Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Analysis Results (Mar 2018 - Dec 2020)

Portfolio Allocations

Vanguard Conservative
Ticker Name Allocation
VFIJX Vanguard GNMA Adm 7.00%
VFISX Vanguard Short-Term Treasury Inv 11.00%
VBILX Vanguard Interm-Term Bond Index Adm 12.00%
VWIAX Vanguard Wellesley Income Admiral 15.00%
VWELX Vanguard Wellington Inv 10.00%
VGSTX Vanguard STAR Inv 3.00%
VGWAX Vanguard Global Wellington Admiral 5.00%
IAU iShares Gold Trust 5.00%
VTABX Vanguard Total Intl Bd Idx Admiral 5.00%
PRSNX T. Rowe Price Global Multi-Sector Bd Inv 5.00%
VEMBX Vanguard Emerging Markets Bond Investor 4.00%
VMNVX Vanguard Global Minimum Volatility Admr 5.00%
VEMAX Vanguard Emerging Mkts Stock Idx Adm 4.00%
VPGDX Vanguard Managed Allocation Investor 9.00%
Save portfolio »
Fidelity Conservative
Ticker Name Allocation
IAU iShares Gold Trust 5.00%
FUMBX Fidelity Shrt-Term Trs Bd Index 5.00%
FTHRX Fidelity Intermediate Bond 5.00%
FIKFX Fidelity Freedom Index Income Investor 15.00%
FXNAX Fidelity US Bond Index 5.00%
FGOVX Fidelity Government Income 10.00%
FMSDX Fidelity Multi-Asset Income 10.00%
FWRLX Fidelity Select Wireless 5.00%
FDEGX Fidelity Growth Strategies 5.00%
FGBFX Fidelity Global Credit 5.00%
FEMSX Fidelity Series Emerging Markets Opps 5.00%
FIGFX Fidelity International Growth 5.00%
FPE First Trust Preferred Sec&Inc ETF 5.00%
FIREX Fidelity Intl Real Estate 5.00%
FRIFX Fidelity Real Estate Income 5.00%
FIPDX Fidelity Inflation-Prot Bd Index 5.00%
Save portfolio »
Fidelity Moderate
Ticker Name Allocation
IAU iShares Gold Trust 6.00%
FUMBX Fidelity Shrt-Term Trs Bd Index 10.00%
FIKFX Fidelity Freedom Index Income Investor 6.00%
FMSDX Fidelity Multi-Asset Income 4.00%
FIGFX Fidelity International Growth 5.00%
FIREX Fidelity Intl Real Estate 4.00%
FRIFX Fidelity Real Estate Income 6.00%
DODIX Dodge&Cox Income I 20.00%
JXI iShares Global Utilities ETF 8.00%
FSDIX Fidelity Strategic Dividend&Income 4.00%
FDGRX Fidelity Growth Company 5.00%
BGAFX Baron Global Advantage Retail 7.00%
FPHAX Fidelity Select Pharmaceuticals Port 6.00%
FEMKX Fidelity Emerging Markets 5.00%
ICLN iShares Global Clean Energy ETF 4.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioMarket Correlation
Vanguard Conservative$10,000$12,272 7.49% 6.61%14.23%-1.22%-7.77% 0.901.400.91
Fidelity Conservative$10,000$12,896 9.39% 7.64%17.27%-2.47%-8.25% 1.011.660.91
Fidelity Moderate$10,000$14,812 14.87% 10.33%24.67%-2.26%-10.49% 1.252.150.93
SPDR S&P 500 ETF Trust$10,000$14,564 14.19% 18.81%31.22%-6.24%-19.43% 0.721.101.00
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized Return
3 MonthYear To Date1 yearFull
Vanguard Conservative5.00%8.76%8.76%7.49%
Fidelity Conservative6.36%12.75%12.75%9.39%
Fidelity Moderate10.55%24.67%24.67%14.87%
SPDR S&P 500 ETF Trust12.12%18.37%18.37%14.19%
Trailing returns are as of last full calendar month ending December 2020
Notes on results:
  • IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
  • Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
  • Hypothetical returns do not reflect trading costs, transaction fees, commissions, or actual taxes due on investment returns.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • Refer to the related documentation sections for more details on terms and definitions, methodology, and data sources.
  • Portfolio model information represents a blended portfolio consisting of the model's underlying positions and assigned weights provided by the user and rebalanced at the specified schedule. The results were constructed using net of fee mutual fund performance. Portfolio Visualizer does not provide preferential treatment to any specific security or investment.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • Market capitalization refers to the total value of all a company's shares of stock. It is calculated by multiplying the price of a stock by its total number of outstanding shares. Large cap refers to a company with a market capitalization value of more than $10 billion, mid cap refers to a company with a market capitalization value between $2 and $10 billion, and small cap refers to a company with a market capitalization value below $2 billion. For funds and portfolios the equity market capitalization is calculated based on the long position of the equity holdings.
  • Credit quality measures the ability of a bond issuer to repay a bond's interest and principal in a timely manner. Ratings agencies research the financial health of each bond issuer and assign ratings to the bonds being offered. Lower-rated bonds generally offer higher yields to compensate investors for the additional risk. AAA is the highest possible rating that may be assigned to an issuer's bonds by any of the major credit rating agencies. Bonds rated AAA to AA are known as high-grade bonds, bonds rated A to BBB are known as medium-grade bonds, and bonds rated BB to C are known as non-investment grade bonds. An issuer will receive a rating of D if it is already in default on some of its debt. For funds and portfolios the fixed income credit quality break-down is calculated based on the long position of the fixed income holdings.
  • A fixed income maturity date refers to the specific date on which the investor's principal will be repaid. Duration measures a bond's or fixed income portfolio's price sensitivity to interest rate changes. If a bond has a duration of 5 years, and interest rates increase by 1%, the bond's price will decline by approximately 5%. Conversely, if a bond has a duration of 5 years and interest rates fall by 1%, the bond's price will increase by approximately 5%. A fixed income portfolio's duration is computed as the weighted average of individual bond durations held in the portfolio.
