Asset Allocation
Find the right asset allocation for fidelity etf
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in fidelity etf, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio fidelity etf | 1.15% | 2.61% | 9.38% | 9.90% | 22.04% | 15.36% | 8.71% | — |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.09% | 1.18% | 0.61% | 0.92% | 4.96% | 4.06% | 0.18% | 1.56% |
FLDR Fidelity Low Duration Bond Factor ETF | 0.00% | 0.47% | 1.58% | 1.88% | 4.76% | 5.30% | 3.72% | — |
IDEV iShares Core MSCI International Developed Markets ETF | 0.61% | 3.51% | 10.26% | 11.09% | 24.33% | 16.84% | 8.76% | — |
IEMG iShares Core MSCI Emerging Markets ETF | 3.05% | 7.04% | 26.58% | 29.75% | 49.25% | 22.05% | 8.16% | 10.66% |
IJH iShares Core S&P Mid-Cap ETF | 0.41% | 5.72% | 15.95% | 14.70% | 28.44% | 15.56% | 8.70% | 11.59% |
IJR iShares Core S&P Small-Cap ETF | 0.11% | 7.39% | 19.86% | 16.97% | 37.16% | 15.09% | 6.35% | 11.21% |
IVV iShares Core S&P 500 ETF | 1.78% | 2.15% | 11.02% | 11.54% | 28.01% | 21.26% | 13.94% | 15.70% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 14, 2018, fidelity etf's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.5%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, fidelity etf closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.2%, while the worst single day was Mar 12, 2020 at -8.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.16% | 1.38% | -4.65% | 6.83% | 3.36% | 0.32% | 9.38% | ||||||
| 2025 | 2.25% | 0.15% | -2.60% | 0.22% | 3.86% | 3.77% | 0.81% | 2.38% | 2.64% | 1.51% | 0.47% | 0.50% | 17.01% |
| 2024 | 0.17% | 2.81% | 2.64% | -3.17% | 3.75% | 1.57% | 2.09% | 1.96% | 1.88% | -2.07% | 3.40% | -2.46% | 12.98% |
| 2023 | 5.99% | -2.78% | 2.63% | 1.17% | -0.94% | 4.23% | 2.51% | -2.01% | -3.75% | -2.35% | 7.38% | 4.63% | 17.18% |
| 2022 | -3.78% | -2.17% | 0.83% | -6.59% | 0.69% | -6.17% | 6.04% | -3.72% | -7.71% | 4.58% | 6.45% | -3.54% | -15.24% |
| 2021 | -0.37% | 1.72% | 2.30% | 3.22% | 1.07% | 1.11% | 1.08% | 1.69% | -3.17% | 3.88% | -1.32% | 2.92% | 14.83% |
Benchmark Metrics
fidelity etf has an annualized alpha of 0.80%, beta of 0.66, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since June 14, 2018.
- This portfolio participated in 74.33% of S&P 500 Index downside but only 67.00% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.80%
- Beta
- 0.66
- R²
- 0.95
- Upside Capture
- 67.00%
- Downside Capture
- 74.33%
Expense Ratio
fidelity etf has an expense ratio of 0.04%, 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
fidelity etf ranks 53 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
The table below presents risk-adjusted performance metrics for fidelity etf and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.28 | 2.14 | +0.15 |
| Sortino ratioReturn per unit of downside risk | 3.20 | 2.89 | +0.31 |
| Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 2.91 | +0.20 |
| Martin ratioReturn relative to average drawdown | 13.59 | 13.08 | +0.51 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 40 | 1.32 | 1.96 | 1.23 | 1.80 | 5.30 |
FLDR Fidelity Low Duration Bond Factor ETF | 98 | 5.93 | 10.04 | 2.75 | 10.24 | 69.94 |
IDEV iShares Core MSCI International Developed Markets ETF | 52 | 1.63 | 2.31 | 1.29 | 2.18 | 8.52 |
IEMG iShares Core MSCI Emerging Markets ETF | 80 | 2.33 | 3.00 | 1.44 | 3.75 | 13.77 |
IJH iShares Core S&P Mid-Cap ETF | 64 | 1.81 | 2.61 | 1.32 | 3.24 | 11.83 |
IJR iShares Core S&P Small-Cap ETF | 77 | 2.12 | 3.03 | 1.36 | 4.30 | 14.44 |
IVV iShares Core S&P 500 ETF | 78 | 2.28 | 3.07 | 1.42 | 3.17 | 14.28 |
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Dividends
Dividend yield
fidelity etf provided a 2.74% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 2.47% | 2.55% | 2.38% | 2.08% | 1.71% | 1.76% | 2.37% | 2.44% | 1.78% | 1.70% | 1.85% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.97% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
FLDR Fidelity Low Duration Bond Factor ETF | 4.42% | 4.66% | 5.50% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% | 0.00% | 0.00% | 0.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 4.63% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.97% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
IJH iShares Core S&P Mid-Cap ETF | 1.42% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
IJR iShares Core S&P Small-Cap ETF | 1.42% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
IVV iShares Core S&P 500 ETF | 1.33% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
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 fidelity etf. 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 fidelity etf was 24.86%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current fidelity etf drawdown is 1.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.86%Mar 2020 | 1mo 2d | 4mo 14d | 5mo 16dFeb 2020 - Aug 2020 |
Bear market2022 | -21.57%Oct 2022 | 9mo 20d | 1y 3mo | 2y 1moDec 2021 - Jan 2024 |
Rate-hike selloffLate 2018 | -12.60%Dec 2018 | 3mo 4d | 3mo 8d | 6mo 12dSep 2018 - Apr 2019 |
2025 selloff2025 | -11.75%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
2026 pullback2026 | -7.10%Mar 2026 | 1mo 2d | 16d | 1mo 18dFeb 2026 - Apr 2026 |
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 7 assets, with an effective number of assets of 3.54, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.13 | 1.16 | 1.16 | 1.15 |
The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
fidelity etf correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2018 | 0.97 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while FLDR has the lowest at 0.03.
Asset Correlations Table
Find what fidelity etf is missing
See which holdings overlap, where fidelity etf is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification