1.54%	3.88%	5.02%	3.41%	2.51%
FSAHX Fidelity Short Duration High Income Fund	0.57%	-1.00%	-0.12%	1.30%	6.83%	7.73%	4.08%	4.67%
WCPNX Weitz Core Plus Income Fund	0.21%	-1.73%	-0.47%	0.53%	3.69%	5.02%	1.92%	3.40%
FTHRX Fidelity Intermediate Bond Fund	0.10%	-1.25%	-0.39%	0.46%	3.79%	4.26%	1.11%	2.08%
CLF.TO iShares 1-5 Year Laddered Government Bond Index ETF	0.08%	-2.23%	-0.98%	0.66%	4.67%	2.71%	-0.40%	1.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 26, 2021, 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Sep 2022 at -6.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Apr 4, 2025 at -3.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.46%	0.51%	-3.77%	0.01%									-1.86%
2025	1.96%	0.12%	-2.26%	0.51%	3.38%	3.02%	0.60%	1.79%	1.95%	1.11%	0.42%	0.53%	13.81%
2024	0.45%	2.48%	2.17%	-2.71%	3.24%	1.60%	1.35%	2.12%	1.51%	-1.64%	2.86%	-1.93%	11.90%
2023	4.81%	-2.19%	2.37%	1.10%	-0.68%	4.04%	2.13%	-1.40%	-2.81%	-1.72%	6.19%	3.81%	16.25%
2022	-3.05%	-1.58%	1.69%	-5.20%	0.44%	-5.54%	5.36%	-3.39%	-6.71%	4.56%	4.85%	-3.13%	-12.00%
2021					0.31%	0.68%	1.30%	1.44%	-2.62%	3.84%	-1.38%	3.16%	6.77%

Benchmark Metrics

2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG has an annualized alpha of 0.75%, beta of 0.57, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

This portfolio participated in 66.37% of S&P 500 Index downside but only 58.50% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.75%

Beta: 0.57

R²: 0.95

Upside Capture: 58.50%

Downside Capture: 66.37%

Expense Ratio

2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG has an expense ratio of 0.17%, 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.

WCPNX

Weitz Core Plus Income Fund

FSAHX

Fidelity Short Duration High Income Fund

FFRHX

Fidelity Floating Rate High Income Fund

FTHRX

Fidelity Intermediate Bond Fund

CCRV

iShares Commodity Curve Carry Strategy ETF

FCNVX

Fidelity Conservative Income Bond Institutional Class

CLF.TO

iShares 1-5 Year Laddered Government Bond Index ETF

FSRNX

Fidelity Real Estate Index Fund

FSPSX

Fidelity International Index Fund

FXAIX

Fidelity 500 Index Fund

Return for Risk

Risk / Return Rank

2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.15	0.92	+0.23
Sortino ratio Return per unit of downside risk	1.70	1.41	+0.29
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	3.38	1.41	+1.97
Martin ratio Return relative to average drawdown	16.43	6.61	+9.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FXAIX Fidelity 500 Index Fund	60	0.97	1.49	1.23	1.52	7.30
FSPSX Fidelity International Index Fund	76	1.39	1.90	1.28	1.94	7.43
FFRHX Fidelity Floating Rate High Income Fund	82	1.42	2.01	1.47	1.79	8.65
FSRNX Fidelity Real Estate Index Fund	7	0.09	0.24	1.03	0.19	0.75
CCRV iShares Commodity Curve Carry Strategy ETF	—	—	—	—	—	—
FCNVX Fidelity Conservative Income Bond Institutional Class	100	3.18	14.52	6.34	21.58	84.59
FSAHX Fidelity Short Duration High Income Fund	94	2.13	3.19	1.52	2.85	13.11
WCPNX Weitz Core Plus Income Fund	47	0.97	1.35	1.17	1.69	4.77
FTHRX Fidelity Intermediate Bond Fund	74	1.31	1.96	1.24	2.10	7.38
CLF.TO iShares 1-5 Year Laddered Government Bond Index ETF	43	0.86	1.34	1.16	1.62	4.42