  • Compound annualized growth rate (CAGR) is the annualized geometric mean return of the portfolio. It is calculated from the portfolio start and end balance and is thus impacted by any cashflows.
  • The time-weighted rate of return (TWRR) is a measure of the compound rate of growth in a portfolio. This is calculated from the holding period returns (e.g. monthly returns), and TWRR will thus not be impacted by cashflows. If there are no external cashflows, TWRR will equal CAGR.
  • The money-weighted rate of return (MWRR) is the internal rate of return (IRR) taking into account cashflows. This is the discount rate at which the present value of cash inflows equals the present value of cash outflows.
  • Total return is the combined return in income and capital appreciation from investment in an asset. Yield measures the current cash income received from investment in an asset. Bonds provide yield in the form of interest payments and stocks through dividends.
  • Standard deviation (Stdev) is used to measure the dispersion of returns around the mean and is often used as a measure of risk. A higher standard deviation implies greater the dispersion of data points around the mean.
  • Sharpe Ratio is a measure of risk-adjusted performance of the portfolio, and it is calculated by dividing the mean monthly excess return of the portfolio over the risk-free rate by the standard deviation of excess return, and the displayed value is annualized.
  • Sortino Ratio is a measure of risk-adjusted return which is a modification of the Sharpe Ratio. While the latter is the ratio of average returns in excess of a risk-free rate divided by the standard deviation of those excess returns, the Sortino Ratio has the same denominator divided by the standard deviation of returns below the risk-free rate.
  • Treynor Ratio is a measure of risk-adjusted performance of the portfolio. It is similar to the Sharpe Ratio, but it uses portfolio beta (systematic risk) as the risk metric in the denominator.
  • Calmar Ratio is a measure of risk-adjusted performance of the portfolio. It is calculated as the annualized return over the past 36 months divided by the maximum drawdown over the past 36 months based on monthly returns.
  • Risk-free returns are calculated based on the Federal Reserve 3-Month Treasury Bill (secondary market) rates.
  • Downside deviation measures the downside volatility of the portfolio returns unlike standard deviation, which includes both upside and downside deviations. Downside deviation is calculated based on negative returns that hurt the portfolio performance.
  • Correlation measures to what degree the returns of the two assets move in relation to each other. Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much. Asset correlations are calculated based on monthly returns.
  • Skewness is a measure of the asymmetry of the probability distribution or returns from a normal Gaussian distribution shape about its mean. Negative skewness is associated with the left (typically negative returns) tail of the distribution extending further than the right tail; and positive skewness is associated with the right (typically positive returns) tail of the distribution extending further than the left tail.
  • Excess kurtosis is a measure of whether a data distribution is peaked or flat relative to a normal distribution. Distributions with high kurtosis tend to have a distinct peak near the mean, decline rather rapidly, and have heavy or fat tails.
  • A drawdown refers to the decline in value of a single investment or an investment portfolio from a relative peak value to a relative trough. A maximum drawdown (Max Drawdown) is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. Drawdown values are calculated based on monthly returns.
  • Value at Risk (VaR) measures the scale of loss at a given confidence level. If the 5% VaR is -3% the portfolio return is expected to be greater than -3% 95% of the time and less than -3% 5% of the time. Value at Risk can be calculated directly based on historical returns based on a given percentile or analytically based on the mean and standard deviation of the returns.
  • Conditional Value at Risk (CVaR) measures the scale of the expected loss once the specific Value at Risk (VaR) breakpoint has been breached, i.e., it calculates the average tail loss by taking a weighted average between the value at risk and losses exceeding the value at risk.
  • Beta is a measure of systematic risk and measures the volatility of a particular investment relative to the market or its benchmark. Alpha measures the active return of the investment compared to the market benchmark return. R-squared is the percentage of a portfolio's movements that can be explained by movements in the selected benchmark index.
  • Active return is the investment return minus the return of its benchmark. For periods longer than 12 months this is displayed as annualized value, i.e., annualized investment return minus annualized benchmark return.
  • Tracking error, also known as active risk, is the standard deviation of active return. This is displayed as annualized value based on the standard deviation of monthly active returns.
  • Information ratio is the active return divided by the tracking error. It measures whether the investment outperformed its benchmark consistently.
  • Gain/Loss ratio is a measure of downside risk, and it is calculated as the average positive return in up periods divided by the average negative return in down periods.
  • Upside Capture Ratio measures how well the fund performed relative to the benchmark when the market was up, and Downside Capture Ratio measures how well the fund performed relative to the benchmark when the market was down. An upside capture ratio greater than 100 would indicate that the fund outperformed its benchmark when the market was up, and a downside capture ratio below 100 would indicate that the fund lost less than its benchmark when the market was down. To calculate upside capture ratio a new series from the portfolio returns is constructed by dropping all time periods where the benchmark return is less than equal to zero. The up capture is then the quotient of the annualized return of the resulting manager series, divided by the annualized return of the resulting benchmark series. The downside capture ratio is calculated analogously.
  • All risk measures for the portfolio and portfolio assets are calculated based on monthly returns.
  • Gross expense ratio reflects the total annual operating expenses paid by each fund. Net expense ratio reflects what investors were charged after waivers, reductions, and reimbursements.
  • Price to earnings (P/E) ratio of a stock is calculated by dividing the current price of the stock by its trailing 12 months' earnings per share. For funds the price to earnings ratio is computed as the weighted average of fund holdings.
  • The annual results for 2018 are based on monthly returns from March to December.
  • The results assume no rebalancing of portfolio assets per parameterization. See the allocation drift section for details.
