Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FPADX Fidelity Emerging Markets Index Fund | Emerging Markets Diversified | 10% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 80% |
FXNAX Fidelity U.S. Bond Index Fund | Total Bond Market | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FXAIX-FPADX-FXNAX, 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 Sep 9, 2011, corresponding to the inception date of FPADX
Returns By Period
As of Apr 2, 2026, the FXAIX-FPADX-FXNAX returned -3.14% Year-To-Date and 12.33% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio FXAIX-FPADX-FXNAX | 2.66% | -3.83% | -3.14% | -1.06% | 16.80% | 16.64% | 9.90% | 12.33% |
| Portfolio components: | ||||||||
FXAIX Fidelity 500 Index Fund | 2.92% | -5.02% | -4.34% | -2.14% | 17.32% | 18.30% | 11.79% | 14.08% |
FPADX Fidelity Emerging Markets Index Fund | 3.21% | -8.18% | 3.44% | 7.16% | 32.67% | 15.83% | 3.78% | 7.85% |
FXNAX Fidelity U.S. Bond Index Fund | 0.19% | -1.60% | -0.26% | 0.47% | 3.69% | 3.52% | 0.10% | 1.54% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 12, 2011, FXAIX-FPADX-FXNAX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FXAIX-FPADX-FXNAX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.00% | 0.16% | -5.20% | -3.14% | |||||||||
| 2025 | 2.45% | -0.72% | -4.37% | -0.47% | 5.36% | 4.89% | 1.90% | 1.96% | 3.72% | 2.33% | 0.04% | 0.29% | 18.37% |
| 2024 | 0.86% | 4.60% | 2.92% | -3.52% | 4.27% | 3.30% | 1.28% | 2.16% | 2.44% | -1.37% | 4.57% | -2.17% | 20.69% |
| 2023 | 6.20% | -2.88% | 3.50% | 1.24% | 0.04% | 5.66% | 3.17% | -1.98% | -4.35% | -2.20% | 8.50% | 4.40% | 22.42% |
| 2022 | -4.37% | -2.96% | 2.35% | -7.92% | 0.34% | -7.33% | 7.54% | -3.62% | -8.95% | 6.04% | 6.39% | -4.99% | -17.75% |
| 2021 | -0.58% | 2.10% | 3.29% | 4.52% | 0.73% | 2.07% | 1.33% | 2.64% | -4.21% | 5.68% | -0.90% | 3.76% | 21.99% |
Benchmark Metrics
FXAIX-FPADX-FXNAX has an annualized alpha of 1.32%, beta of 0.87, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since September 12, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.35%) than losses (89.29%) — typical of diversified or defensive assets.
- With beta of 0.87 and R² of 0.99, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.32%
- Beta
- 0.87
- R²
- 0.99
- Upside Capture
- 91.35%
- Downside Capture
- 89.29%
Expense Ratio
FXAIX-FPADX-FXNAX has an expense ratio of 0.03%, 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.
Return for Risk
Risk / Return Rank
FXAIX-FPADX-FXNAX ranks 42 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.92 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.41 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.41 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.98 | 6.61 | +1.37 |
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 |
FPADX Fidelity Emerging Markets Index Fund | 88 | 1.88 | 2.47 | 1.36 | 2.47 | 9.85 |
FXNAX Fidelity U.S. Bond Index Fund | 46 | 0.93 | 1.33 | 1.16 | 1.66 | 4.68 |
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Dividends
Dividend yield
FXAIX-FPADX-FXNAX provided a 1.49% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.49% | 1.48% | 1.61% | 1.74% | 1.78% | 1.37% | 1.72% | 2.17% | 2.67% | 1.85% | 2.46% | 2.76% |
| 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% |
FPADX Fidelity Emerging Markets Index Fund | 2.28% | 2.35% | 2.70% | 2.68% | 2.47% | 2.14% | 1.50% | 2.59% | 2.20% | 0.12% | 1.69% | 2.47% |
FXNAX Fidelity U.S. Bond Index Fund | 3.34% | 3.58% | 3.40% | 3.15% | 1.81% | 1.74% | 2.92% | 2.68% | 2.74% | 2.57% | 2.76% | 2.52% |
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 FXAIX-FPADX-FXNAX. 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 FXAIX-FPADX-FXNAX was 30.32%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current FXAIX-FPADX-FXNAX drawdown is 5.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -23.93% | Jan 4, 2022 | 197 | Oct 14, 2022 | 300 | Dec 26, 2023 | 497 |
| -16.36% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -16.27% | Feb 20, 2025 | 34 | Apr 8, 2025 | 45 | Jun 12, 2025 | 79 |
| -13.19% | May 22, 2015 | 183 | Feb 11, 2016 | 81 | Jun 8, 2016 | 264 |
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 1.52, 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
| Benchmark | FXNAX | FPADX | FXAIX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.13 | 0.65 | 1.00 | 0.99 |
| FXNAX | -0.13 | 1.00 | -0.07 | -0.13 | -0.09 |
| FPADX | 0.65 | -0.07 | 1.00 | 0.65 | 0.72 |
| FXAIX | 1.00 | -0.13 | 0.65 | 1.00 | 0.99 |
| Portfolio | 0.99 | -0.09 | 0.72 | 0.99 | 1.00 |