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.15
All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG provided a 2.42% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.42%	2.55%	2.64%	2.60%	2.73%	2.20%	2.08%	2.57%	2.56%	2.11%	2.58%	2.49%
Portfolio components:
FXAIX Fidelity 500 Index Fund	1.16%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
FSPSX Fidelity International Index Fund	3.12%	3.15%	3.27%	2.79%	2.66%	3.07%	1.84%	3.18%	2.79%	2.50%	3.08%	2.79%
FFRHX Fidelity Floating Rate High Income Fund	6.75%	7.41%	6.94%	8.24%	3.81%	2.74%	3.84%	5.15%	4.74%	4.05%	4.44%	3.69%
FSRNX Fidelity Real Estate Index Fund	2.75%	2.77%	2.86%	2.84%	2.66%	1.25%	3.33%	4.52%	3.62%	2.27%	3.40%	2.57%
CCRV iShares Commodity Curve Carry Strategy ETF	0.00%	0.00%	4.43%	7.26%	33.27%	26.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FCNVX Fidelity Conservative Income Bond Institutional Class	3.91%	4.41%	5.17%	4.97%	1.24%	0.24%	0.99%	2.45%	2.21%	1.30%	1.01%	0.48%
FSAHX Fidelity Short Duration High Income Fund	6.92%	7.36%	6.53%	5.97%	3.26%	2.85%	3.19%	4.22%	4.52%	4.11%	4.73%	4.40%
WCPNX Weitz Core Plus Income Fund	4.48%	5.26%	6.15%	4.92%	3.04%	2.51%	5.07%	2.95%	2.55%	2.41%	3.72%	1.96%
FTHRX Fidelity Intermediate Bond Fund	3.34%	3.59%	3.49%	2.94%	1.55%	1.53%	4.16%	2.49%	2.48%	2.20%	2.63%	2.13%
CLF.TO iShares 1-5 Year Laddered Government Bond Index ETF	2.24%	2.22%	2.22%	2.23%	2.10%	1.98%	2.81%	3.93%	2.67%	2.91%	3.12%	3.29%

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 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG. 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 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG was 17.56%, occurring on Oct 14, 2022. Recovery took 298 trading sessions.

The current 2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG drawdown is 3.99%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.56%	Jan 4, 2022	201	Oct 14, 2022	298	Dec 13, 2023	499
-9.92%	Feb 19, 2025	35	Apr 8, 2025	27	May 16, 2025	62
-5.57%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-4.36%	Jul 17, 2024	14	Aug 5, 2024	10	Aug 19, 2024	24
-3.52%	Apr 1, 2024	15	Apr 19, 2024	18	May 15, 2024	33

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 11 assets, with an effective number of assets of 4.23, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	SPAXX	CCRV	FCNVX	FFRHX	FTHRX	WCPNX	CLF.TO	FSRNX	FSPSX	FXAIX	FSAHX	Portfolio
Benchmark	1.00	0.00	0.17	0.01	0.33	0.09	0.14	0.42	0.61	0.74	1.00	0.52	0.97
SPAXX	0.00	1.00	-0.06	0.34	0.23	0.17	0.17	0.03	0.04	-0.01	0.00	0.20	0.03
CCRV	0.17	-0.06	1.00	-0.08	0.18	-0.09	-0.09	0.26	0.08	0.22	0.17	0.11	0.23
FCNVX	0.01	0.34	-0.08	1.00	0.26	0.39	0.34	0.15	0.07	0.00	0.02	0.33	0.07
FFRHX	0.33	0.23	0.18	0.26	1.00	0.12	0.14	0.20	0.26	0.33	0.34	0.54	0.38
FTHRX	0.09	0.17	-0.09	0.39	0.12	1.00	0.92	0.43	0.27	0.19	0.09	0.42	0.20
WCPNX	0.14	0.17	-0.09	0.34	0.14	0.92	1.00	0.42	0.32	0.22	0.14	0.44	0.25
CLF.TO	0.42	0.03	0.26	0.15	0.20	0.43	0.42	1.00	0.43	0.59	0.41	0.42	0.57
FSRNX	0.61	0.04	0.08	0.07	0.26	0.27	0.32	0.43	1.00	0.56	0.61	0.44	0.67
FSPSX	0.74	-0.01	0.22	0.00	0.33	0.19	0.22	0.59	0.56	1.00	0.73	0.53	0.84
FXAIX	1.00	0.00	0.17	0.02	0.34	0.09	0.14	0.41	0.61	0.73	1.00	0.52	0.97
FSAHX	0.52	0.20	0.11	0.33	0.54	0.42	0.44	0.42	0.44	0.53	0.52	1.00	0.59
Portfolio	0.97	0.03	0.23	0.07	0.38	0.20	0.25	0.57	0.67	0.84	0.97	0.59	1.00

The correlation results are calculated based on daily price changes starting from May 26, 2021

2025.07 Rollover IRA with Gov't Ladder holding place of CD's and VIG

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table