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationVanguard ConservativeFidelity ConservativeFidelity ModerateSPDR S&P 500 ETF TrustVanguard GNMA Adm (VFIJX)Vanguard Short-Term Treasury Inv (VFISX)Vanguard Interm-Term Bond Index Adm (VBILX)Vanguard Wellesley Income Admiral (VWIAX)Vanguard Wellington Inv (VWELX)Vanguard STAR Inv (VGSTX)Vanguard Global Wellington Admiral (VGWAX)iShares Gold Trust (IAU)Vanguard Total Intl Bd Idx Admiral (VTABX)T. Rowe Price Global Multi-Sector Bd Inv (PRSNX)Vanguard Emerging Markets Bond Investor (VEMBX)Vanguard Global Minimum Volatility Admr (VMNVX)Vanguard Emerging Mkts Stock Idx Adm (VEMAX)Vanguard Managed Allocation Investor (VPGDX)Fidelity Shrt-Term Trs Bd Index (FUMBX)Fidelity Intermediate Bond (FTHRX)Fidelity Freedom Index Income Investor (FIKFX)Fidelity US Bond Index (FXNAX)Fidelity Government Income (FGOVX)Fidelity Multi-Asset Income (FMSDX)Fidelity Select Wireless (FWRLX)Fidelity Growth Strategies (FDEGX)Fidelity Global Credit (FGBFX)Fidelity Series Emerging Markets Opps (FEMSX)Fidelity International Growth (FIGFX)First Trust Preferred Sec&Inc ETF (FPE)Fidelity Intl Real Estate (FIREX)Fidelity Real Estate Income (FRIFX)Fidelity Inflation-Prot Bd Index (FIPDX)Dodge&Cox Income I (DODIX)iShares Global Utilities ETF (JXI)Fidelity Strategic Dividend&Income (FSDIX)Fidelity Growth Company (FDGRX)Baron Global Advantage Retail (BGAFX)Fidelity Select Pharmaceuticals Port (FPHAX)Fidelity Emerging Markets (FEMKX)iShares Global Clean Energy ETF (ICLN)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
20180.90%-1.22%$9,878-2.47%$9,753-2.26%$9,774-6.24%$9,3762.74%1.89%2.36%-0.32%-2.64%-6.00%-4.45%-2.92%3.08%0.68%-0.25%-0.25%-17.33%-5.75%2.22%1.91%-0.17%2.15%2.59%-1.26%-7.76%-9.91%-1.21%-19.07%-11.83%-4.45%-4.84%3.69%0.53%0.79%8.37%-2.25%-11.55%-10.91%4.35%-19.25%-9.41%
20192.29%14.23%$11,28317.27%$11,43821.56%$11,88131.22%$12,3035.93%3.59%10.18%16.47%22.51%22.21%22.15%17.98%7.88%10.37%17.71%22.66%20.31%15.64%4.19%7.19%10.59%8.48%6.41%23.14%40.14%36.59%14.64%28.85%33.96%18.14%27.92%17.91%8.31%9.73%23.92%22.49%38.42%45.07%31.63%33.65%44.35%
20201.36%8.76%$12,27212.75%$12,89624.67%$14,81218.37%$14,5643.83%3.96%9.80%8.54%10.60%21.43%7.51%25.03%4.54%8.15%14.98%-3.94%15.24%6.89%4.40%7.21%8.54%7.80%6.79%16.55%33.09%29.41%8.36%24.72%16.95%5.97%5.70%-1.08%10.90%9.45%5.18%11.25%67.51%79.01%11.07%32.54%141.80%
Annual return for 2018 is from 03/01/2018 to 12/31/2018
Monthly returns for the configured portfolios
YearMonthVanguard ConservativeFidelity ConservativeFidelity ModerateSPDR S&P 500 ETF TrustVanguard GNMA Adm (VFIJX)Vanguard Short-Term Treasury Inv (VFISX)Vanguard Interm-Term Bond Index Adm (VBILX)Vanguard Wellesley Income Admiral (VWIAX)Vanguard Wellington Inv (VWELX)Vanguard STAR Inv (VGSTX)Vanguard Global Wellington Admiral (VGWAX)iShares Gold Trust (IAU)Vanguard Total Intl Bd Idx Admiral (VTABX)T. Rowe Price Global Multi-Sector Bd Inv (PRSNX)Vanguard Emerging Markets Bond Investor (VEMBX)Vanguard Global Minimum Volatility Admr (VMNVX)Vanguard Emerging Mkts Stock Idx Adm (VEMAX)Vanguard Managed Allocation Investor (VPGDX)Fidelity Shrt-Term Trs Bd Index (FUMBX)Fidelity Intermediate Bond (FTHRX)Fidelity Freedom Index Income Investor (FIKFX)Fidelity US Bond Index (FXNAX)Fidelity Government Income (FGOVX)Fidelity Multi-Asset Income (FMSDX)Fidelity Select Wireless (FWRLX)Fidelity Growth Strategies (FDEGX)Fidelity Global Credit (FGBFX)Fidelity Series Emerging Markets Opps (FEMSX)Fidelity International Growth (FIGFX)First Trust Preferred Sec&Inc ETF (FPE)Fidelity Intl Real Estate (FIREX)Fidelity Real Estate Income (FRIFX)Fidelity Inflation-Prot Bd Index (FIPDX)Dodge&Cox Income I (DODIX)iShares Global Utilities ETF (JXI)Fidelity Strategic Dividend&Income (FSDIX)Fidelity Growth Company (FDGRX)Baron Global Advantage Retail (BGAFX)Fidelity Select Pharmaceuticals Port (FPHAX)Fidelity Emerging Markets (FEMKX)iShares Global Clean Energy ETF (ICLN)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
