Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | High Yield Bonds | 50% |
FGLGX Fidelity Series Large Cap Stock Fund | Large Cap Blend Equities | 50% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 50/50 Stocks/Bonds, 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
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 11, 2012, corresponding to the inception date of FGLGX
Returns By Period
As of Sep 12, 2024, the 50/50 Stocks/Bonds returned 12.04% Year-To-Date and 8.55% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.44% | 3.92% | 7.53% | 24.48% | 13.10% | 10.86% |
| 50/50 Stocks/Bonds | 12.04% | 1.11% | 5.81% | 17.42% | 11.10% | 8.56% |
| Portfolio components: | ||||||
FFRHX Fidelity Floating Rate High Income Fund | 5.83% | 0.83% | 3.17% | 8.42% | 5.22% | 4.38% |
FGLGX Fidelity Series Large Cap Stock Fund | 18.35% | 1.39% | 8.36% | 26.69% | 16.74% | 12.44% |
Monthly Returns
The table below presents the monthly returns of 50/50 Stocks/Bonds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.39% | 3.07% | 2.60% | -0.38% | 2.72% | 0.76% | 1.44% | 1.00% | 12.04% | ||||
| 2023 | 5.54% | -0.88% | 0.62% | 1.36% | -0.55% | 4.28% | 2.91% | -0.55% | -1.59% | -1.38% | 4.85% | 2.93% | 18.60% |
| 2022 | 0.31% | -0.73% | 0.49% | -3.88% | 0.34% | -5.95% | 4.91% | -0.21% | -5.94% | 6.49% | 3.93% | -2.82% | -3.85% |
| 2021 | 0.31% | 3.98% | 2.67% | 2.54% | 1.79% | 0.04% | -0.15% | 1.07% | -1.19% | 3.33% | -2.26% | 2.81% | 15.79% |
| 2020 | -1.24% | -5.25% | -13.19% | 6.95% | 3.94% | 1.47% | 4.06% | 3.76% | -1.90% | -1.24% | 9.19% | 3.35% | 8.15% |
| 2019 | 5.78% | 2.59% | 0.23% | 3.03% | -4.13% | 3.51% | 0.96% | -1.77% | 1.81% | 1.60% | 2.78% | 2.20% | 19.81% |
| 2018 | 3.02% | -2.74% | -1.41% | 1.13% | 0.77% | 0.33% | 2.79% | 1.12% | 0.60% | -2.91% | -0.33% | -6.29% | -4.23% |
| 2017 | 0.71% | 1.92% | -0.28% | 0.52% | 0.16% | 0.84% | 1.30% | -0.62% | 1.90% | 0.60% | 1.61% | 1.42% | 10.51% |
| 2016 | -3.72% | -0.33% | 4.82% | 2.12% | 1.25% | -0.98% | 3.13% | 1.31% | 0.55% | -0.06% | 2.91% | 1.51% | 12.93% |
| 2015 | -1.95% | 4.31% | -0.91% | 1.84% | 0.31% | -1.24% | 0.48% | -3.80% | -2.20% | 4.06% | -0.14% | -1.76% | -1.33% |
| 2014 | -1.98% | 2.08% | 0.95% | 0.28% | 1.37% | 1.42% | -0.74% | 1.54% | -0.92% | 1.18% | 1.14% | -0.92% | 5.43% |
| 2013 | 2.89% | 0.61% | 2.07% | 1.63% | 1.72% | -1.11% | 3.23% | -1.42% | 1.54% | 2.45% | 1.65% | 1.34% | 17.79% |
Expense Ratio
50/50 Stocks/Bonds features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 50/50 Stocks/Bonds is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
50/50 Stocks/Bonds
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 3.20 | 9.26 | 2.85 | 9.61 | 40.36 |
FGLGX Fidelity Series Large Cap Stock Fund | 2.12 | 2.86 | 1.38 | 2.67 | 12.27 |
Sharpe Ratio
The current 50/50 Stocks/Bonds Sharpe ratio is 2.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.
Compared to the broad market, where average Sharpe ratios range from 1.51 to 2.12, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.
Use the chart below to compare the Sharpe ratio of 50/50 Stocks/Bonds with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
50/50 Stocks/Bonds granted a 8.33% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 50/50 Stocks/Bonds | 8.33% | 6.76% | 5.80% | 6.24% | 6.14% | 5.93% | 8.50% | 4.64% | 2.81% | 5.25% | 4.39% | 3.55% |
| Portfolio components: | ||||||||||||
FFRHX Fidelity Floating Rate High Income Fund | 8.51% | 8.23% | 5.06% | 3.26% | 3.84% | 5.15% | 4.72% | 4.05% | 3.94% | 4.25% | 4.00% | 3.46% |
FGLGX Fidelity Series Large Cap Stock Fund | 8.15% | 5.29% | 6.55% | 9.22% | 8.44% | 6.72% | 12.29% | 5.23% | 1.69% | 6.26% | 4.77% | 3.64% |
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.
50/50 Stocks/Bonds
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the 50/50 Stocks/Bonds. 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 50/50 Stocks/Bonds was 29.37%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current 50/50 Stocks/Bonds drawdown is 1.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.37% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -12.63% | Jan 13, 2022 | 182 | Sep 30, 2022 | 89 | Feb 7, 2023 | 271 |
| -12.45% | May 22, 2015 | 183 | Feb 11, 2016 | 110 | Jul 20, 2016 | 293 |
| -12.16% | Sep 24, 2018 | 64 | Dec 24, 2018 | 79 | Apr 18, 2019 | 143 |
| -5.9% | Jan 29, 2018 | 39 | Mar 23, 2018 | 91 | Jul 31, 2018 | 130 |
Volatility
Volatility Chart
The current 50/50 Stocks/Bonds volatility is 2.08%, 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.
50/50 Stocks/Bonds
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.
| FFRHX | FGLGX | |
|---|---|---|
| FFRHX | 1.00 | 0.29 |
| FGLGX | 0.29 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 12, 2012
