Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | Large Cap Growth Equities | 20% |
FCPVX Fidelity Small Cap Value Fund | Small Cap Value Equities | 10% |
FGRIX Fidelity Growth & Income Portfolio | Large Cap Value Equities | 10% |
FMCSX Fidelity Mid-Cap Stock Fund | Mid Cap Blend Equities | 10% |
FSELX Fidelity Select Semiconductors Portfolio | Technology Equities | 15% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GPT Diversified 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.
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The earliest data available for this chart is May 4, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Apr 4, 2026, the GPT Diversified 1 returned 0.00% Year-To-Date and 17.68% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio GPT Diversified 1 | 0.17% | -2.30% | 0.00% | 2.84% | 48.90% | 23.73% | 14.83% | 17.68% |
| Portfolio components: | ||||||||
FXAIX Fidelity 500 Index Fund | 0.12% | -3.52% | -3.53% | -1.39% | 31.33% | 18.49% | 11.97% | 14.21% |
FBGRX Fidelity Blue Chip Growth Fund | 0.09% | -3.27% | -5.69% | -2.54% | 45.71% | 27.18% | 12.08% | 19.29% |
FSELX Fidelity Select Semiconductors Portfolio | 0.27% | 1.58% | 10.34% | 15.28% | 141.81% | 48.26% | 32.36% | 32.84% |
FMCSX Fidelity Mid-Cap Stock Fund | 0.24% | -0.98% | 6.18% | 9.27% | 38.31% | 14.14% | 9.32% | 12.24% |
FCPVX Fidelity Small Cap Value Fund | 0.34% | -3.02% | 2.65% | 3.61% | 29.58% | 11.90% | 6.77% | 9.92% |
FGRIX Fidelity Growth & Income Portfolio | 0.04% | -2.84% | -0.25% | 2.93% | 35.20% | 18.31% | 13.24% | 13.89% |
Monthly Returns
Based on dividend-adjusted daily data since May 5, 2011, GPT Diversified 1's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, your investment would double in approximately 4.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GPT Diversified 1 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.33% | 0.34% | -4.78% | 1.30% | 0.00% | ||||||||
| 2025 | 2.39% | -3.10% | -7.23% | 0.21% | 8.43% | 7.57% | 3.00% | 1.98% | 4.62% | 2.96% | -0.09% | 0.71% | 22.48% |
| 2024 | 1.73% | 7.37% | 3.99% | -4.16% | 6.01% | 3.07% | 1.01% | 1.53% | 1.55% | -0.56% | 6.21% | -1.53% | 28.83% |
| 2023 | 10.07% | -0.59% | 3.46% | -0.59% | 3.51% | 7.35% | 4.42% | -2.26% | -5.22% | -4.18% | 10.13% | 6.61% | 36.07% |
| 2022 | -6.87% | -1.58% | 2.50% | -10.57% | 0.82% | -10.82% | 11.72% | -4.64% | -9.87% | 7.21% | 7.53% | -7.08% | -22.30% |
| 2021 | 0.42% | 5.07% | 3.45% | 4.52% | 1.28% | 2.77% | 0.71% | 3.39% | -3.86% | 6.91% | 1.17% | 3.32% | 32.83% |
Benchmark Metrics
GPT Diversified 1 has an annualized alpha of 3.02%, beta of 1.10, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since May 05, 2011.
- This portfolio captured 119.40% of S&P 500 Index gains and 100.80% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.10 and R² of 0.96, 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
- 3.02%
- Beta
- 1.10
- R²
- 0.96
- Upside Capture
- 119.40%
- Downside Capture
- 100.80%
Expense Ratio
GPT Diversified 1 has an expense ratio of 0.51%, 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.
Return for Risk
Risk / Return Rank
GPT Diversified 1 ranks 68 for risk / return — better than 68% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.88 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.37 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.39 | +0.99 |
Martin ratioReturn relative to average drawdown | 11.25 | 6.43 | +4.82 |
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 | 47 | 0.96 | 1.47 | 1.22 | 1.51 | 7.11 |
FBGRX Fidelity Blue Chip Growth Fund | 60 | 1.10 | 1.69 | 1.24 | 2.07 | 8.05 |
FSELX Fidelity Select Semiconductors Portfolio | 95 | 2.44 | 3.06 | 1.43 | 5.97 | 24.05 |
FMCSX Fidelity Mid-Cap Stock Fund | 60 | 1.16 | 1.70 | 1.24 | 1.90 | 8.45 |
FCPVX Fidelity Small Cap Value Fund | 27 | 0.71 | 1.15 | 1.15 | 1.21 | 4.43 |
FGRIX Fidelity Growth & Income Portfolio | 64 | 1.26 | 1.80 | 1.29 | 1.78 | 7.99 |
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Dividends
Dividend yield
GPT Diversified 1 provided a 4.34% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.34% | 4.61% | 5.01% | 2.95% | 3.19% | 5.90% | 4.14% | 3.26% | 12.07% | 4.88% | 3.98% | 7.07% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 0.89% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FBGRX Fidelity Blue Chip Growth Fund | 2.01% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
FSELX Fidelity Select Semiconductors Portfolio | 10.07% | 11.11% | 7.97% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.44% | 3.82% | 15.22% |
FMCSX Fidelity Mid-Cap Stock Fund | 1.73% | 1.83% | 8.94% | 2.60% | 5.44% | 12.80% | 6.72% | 6.63% | 18.48% | 6.66% | 8.25% | 14.18% |
FCPVX Fidelity Small Cap Value Fund | 9.89% | 10.15% | 6.13% | 5.20% | 5.92% | 7.95% | 0.46% | 3.49% | 36.44% | 3.64% | 7.12% | 11.09% |
FGRIX Fidelity Growth & Income Portfolio | 9.54% | 9.78% | 6.80% | 3.93% | 3.43% | 6.02% | 3.61% | 2.85% | 3.39% | 1.52% | 1.80% | 2.08% |
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 GPT Diversified 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 GPT Diversified 1 was 35.25%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current GPT Diversified 1 drawdown is 5.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -28.76% | Jan 4, 2022 | 197 | Oct 14, 2022 | 188 | Jul 18, 2023 | 385 |
| -23.36% | Jan 24, 2025 | 52 | Apr 8, 2025 | 53 | Jun 25, 2025 | 105 |
| -21.17% | May 11, 2011 | 101 | Oct 3, 2011 | 85 | Feb 3, 2012 | 186 |
| -21.16% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
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 6 assets, with an effective number of assets of 4.65, 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 | FSELX | FCPVX | FBGRX | FMCSX | FGRIX | FXAIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.78 | 0.81 | 0.91 | 0.87 | 0.93 | 1.00 | 0.97 |
| FSELX | 0.78 | 1.00 | 0.64 | 0.83 | 0.69 | 0.71 | 0.78 | 0.88 |
| FCPVX | 0.81 | 0.64 | 1.00 | 0.69 | 0.93 | 0.87 | 0.81 | 0.84 |
| FBGRX | 0.91 | 0.83 | 0.69 | 1.00 | 0.77 | 0.79 | 0.91 | 0.94 |
| FMCSX | 0.87 | 0.69 | 0.93 | 0.77 | 1.00 | 0.91 | 0.87 | 0.89 |
| FGRIX | 0.93 | 0.71 | 0.87 | 0.79 | 0.91 | 1.00 | 0.93 | 0.91 |
| FXAIX | 1.00 | 0.78 | 0.81 | 0.91 | 0.87 | 0.93 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.88 | 0.84 | 0.94 | 0.89 | 0.91 | 0.97 | 1.00 |