20183-0.02%$9,998-0.12%$9,9880.42%$10,042-2.74%$9,7260.64%0.29%0.51%-0.27%-1.10%-0.89%-0.73%0.55%1.07%0.38%0.22%0.71%-1.23%-0.48%0.32%0.30%0.03%0.58%0.67%-1.06%-2.92%-1.04%-0.11%-1.31%-0.58%-0.87%1.31%1.18%0.96%0.20%4.94%-0.87%-2.51%-0.99%1.22%-0.84%1.71%
20184-0.30%$9,968-0.43%$9,945-0.03%$10,0400.52%$9,776-0.43%-0.30%-0.94%-0.49%0.29%-0.07%0.68%-0.86%-0.11%-0.34%-0.64%0.86%-2.03%0.20%-0.36%-0.46%-0.20%-0.84%-0.73%-0.09%-1.27%-1.48%-0.31%-2.83%-0.66%0.21%2.15%0.26%-0.08%-0.44%2.00%0.26%0.05%-0.50%-1.54%-1.97%3.47%
201850.22%$9,9890.41%$9,9860.62%$10,1022.43%$10,0140.74%0.36%0.70%0.67%0.61%1.23%-0.55%-1.27%0.04%-0.71%-0.50%1.44%-2.83%0.31%0.43%0.49%0.64%0.67%0.77%1.79%0.61%3.38%-0.22%-3.29%0.37%-1.33%-0.84%1.89%0.33%0.22%-2.44%1.77%5.53%4.53%1.66%-1.64%-1.42%
20186-0.39%$9,951-0.23%$9,963-0.32%$10,0700.58%$10,0710.05%0.10%-0.04%0.16%-0.14%-0.10%-0.39%-3.53%0.46%-0.24%-1.06%1.27%-4.49%-0.86%0.03%0.02%-0.04%-0.04%0.07%0.31%0.10%-0.07%-0.34%-3.50%-0.29%0.47%-0.93%1.80%0.64%-0.11%2.03%1.27%0.18%1.49%0.69%-3.65%-8.85%
201871.28%$10,0780.68%$10,0311.13%$10,1843.70%$10,445-0.04%-0.10%0.06%2.06%3.37%2.12%3.46%-2.33%-0.05%0.67%2.81%2.48%3.19%1.45%-0.06%0.02%0.66%0.14%-0.33%0.76%3.56%3.11%0.89%1.66%1.55%1.19%0.86%0.75%-0.48%0.52%1.84%2.37%1.44%-0.86%7.55%1.21%4.35%
201880.17%$10,0960.59%$10,0900.78%$10,2643.19%$10,7780.45%0.37%0.79%0.56%1.13%1.17%-0.12%-2.04%0.09%-0.28%-1.83%1.58%-3.53%-0.05%0.43%0.59%0.78%0.50%0.68%1.67%4.02%2.15%0.22%-4.75%0.36%0.96%-0.76%1.58%0.64%0.22%-0.36%1.82%7.54%3.04%4.04%-2.90%-4.28%
20189-0.10%$10,085-0.42%$10,048-0.61%$10,2010.59%$10,842-0.54%-0.20%-0.67%-0.21%0.26%-0.18%0.71%-0.61%-0.27%0.01%2.07%0.07%-1.30%0.16%-0.35%-0.27%-0.41%-0.57%-0.82%-0.23%1.51%-0.53%-0.22%-0.26%-0.29%-0.53%-1.15%-0.73%-0.99%-0.11%-0.91%-0.51%-0.65%-2.49%1.03%-1.93%-1.38%
201810-2.14%$9,869-2.50%$9,797-3.51%$9,843-6.91%$10,093-0.64%0.10%-0.48%-2.28%-3.93%-5.71%-4.36%2.10%0.27%-0.59%-1.76%-4.86%-7.59%-4.18%0.15%-0.26%-1.88%-0.75%-0.52%-1.97%-4.37%-8.84%-1.04%-7.97%-8.91%-1.46%-5.47%-1.10%-1.41%-0.75%0.04%-3.43%-12.11%-10.39%-5.93%-9.69%-5.70%
2018111.17%$9,9840.73%$9,8681.76%$10,0161.85%$10,2800.86%0.38%0.62%1.65%2.02%1.30%1.67%0.34%0.46%0.39%-0.54%2.39%4.47%1.11%0.54%0.31%0.71%0.60%0.90%1.04%-2.04%2.55%-0.68%4.19%1.19%-1.58%2.24%1.28%0.45%0.00%3.74%2.07%-0.79%2.03%4.63%4.20%10.85%
201812-1.07%$9,878-1.17%$9,753-2.41%$9,774-8.79%$9,3761.65%0.88%1.82%-2.08%-4.88%-4.73%-4.64%4.95%1.09%1.40%1.10%-5.80%-2.94%-3.42%1.07%1.17%-0.42%1.87%1.92%-3.37%-6.73%-8.69%0.62%-2.36%-4.76%-1.55%-2.10%-3.17%0.49%1.05%-2.53%-6.63%-9.23%-6.39%-8.07%-3.36%-6.97%
201913.11%$10,1853.70%$10,1155.01%$10,2648.01%$10,1270.84%0.30%1.52%3.23%4.42%5.90%4.99%2.85%1.11%1.99%4.97%5.65%8.53%4.88%0.35%0.97%2.26%1.04%0.50%5.28%5.11%9.11%2.30%9.62%6.49%4.78%8.85%5.53%1.40%1.51%5.07%6.46%10.61%12.24%3.58%9.69%14.89%
201920.97%$10,2830.94%$10,2101.95%$10,4643.24%$10,455-0.03%-0.01%-0.04%1.52%2.45%2.31%2.18%-0.47%0.17%0.41%1.27%2.14%0.64%1.55%-0.05%0.20%0.47%-0.13%-0.21%1.59%3.36%4.78%0.79%0.67%3.91%1.39%0.09%0.76%-0.07%0.45%2.42%2.51%5.19%6.99%5.61%1.88%2.21%
201931.42%$10,4301.67%$10,3801.87%$10,6591.81%$10,6441.14%0.78%2.32%1.87%1.56%1.17%1.28%-1.59%1.78%1.18%2.23%2.17%1.92%0.99%0.94%1.44%1.52%2.01%1.80%0.83%3.58%1.77%2.34%2.26%2.03%1.38%3.51%1.96%1.91%1.70%2.29%1.97%2.74%5.01%1.47%3.46%0.62%
