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ETF Fidelity
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 25%FLDR 5%IVV 42.6%IDEV 15.1%IEMG 5.9%IJH 3.7%IJR 2.7%BondBondEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

25%

FLDR
Fidelity Low Duration Bond Factor ETF
Corporate Bonds

5%

IDEV
iShares Core MSCI International Developed Markets ETF
Foreign Large Cap Equities

15.10%

IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities

5.90%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

3.70%

IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities

2.70%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

42.60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF Fidelity, 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 Quarterly


30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
49.40%
78.52%
ETF Fidelity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 14, 2018, corresponding to the inception date of FLDR

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
ETF Fidelity1.31%-3.76%13.58%11.57%7.46%N/A
IEMG
iShares Core MSCI Emerging Markets ETF
-1.09%-2.53%10.73%6.53%1.45%2.62%
IDEV
iShares Core MSCI International Developed Markets ETF
0.74%-4.07%15.77%6.42%5.82%N/A
IJR
iShares Core S&P Small-Cap ETF
-4.36%-4.22%15.79%10.17%6.87%8.10%
IJH
iShares Core S&P Mid-Cap ETF
2.35%-5.07%19.43%15.31%9.24%9.24%
IVV
iShares Core S&P 500 ETF
4.50%-5.04%18.44%22.01%12.97%12.25%
AGG
iShares Core U.S. Aggregate Bond ETF
-3.04%-2.20%5.52%-0.55%-0.07%1.25%
FLDR
Fidelity Low Duration Bond Factor ETF
1.42%0.05%3.60%5.77%2.35%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.14%2.81%2.67%
2023-3.76%-2.39%7.37%4.69%

Expense Ratio

The ETF Fidelity has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


ETF Fidelity
Sharpe ratio
The chart of Sharpe ratio for ETF Fidelity, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.001.28
Sortino ratio
The chart of Sortino ratio for ETF Fidelity, currently valued at 1.93, compared to the broader market-2.000.002.004.006.001.93
Omega ratio
The chart of Omega ratio for ETF Fidelity, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for ETF Fidelity, currently valued at 0.89, compared to the broader market0.002.004.006.008.000.89
Martin ratio
The chart of Martin ratio for ETF Fidelity, currently valued at 4.07, compared to the broader market0.0010.0020.0030.0040.004.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IEMG
iShares Core MSCI Emerging Markets ETF
0.370.631.070.181.05
IDEV
iShares Core MSCI International Developed Markets ETF
0.550.871.100.431.69
IJR
iShares Core S&P Small-Cap ETF
0.490.871.100.381.54
IJH
iShares Core S&P Mid-Cap ETF
0.921.411.160.843.03
IVV
iShares Core S&P 500 ETF
1.822.651.321.577.61
AGG
iShares Core U.S. Aggregate Bond ETF
-0.04-0.001.00-0.01-0.09
FLDR
Fidelity Low Duration Bond Factor ETF
5.019.272.1920.6275.43

Sharpe Ratio

The current ETF Fidelity Sharpe ratio is 1.28. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.28

The Sharpe ratio of ETF Fidelity lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.28
1.66
ETF Fidelity
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Fidelity granted a 2.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF Fidelity2.44%2.38%2.08%1.71%1.76%2.42%2.49%1.77%1.68%1.82%1.59%1.52%
IEMG
iShares Core MSCI Emerging Markets ETF
2.92%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
IDEV
iShares Core MSCI International Developed Markets ETF
3.04%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%0.00%0.00%0.00%
IJR
iShares Core S&P Small-Cap ETF
1.38%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IJH
iShares Core S&P Mid-Cap ETF
1.38%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
IVV
iShares Core S&P 500 ETF
1.39%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
AGG
iShares Core U.S. Aggregate Bond ETF
3.40%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
FLDR
Fidelity Low Duration Bond Factor ETF
5.48%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.17%
-5.46%
ETF Fidelity
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Fidelity. 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 ETF Fidelity was 24.95%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current ETF Fidelity drawdown is 4.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.95%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-21.53%Jan 5, 2022196Oct 14, 2022322Jan 29, 2024518
-12.62%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-5.96%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.17%Mar 28, 202416Apr 19, 2024

Volatility

Volatility Chart

The current ETF Fidelity volatility is 2.21%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.21%
3.15%
ETF Fidelity
Benchmark (^GSPC)
Portfolio components

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.

FLDRAGGIEMGIJRIVVIDEVIJH
FLDR1.000.460.02-0.000.000.03-0.01
AGG0.461.000.060.010.060.090.03
IEMG0.020.061.000.600.690.790.64
IJR-0.000.010.601.000.800.740.96
IVV0.000.060.690.801.000.820.87
IDEV0.030.090.790.740.821.000.79
IJH-0.010.030.640.960.870.791.00