conservative 20/80
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in conservative 20/80, 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.
The earliest data available for this chart is Oct 10, 2017, corresponding to the inception date of FUAMX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| conservative 20/80 | -1.98% | -2.13% | -3.70% | 4.06% | 4.13% | N/A |
| Portfolio components: | ||||||
FCBFX Fidelity Corporate Bond Fund | 0.15% | -1.37% | -1.20% | 4.99% | -0.04% | 2.09% |
FTHRX Fidelity Intermediate Bond Fund | 1.46% | -0.10% | 0.99% | 5.89% | 0.39% | 1.58% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 2.91% | 0.37% | 0.92% | 6.44% | -2.20% | N/A |
FBNDX Fidelity Investment Grade Bond Fund | 1.19% | -0.84% | -0.17% | 5.28% | -0.74% | 1.47% |
FTBFX Fidelity Total Bond Fund | 0.70% | -1.26% | -0.39% | 5.32% | 0.10% | 1.77% |
FXNAX Fidelity U.S. Bond Index Fund | 1.17% | -0.68% | -0.18% | 5.24% | -1.26% | 1.11% |
FIVFX Fidelity International Capital Appreciation Fund | 0.25% | -4.43% | -8.09% | 0.37% | 7.04% | 5.35% |
FIVLX Fidelity International Value Fund | 10.24% | -4.89% | 2.35% | 10.06% | 15.23% | 5.06% |
FXAIX Fidelity 500 Index Fund | -8.06% | -4.37% | -7.45% | 6.57% | 15.19% | 11.81% |
FCNTX Fidelity Contrafund Fund | -7.37% | -4.37% | -9.89% | 3.40% | 14.97% | 12.30% |
FMILX Fidelity New Millennium Fund | -8.84% | -3.67% | -10.94% | 1.29% | 14.31% | 4.18% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of conservative 20/80, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.09% | 0.29% | -2.40% | -1.91% | -1.98% | ||||||||
| 2024 | 1.11% | 2.12% | 1.59% | -2.66% | 3.02% | 1.47% | 1.33% | 1.70% | 1.47% | -1.58% | 2.41% | -2.50% | 9.69% |
| 2023 | 4.32% | -2.13% | 2.62% | 0.84% | -0.20% | 2.13% | 1.24% | -0.90% | -2.74% | -1.31% | 5.50% | 2.76% | 12.42% |
| 2022 | -3.13% | -1.67% | -0.31% | -5.15% | 0.49% | -4.13% | 4.10% | -2.76% | -5.14% | 2.06% | 4.20% | -2.45% | -13.56% |
| 2021 | -0.69% | 0.30% | 0.37% | 2.10% | 0.75% | 0.96% | 1.21% | 1.05% | -2.23% | 2.05% | -0.59% | 0.28% | 5.63% |
| 2020 | 1.08% | -1.33% | -4.85% | 4.29% | 2.11% | 1.52% | 2.55% | 1.60% | -1.05% | -1.70% | 4.11% | 0.83% | 9.13% |
| 2019 | 3.01% | 0.85% | 1.61% | 1.24% | -0.65% | 2.64% | 0.23% | 0.82% | -0.03% | 0.90% | 0.92% | 0.47% | 12.64% |
| 2018 | 1.38% | -1.75% | -0.39% | -0.12% | 0.84% | -0.04% | 0.97% | 0.97% | -0.20% | -3.05% | 0.61% | -2.64% | -3.50% |
| 2017 | 0.42% | 0.53% | -0.16% | 0.78% |
Expense Ratio
conservative 20/80 has an expense ratio of 0.29%, 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
With an overall rank of 78, conservative 20/80 is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FCBFX Fidelity Corporate Bond Fund | 0.96 | 1.43 | 1.17 | 0.43 | 2.77 |
FTHRX Fidelity Intermediate Bond Fund | 1.74 | 2.77 | 1.35 | 0.82 | 5.41 |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 1.26 | 1.91 | 1.23 | 0.41 | 2.67 |
FBNDX Fidelity Investment Grade Bond Fund | 1.07 | 1.60 | 1.19 | 0.44 | 2.70 |
FTBFX Fidelity Total Bond Fund | 1.14 | 1.71 | 1.20 | 0.58 | 3.19 |
FXNAX Fidelity U.S. Bond Index Fund | 1.13 | 1.70 | 1.20 | 0.43 | 2.69 |
FIVFX Fidelity International Capital Appreciation Fund | 0.08 | 0.25 | 1.03 | 0.08 | 0.29 |
FIVLX Fidelity International Value Fund | 0.62 | 0.93 | 1.13 | 0.75 | 2.33 |
FXAIX Fidelity 500 Index Fund | 0.45 | 0.75 | 1.12 | 0.44 | 2.12 |
FCNTX Fidelity Contrafund Fund | 0.36 | 0.64 | 1.09 | 0.39 | 1.48 |
FMILX Fidelity New Millennium Fund | 0.15 | 0.35 | 1.05 | 0.14 | 0.55 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