201940.96%$10,5291.31%$10,5160.97%$10,7624.09%$11,079-0.03%0.15%0.06%1.10%2.42%2.61%2.43%-0.73%0.09%0.54%0.24%1.94%2.10%1.58%0.16%0.21%0.72%-0.02%-0.20%3.01%5.95%4.23%0.67%2.48%4.57%1.45%-1.07%0.58%0.24%0.51%0.20%1.75%3.29%2.77%-3.79%3.48%4.10%
20195-0.58%$10,468-0.62%$10,451-1.21%$10,632-6.38%$10,3721.22%0.88%2.10%-0.63%-2.83%-3.90%-2.98%1.79%1.17%1.06%0.64%-1.47%-6.44%-3.11%1.03%1.33%-0.09%1.80%2.16%-2.75%-6.73%-4.00%1.20%-5.79%-4.51%-0.14%0.92%0.57%1.77%0.73%-1.02%-3.30%-7.38%-2.46%-3.09%-5.43%-1.67%
201962.95%$10,7763.16%$10,7814.13%$11,0716.96%$11,0940.74%0.48%1.53%3.15%4.39%5.07%4.46%7.91%1.65%1.55%3.43%3.68%5.42%3.52%0.64%1.03%2.03%1.17%0.76%4.55%6.13%7.58%1.94%6.71%7.02%1.89%3.31%1.77%0.74%1.52%3.77%4.23%6.99%6.52%8.75%6.77%7.31%
201970.48%$10,8290.55%$10,8410.32%$11,1061.51%$11,2620.34%-0.09%0.23%0.46%1.14%0.52%1.02%0.15%1.36%0.67%1.32%1.23%-1.13%-0.04%-0.12%0.12%0.21%0.31%-0.01%1.42%2.89%2.67%1.18%-1.62%-0.28%1.62%-1.36%1.21%0.33%0.50%-0.82%0.87%1.68%2.29%-1.42%-0.47%0.85%
201981.26%$10,9651.37%$10,9891.18%$11,237-1.67%$11,0731.09%0.92%2.88%1.68%0.38%-0.56%0.45%7.69%2.07%1.97%-0.52%0.66%-3.78%-0.51%1.12%1.67%1.26%2.60%2.77%0.54%0.10%-1.25%2.62%-3.09%-0.55%0.50%1.54%1.36%2.32%1.65%3.86%0.07%-1.30%-2.46%0.72%-2.09%1.30%
201990.29%$10,9960.07%$10,9960.11%$11,2501.95%$11,2890.03%-0.22%-0.70%0.63%1.63%0.90%1.66%-3.16%-0.47%-0.69%0.44%1.48%1.34%1.29%-0.22%-0.32%0.09%-0.62%-0.58%0.26%2.20%-1.37%-0.20%2.09%1.18%0.94%1.29%1.48%-1.13%-0.07%3.79%1.17%-1.68%-3.73%0.43%1.34%0.28%
2019100.86%$11,0911.56%$11,1681.64%$11,4342.21%$11,5390.31%0.25%0.39%0.64%1.42%1.96%1.29%2.55%-0.55%0.29%0.62%0.03%3.87%1.52%0.25%0.48%0.59%0.30%0.05%1.69%4.80%2.34%0.58%4.36%4.26%1.15%4.11%1.03%0.03%0.43%0.09%1.12%3.88%2.70%5.41%3.97%-2.20%
2019110.34%$11,1290.68%$11,2441.27%$11,5793.62%$11,9560.11%-0.05%-0.29%0.60%1.67%2.47%1.24%-3.32%-0.30%-0.12%-0.27%1.87%0.20%0.79%-0.04%-0.16%0.55%-0.04%-0.23%1.83%3.08%4.88%0.20%0.88%2.64%0.46%0.24%-0.39%0.13%0.14%-1.97%1.60%7.22%8.04%3.87%0.58%3.28%
2019121.39%$11,2831.72%$11,4382.61%$11,8812.90%$12,3030.03%0.14%-0.20%1.15%2.02%2.11%2.36%3.72%-0.43%1.09%2.18%1.40%6.96%2.37%0.06%0.03%0.55%-0.19%-0.49%2.97%4.44%1.60%0.18%8.17%3.40%1.44%3.88%0.84%0.40%0.28%4.27%2.28%2.95%1.09%7.11%7.14%7.48%
202010.82%$11,3760.92%$11,5431.78%$12,093-0.04%$12,2980.49%0.60%2.59%1.28%0.35%0.18%-0.96%4.62%1.98%0.92%1.49%1.03%-5.03%-1.04%0.91%1.65%1.01%2.08%2.18%-1.13%0.09%1.68%2.60%-4.70%-0.88%1.18%0.46%1.44%2.22%1.57%5.91%-0.45%2.76%6.10%-0.60%-3.35%3.15%
20202-1.80%$11,172-1.59%$11,359-2.22%$11,825-7.92%$11,3250.96%1.04%1.94%-2.45%-5.33%-3.80%-4.61%-0.66%0.68%-0.60%0.19%-7.49%-3.68%-4.29%1.18%1.25%-0.33%1.76%2.10%-3.42%-4.72%-5.74%0.91%-3.97%-6.02%-2.60%-6.12%-2.76%1.00%0.91%-7.36%-6.12%-4.42%-0.36%-6.30%-3.08%3.63%
20203-6.08%$10,492-6.76%$10,591-8.46%$10,825-12.46%$9,9131.52%1.01%-1.42%-6.29%-9.25%-9.75%-10.62%0.00%-2.46%-9.25%-11.79%-15.38%-17.52%-11.34%1.82%-2.54%-2.74%-0.20%2.41%-6.73%-8.79%-13.34%-9.55%-17.53%-11.52%-15.99%-15.00%-24.52%-1.31%-3.11%-12.10%-11.30%-10.25%-12.66%-3.36%-13.71%-23.96%
202044.47%$10,9615.24%$11,1456.81%$11,56212.70%$11,1720.56%0.22%2.18%5.71%7.98%8.75%6.61%6.90%1.54%4.26%3.50%7.61%9.27%5.77%0.03%2.27%3.04%1.66%0.63%6.83%10.71%13.35%5.67%9.12%7.84%9.90%5.75%8.82%2.47%2.97%2.86%9.18%18.37%14.16%12.05%9.38%12.67%
202052.18%$11,1992.56%$11,4314.56%$12,0904.76%$11,7040.08%0.38%1.26%2.13%2.82%4.18%2.92%2.61%0.17%3.54%7.92%3.44%2.37%2.59%0.20%1.16%1.22%0.43%-0.19%3.44%7.02%8.77%1.80%4.18%5.37%3.38%2.99%2.87%0.60%1.62%4.74%3.31%10.18%17.33%3.02%4.30%10.78%
