Fidelity Brokerage

The chart shows the growth of an initial investment of $10,000 in Fidelity Brokerage, 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.

Based on dividend-adjusted daily data since May 26, 2021, Fidelity Brokerage's average daily return is +0.10%, while the average monthly return is +2.08%. At this rate, an investment would double in approximately 2.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2024 with a return of +16.3%, while the worst month was Sep 2022 at -7.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Fidelity Brokerage closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -7.0%.

Fidelity Brokerage has an annualized alpha of 16.44%, beta of 0.84, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

• This portfolio captured 109.10% of S&P 500 Index gains but only 44.86% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 16.44% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Fidelity Brokerage has an expense ratio of 0.00%, 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.

Fidelity Brokerage ranks 58 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for Fidelity Brokerage and compares them with S&P 500 Index.

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.

Fidelity Brokerage Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.21
• 5-Year: 1.40
• All Time: 1.46

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 1.64 to 2.53, 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 Fidelity Brokerage compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fidelity Brokerage provided a 3.42% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Fidelity Brokerage. 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 Brokerage was 19.08%, occurring on Sep 26, 2022. Recovery took 165 trading sessions.

The current Fidelity Brokerage drawdown is 3.81%.

The chart below shows the rolling one-month volatility.