conservative 20/80 provided a 2.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.05% | 2.14% | 1.80% | 2.36% | 1.91% | 1.81% | 1.95% | 2.33% | 1.60% | 1.36% | 1.55% | 2.79% |
| Portfolio components: | ||||||||||||
FCBFX Fidelity Corporate Bond Fund | 4.06% | 3.94% | 3.74% | 3.37% | 2.53% | 2.58% | 3.29% | 3.64% | 3.17% | 3.26% | 3.32% | 3.07% |
FTHRX Fidelity Intermediate Bond Fund | 3.21% | 3.49% | 2.94% | 2.04% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.60% | 3.59% | 2.19% | 1.64% | 1.34% | 1.60% | 2.17% | 2.23% | 0.49% | 0.00% | 0.00% | 0.00% |
FBNDX Fidelity Investment Grade Bond Fund | 3.60% | 3.99% | 3.56% | 2.67% | 1.53% | 1.88% | 2.77% | 2.84% | 2.17% | 2.50% | 2.90% | 2.59% |
FTBFX Fidelity Total Bond Fund | 4.15% | 4.51% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% |
FXNAX Fidelity U.S. Bond Index Fund | 3.15% | 3.40% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% |
FIVFX Fidelity International Capital Appreciation Fund | 0.78% | 0.78% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% |
FIVLX Fidelity International Value Fund | 2.63% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.19% | 3.33% | 1.50% | 2.57% | 1.44% | 3.94% |
FXAIX Fidelity 500 Index Fund | 1.06% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
FCNTX Fidelity Contrafund Fund | 0.07% | 0.08% | 0.48% | 13.65% | 10.80% | 8.01% | 4.16% | 9.14% | 5.54% | 0.30% | 0.31% | 7.55% |
FMILX Fidelity New Millennium Fund | 0.22% | 0.20% | 0.30% | 1.63% | 2.04% | 1.59% | 0.97% | 1.25% | 0.90% | 1.18% | 1.03% | 9.39% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the conservative 20/80. 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 conservative 20/80 was 18.35%, occurring on Oct 14, 2022. Recovery took 368 trading sessions.
The current conservative 20/80 drawdown is 3.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.35% | Nov 10, 2021 | 245 | Oct 14, 2022 | 368 | Mar 7, 2024 | 613 |
| -12.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 8, 2020 | 78 |
| -8.36% | Dec 6, 2024 | 88 | Apr 8, 2025 | — | — | — |
| -6.17% | Jan 29, 2018 | 238 | Dec 24, 2018 | 70 | Apr 1, 2019 | 308 |
| -3.63% | Sep 3, 2020 | 42 | Oct 30, 2020 | 17 | Nov 24, 2020 | 59 |
Volatility
Volatility Chart
The current conservative 20/80 volatility is 5.62%, 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.
Diversification
Asset Correlations Table
| USD=X | FIVLX | FCNTX | FMILX | FXAIX | FIVFX | FTHRX | FBNDX | FCBFX | FXNAX | FTBFX | FUAMX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| FIVLX | 0.00 | 1.00 | 0.64 | 0.78 | 0.73 | 0.80 | -0.03 | 0.01 | 0.04 | -0.04 | 0.04 | -0.10 |
| FCNTX | 0.00 | 0.64 | 1.00 | 0.78 | 0.92 | 0.79 | -0.03 | 0.02 | 0.05 | -0.01 | 0.05 | -0.08 |
| FMILX | 0.00 | 0.78 | 0.78 | 1.00 | 0.89 | 0.73 | -0.07 | -0.03 | -0.00 | -0.07 | 0.00 | -0.14 |
| FXAIX | 0.00 | 0.73 | 0.92 | 0.89 | 1.00 | 0.80 | -0.03 | 0.02 | 0.05 | -0.02 | 0.05 | -0.10 |
| FIVFX | 0.00 | 0.80 | 0.79 | 0.73 | 0.80 | 1.00 | 0.06 | 0.11 | 0.14 | 0.07 | 0.14 | 0.00 |
| FTHRX | 0.00 | -0.03 | -0.03 | -0.07 | -0.03 | 0.06 | 1.00 | 0.91 | 0.89 | 0.92 | 0.91 | 0.92 |
| FBNDX | 0.00 | 0.01 | 0.02 | -0.03 | 0.02 | 0.11 | 0.91 | 1.00 | 0.95 | 0.96 | 0.96 | 0.91 |
| FCBFX | 0.00 | 0.04 | 0.05 | -0.00 | 0.05 | 0.14 | 0.89 | 0.95 | 1.00 | 0.95 | 0.96 | 0.87 |
| FXNAX | 0.00 | -0.04 | -0.01 | -0.07 | -0.02 | 0.07 | 0.92 | 0.96 | 0.95 | 1.00 | 0.96 | 0.94 |
| FTBFX | 0.00 | 0.04 | 0.05 | 0.00 | 0.05 | 0.14 | 0.91 | 0.96 | 0.96 | 0.96 | 1.00 | 0.90 |
| FUAMX | 0.00 | -0.10 | -0.08 | -0.14 | -0.10 | 0.00 | 0.92 | 0.91 | 0.87 | 0.94 | 0.90 | 1.00 |