202061.28%$11,3431.79%$11,6362.80%$12,4291.78%$11,912-0.12%0.09%1.15%0.47%0.86%3.01%1.25%2.78%0.47%2.16%3.97%0.04%7.19%1.84%0.01%1.15%0.97%0.65%0.07%0.57%4.99%2.05%2.08%8.31%3.89%0.31%1.06%4.38%1.06%1.28%-1.26%0.56%7.78%9.22%0.68%8.56%5.49%
202073.04%$11,6883.76%$12,0745.05%$13,0565.89%$12,614-0.15%0.18%1.46%2.81%4.60%4.39%2.82%11.01%1.03%2.61%3.86%2.66%8.37%3.48%0.19%1.14%1.86%1.42%0.89%5.23%6.86%6.87%2.61%7.82%4.65%4.29%3.66%2.88%2.27%2.06%6.90%4.99%8.12%7.28%1.56%9.46%15.02%
202081.08%$11,8131.60%$12,2673.19%$13,4726.98%$13,4940.03%0.19%-0.53%0.21%3.29%3.72%3.30%-0.48%-0.74%1.15%1.36%2.32%2.28%2.99%-0.09%-0.00%0.73%-0.89%-0.99%3.56%6.42%2.43%-0.50%2.95%5.06%1.72%4.03%2.16%0.93%-0.27%-1.47%3.38%12.61%5.65%1.87%4.33%19.03%
20209-1.06%$11,688-1.15%$12,126-0.55%$13,399-3.74%$12,990-0.06%0.06%0.09%-0.68%-1.97%-1.88%-1.96%-4.16%0.81%-0.32%-1.57%-2.12%-1.67%-1.76%-0.01%-0.01%-0.59%-0.08%0.15%-2.22%-4.64%-1.57%0.00%-1.41%-0.70%-0.65%-0.47%-0.75%-0.35%-0.30%-0.02%-2.82%-3.32%-0.27%-0.65%-1.30%7.88%
202010-0.72%$11,604-0.98%$12,007-0.66%$13,311-2.49%$12,666-0.05%-0.06%-0.62%-1.28%-1.49%-0.96%-2.31%-0.56%0.42%0.63%0.27%-2.89%1.95%-1.17%-0.10%-0.13%-0.82%-0.52%-0.81%-1.64%-2.84%-0.76%0.05%2.43%-4.26%0.33%-3.13%-0.81%-0.71%-0.07%1.73%-1.84%-2.86%-0.69%-6.17%2.05%5.79%
2020113.73%$12,0364.61%$12,5606.60%$14,18910.88%$14,0430.09%0.11%1.04%5.73%7.46%9.72%9.77%-5.25%0.25%2.29%3.82%5.99%8.23%7.67%0.08%0.68%3.00%1.12%0.33%8.49%12.02%10.12%2.32%10.47%9.57%4.74%10.38%6.97%1.20%1.98%4.57%9.81%13.94%11.68%7.93%6.91%20.30%
2020121.96%$12,2722.68%$12,8964.40%$14,8123.71%$14,5640.43%0.08%0.31%1.19%2.20%3.62%2.62%6.96%0.36%1.16%2.34%3.08%5.93%3.38%0.12%0.44%1.02%0.15%-0.12%3.56%4.23%5.18%0.82%8.38%4.96%1.41%4.37%2.73%1.10%0.56%2.34%4.07%3.74%5.70%2.00%7.66%20.23%

Holdings Based Style Analysis for Vanguard Conservative

Holdings Based Style Analysis for Vanguard Conservative
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VFIJXVanguard GNMA AdmIntermediate Government7.00%2.70%1.72%0.11%0.11%5.46$91.05-0.36%
VFISXVanguard Short-Term Treasury InvShort Government11.00%2.78%1.09%0.20%0.20%2.16$107-0.56%
VBILXVanguard Interm-Term Bond Index AdmIntermediate Core Bond12.00%3.60%2.13%0.07%0.07%6.39$2863.14%
VWIAXVanguard Wellesley Income Admiral30% to 50% Equity15.00%3.52%2.85%0.16%0.16%15.477.19$39016.65%
VWELXVanguard Wellington Inv50% to 70% Equity10.00%2.34%1.80%0.24%0.24%18.277.21$31916.83%
VGSTXVanguard STAR Inv50% to 70% Equity3.00%1.72%1.60%0.31%0.31%15.317.34$1185.62%
VGWAXVanguard Global Wellington AdmiralGlobal Allocation5.00%2.04%0.29%0.29%14.566.20$1278.81%
IAUiShares Gold TrustCommodities Focused5.00%0.25%0.25%$2163.46%
VTABXVanguard Total Intl Bd Idx AdmiralGlobal Bond-USD Hedged5.00%2.01%3.40%0.11%0.11%7.70$81.261.13%
PRSNXT. Rowe Price Global Multi-Sector Bd InvGlobal Bond-USD Hedged5.00%3.57%3.30%0.64%0.64%22.017.56$1014.66%
VEMBXVanguard Emerging Markets Bond InvestorEmerging Markets Bond4.00%6.67%4.94%0.55%0.55%6.91$1405.35%
VMNVXVanguard Global Minimum Volatility AdmrGlobal Large-Stock Blend5.00%3.75%0.14%0.14%17.40$87.6110.00%
VEMAXVanguard Emerging Mkts Stock Idx AdmDiversified Emerging Mkts4.00%3.28%0.14%0.14%11.15$58.4810.28%
VPGDXVanguard Managed Allocation Investor50% to 70% Equity9.00%4.17%4.03%0.31%0.31%13.226.89$14914.99%
100.00%2.66%2.47%0.22%0.22%15.976.25$2,272100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Fidelity Conservative

Holdings Based Style Analysis for Fidelity Conservative
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
IAUiShares Gold TrustCommodities Focused5.00%0.25%0.25%$2163.11%
FUMBXFidelity Shrt-Term Trs Bd IndexShort Government5.00%3.24%0.90%0.03%0.03%2.59$55.94-0.43%
FTHRXFidelity Intermediate BondIntermediate Core Bond5.00%3.44%1.71%0.45%0.45%3.90$85.611.32%
