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Roth IRA Option 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roth IRA Option 1, 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.


280.00%300.00%320.00%340.00%360.00%380.00%400.00%420.00%December2025FebruaryMarchAprilMay
340.58%
376.49%
Roth IRA Option 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSPSX

Returns By Period

As of May 9, 2025, the Roth IRA Option 1 returned -4.08% Year-To-Date and 8.37% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Roth IRA Option 1-4.08%14.18%-8.22%4.23%14.00%8.37%
FBGRX
Fidelity Blue Chip Growth Fund
-10.08%17.63%-9.40%1.40%12.67%11.57%
FSHOX
Fidelity Select Construction & Housing Portfolio
-3.75%13.26%-12.64%0.40%18.03%7.84%
FDLSX
Fidelity Select Leisure Portfolio
-6.38%8.95%-12.91%3.15%10.04%3.95%
FSPSX
Fidelity International Index Fund
13.04%16.65%8.10%11.14%11.87%5.62%
*Annualized

Monthly Returns

The table below presents the monthly returns of Roth IRA Option 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.40%-1.68%-7.50%-0.47%2.48%-4.08%
20240.69%7.07%3.72%-5.05%3.87%2.12%1.04%2.38%2.30%-1.13%6.72%-5.98%18.22%
202311.16%-1.73%3.25%2.07%0.10%8.43%4.41%-2.73%-6.04%-3.72%10.55%7.38%36.26%
2022-8.47%-3.82%0.30%-8.85%-2.44%-10.91%11.78%-3.68%-8.90%6.95%7.69%-6.26%-25.93%
2021-0.44%5.02%3.80%3.34%0.00%1.57%1.60%2.68%-5.07%6.13%-0.71%-1.02%17.67%
20201.13%-7.71%-17.36%12.94%8.42%3.63%5.88%10.78%-3.26%-2.87%13.73%3.72%27.26%
20198.63%3.68%2.39%3.93%-6.06%7.12%1.61%-0.14%-1.50%1.85%3.12%0.27%26.93%
20185.43%-5.01%-1.13%-1.61%2.52%0.35%1.37%2.64%-0.93%-9.41%2.28%-11.66%-15.45%
20172.89%2.84%2.80%2.60%3.00%-0.35%1.29%0.99%1.25%3.36%3.10%-3.08%22.54%
2016-6.71%-0.62%6.74%-1.04%1.72%-1.63%5.41%-0.46%-0.69%-2.87%3.26%-0.72%1.69%
2015-0.15%6.22%0.12%-0.95%1.59%-0.82%3.38%-5.71%-2.94%5.78%0.55%-2.68%3.79%
2014-2.81%6.68%-1.81%-1.69%2.29%2.76%-2.79%4.77%-2.27%2.50%3.38%-3.09%7.54%

Expense Ratio

Roth IRA Option 1 has an expense ratio of 0.66%, placing it in the medium range. 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 Roth IRA Option 1 is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Roth IRA Option 1 is 1212
Overall Rank
The Sharpe Ratio Rank of Roth IRA Option 1 is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA Option 1 is 1111
Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA Option 1 is 1111
Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA Option 1 is 1313
Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA Option 1 is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FBGRX
Fidelity Blue Chip Growth Fund
0.050.241.030.030.10
FSHOX
Fidelity Select Construction & Housing Portfolio
0.020.131.01-0.02-0.05
FDLSX
Fidelity Select Leisure Portfolio
0.150.351.050.130.37
FSPSX
Fidelity International Index Fund
0.671.021.140.822.38

The current Roth IRA Option 1 Sharpe ratio is 0.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Roth IRA Option 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.21
0.48
Roth IRA Option 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA Option 1 provided a 0.77% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.77%0.88%0.72%0.69%0.61%0.60%0.90%1.06%0.71%0.97%3.43%4.94%
FBGRX
Fidelity Blue Chip Growth Fund
0.26%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%
FSHOX
Fidelity Select Construction & Housing Portfolio
0.74%0.71%0.82%0.80%0.49%0.84%0.96%1.16%0.47%0.77%2.07%4.92%
FDLSX
Fidelity Select Leisure Portfolio
0.42%0.53%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%
FSPSX
Fidelity International Index Fund
2.56%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.56%
-7.82%
Roth IRA Option 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Roth IRA Option 1. 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 Roth IRA Option 1 was 38.31%, occurring on Mar 18, 2020. Recovery took 98 trading sessions.

The current Roth IRA Option 1 drawdown is 11.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.31%Feb 20, 202020Mar 18, 202098Aug 6, 2020118
-35.43%Nov 19, 2021227Oct 14, 2022331Feb 9, 2024558
-25.84%Jan 29, 2018229Dec 24, 2018234Nov 27, 2019463
-22.55%Dec 9, 202482Apr 8, 2025
-18.97%Aug 6, 2015131Feb 11, 2016240Jan 25, 2017371

Volatility

Volatility Chart

The current Roth IRA Option 1 volatility is 10.99%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.99%
11.21%
Roth IRA Option 1
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 3.70, 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.

^GSPCFSPSXFSHOXFDLSXFBGRXPortfolio
^GSPC1.000.760.780.780.890.92
FSPSX0.761.000.640.650.680.78
FSHOX0.780.641.000.710.680.86
FDLSX0.780.650.711.000.740.88
FBGRX0.890.680.680.741.000.92
Portfolio0.920.780.860.880.921.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2011