FIKFXFidelity Freedom Index Income InvestorTarget-Date Retirement15.00%1.98%0.12%0.12%15.905.46$2987.72%
FXNAXFidelity US Bond IndexIntermediate Core Bond5.00%3.39%2.18%0.03%0.03%6.37$97.280.70%
FGOVXFidelity Government IncomeIntermediate Government10.00%2.61%1.15%0.45%0.45%6.15$166-0.88%
FMSDXFidelity Multi-Asset Income50% to 70% Equity10.00%4.35%3.43%0.78%0.78%16.954.64$41713.10%
FWRLXFidelity Select WirelessCommunications5.00%0.79%0.77%0.77%16.66$3609.86%
FDEGXFidelity Growth StrategiesMid-Cap Growth5.00%0.63%0.63%21.86$29611.58%
FGBFXFidelity Global CreditGlobal Bond-USD Hedged5.00%4.49%2.48%0.70%0.90%7.06$1144.24%
FEMSXFidelity Series Emerging Markets OppsDiversified Emerging Mkts5.00%3.72%0.01%0.03%11.45$15011.91%
FIGFXFidelity International GrowthForeign Large Growth5.00%0.57%0.99%0.99%26.37$1919.80%
FPEFirst Trust Preferred Sec&Inc ETFPreferred Stock5.00%5.39%5.19%0.85%0.85%4.60$98.147.61%
FIREXFidelity Intl Real EstateGlobal Real Estate5.00%1.89%4.72%0.97%0.97%9.19$1439.08%
FRIFXFidelity Real Estate IncomeReal Estate5.00%5.38%2.58%0.72%0.72%30.91$1059.80%
FIPDXFidelity Inflation-Prot Bd IndexInflation-Protected Bond5.00%16.99%5.15%0.05%0.05%7.09$1041.50%
100.00%2.91%2.25%0.46%0.47%18.015.35$2,896100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Fidelity Moderate

Holdings Based Style Analysis for Fidelity Moderate
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
IAUiShares Gold TrustCommodities Focused6.00%0.25%0.25%$2592.54%
FUMBXFidelity Shrt-Term Trs Bd IndexShort Government10.00%3.24%0.90%0.03%0.03%2.59$112-0.74%
FIKFXFidelity Freedom Index Income InvestorTarget-Date Retirement6.00%1.98%0.12%0.12%15.905.46$1192.33%
FMSDXFidelity Multi-Asset Income50% to 70% Equity4.00%4.35%3.43%0.78%0.78%16.954.64$1674.04%
FIGFXFidelity International GrowthForeign Large Growth5.00%0.57%0.99%0.99%26.37$1917.66%
FIREXFidelity Intl Real EstateGlobal Real Estate4.00%1.89%4.72%0.97%0.97%9.19$1155.61%
FRIFXFidelity Real Estate IncomeReal Estate6.00%5.38%2.58%0.72%0.72%30.91$1268.88%
DODIXDodge&Cox Income IIntermediate Core-Plus Bond20.00%3.40%2.10%0.41%0.41%5.20$4215.88%
JXIiShares Global Utilities ETFUtilities8.00%2.70%2.95%0.40%0.40%20.50$3307.71%
FSDIXFidelity Strategic Dividend&Income70% to 85% Equity4.00%2.60%2.28%0.68%0.68%20.653.26$1335.43%
FDGRXFidelity Growth CompanyLarge Growth5.00%0.79%0.79%26.09$52510.60%
BGAFXBaron Global Advantage RetailGlobal Large-Stock Growth7.00%1.15%1.15%42.07$92013.92%
FPHAXFidelity Select Pharmaceuticals PortHealth6.00%1.17%0.75%0.75%17.58$3156.93%
FEMKXFidelity Emerging MarketsDiversified Emerging Mkts5.00%1.31%0.88%0.88%19.96$2158.62%
ICLNiShares Global Clean Energy ETFMiscellaneous Sector4.00%0.70%1.20%0.40%0.40%23.27$86510.59%
100.00%1.92%1.65%0.55%0.55%23.244.42$4,812100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 09/30/2022. (c) 2022 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricVanguard ConservativeFidelity ConservativeFidelity ModerateSPDR S&P 500 ETF Trust
Arithmetic Mean (monthly)0.62%0.77%1.21%1.26%
Arithmetic Mean (annualized)7.72%9.70%15.46%16.16%
Geometric Mean (monthly)0.60%0.75%1.16%1.11%
Geometric Mean (annualized)7.49%9.39%14.87%14.19%
Standard Deviation (monthly)1.91%2.20%2.98%5.43%
Standard Deviation (annualized)6.61%7.64%10.33%18.81%
Downside Deviation (monthly)1.19%1.32%1.69%3.49%
Maximum Drawdown-7.77%-8.25%-10.49%-19.43%
Stock Market Correlation0.910.910.931.00
Beta(*)0.320.370.501.00
Alpha (annualized)2.68%3.77%6.90%0.00%
R281.51%81.41%83.62%100.00%
Sharpe Ratio0.901.011.250.72
Sortino Ratio1.401.662.151.10
Treynor Ratio (%)18.8521.3325.8713.59
Active Return-6.70%-4.80%0.68%N/A
Tracking Error13.15%12.37%10.26%N/A
Information Ratio-0.51-0.390.07N/A
Skewness-1.00-0.83-0.70-0.47
Excess Kurtosis3.733.242.320.57
Historical Value-at-Risk (5%)-1.92%-1.91%-2.80%-8.22%
Analytical Value-at-Risk (5%)-2.50%-2.79%-3.50%-7.68%
Conditional Value-at-Risk (5%)-4.11%-4.63%-5.99%-10.63%
Upside Capture Ratio (%)30.9337.3355.67100.00
Downside Capture Ratio (%)22.7125.1131.25100.00
Safe Withdrawal Rate35.86%36.39%38.36%37.97%
Perpetual Withdrawal Rate5.18%6.74%10.95%10.44%
Positive Periods23 out of 34 (67.65%)23 out of 34 (67.65%)24 out of 34 (70.59%)24 out of 34 (70.59%)
Gain/Loss Ratio1.191.271.270.75
* SPDR S&P 500 ETF Trust is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndVanguard ConservativeFidelity ConservativeFidelity ModerateSPDR S&P 500 ETF Trust
COVID-19 StartJan 2020Mar 2020-7.77%-8.25%-10.49%-19.43%

Drawdowns for Vanguard Conservative

Drawdowns for Vanguard Conservative
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJul 20204 months6 months-7.77%
2Sep 2018Oct 20182 monthsJan 20193 months5 months-2.24%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-1.77%
4May 2019May 20191 monthJun 20191 month2 months-0.58%
5Mar 2018Jun 20184 monthsJul 20181 month5 months-0.49%

Drawdowns for Fidelity Conservative

Drawdowns for Fidelity Conservative
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJun 20203 months5 months-8.25%
2Sep 2018Dec 20184 monthsJan 20191 month5 months-3.33%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-2.12%
4May 2019May 20191 monthJun 20191 month2 months-0.62%
5Mar 2018Apr 20182 monthsJul 20183 months5 months-0.55%

Drawdowns for Fidelity Moderate

Drawdowns for Fidelity Moderate
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJun 20203 months5 months-10.49%
2Sep 2018Dec 20184 monthsJan 20191 month5 months-4.77%
3May 2019May 20191 monthJun 20191 month2 months-1.21%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-1.20%
5Jun 2018Jun 20181 monthJul 20181 month2 months-0.32%
6Apr 2018Apr 20181 monthMay 20181 month2 months-0.03%

Drawdowns for SPDR S&P 500 ETF Trust

Drawdowns for SPDR S&P 500 ETF Trust
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.43%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
3May 2019May 20191 monthJun 20191 month2 months-6.38%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-6.14%
5Mar 2018Mar 20181 monthMay 20182 months3 months-2.74%
6Aug 2019Aug 20191 monthSep 20191 month2 months-1.67%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax DrawdownSharpe RatioSortino RatioMarket Correlation
VFIJXVanguard GNMA Adm4.41%1.96%5.93%2.74%-1.18%1.513.64-0.34
VFISXVanguard Short-Term Treasury Inv3.33%1.26%3.96%1.89%-0.30%1.473.61-0.46
VBILXVanguard Interm-Term Bond Index Adm7.84%3.84%10.18%2.36%-1.42%1.614.070.14
VWIAXVanguard Wellesley Income Admiral8.50%7.69%16.47%-0.32%-8.58%0.901.490.91
VWELXVanguard Wellington Inv10.27%11.92%22.51%-2.64%-14.09%0.751.140.98
VGSTXVanguard STAR Inv12.46%13.34%22.21%-6.00%-13.18%0.831.350.98
VGWAXVanguard Global Wellington Admiral8.34%12.61%22.15%-4.45%-15.56%0.580.870.96
IAUiShares Gold Trust13.51%13.31%25.03%-2.92%-10.21%0.912.020.09
VTABXVanguard Total Intl Bd Idx Admiral5.46%3.15%7.88%3.08%-2.46%1.252.200.17
PRSNXT. Rowe Price Global Multi-Sector Bd Inv6.70%7.28%10.37%0.68%-9.80%0.720.930.65
VEMBXVanguard Emerging Markets Bond Investor11.18%10.69%17.71%-0.25%-11.79%0.911.310.67
VMNVXVanguard Global Minimum Volatility Admr5.86%14.40%22.66%-3.94%-21.72%0.370.460.92
VEMAXVanguard Emerging Mkts Stock Idx Adm4.93%19.45%20.31%-17.33%-24.96%0.270.380.82
VPGDXVanguard Managed Allocation Investor5.54%11.67%15.64%-5.75%-16.02%0.390.550.95
FUMBXFidelity Shrt-Term Trs Bd Index3.81%1.75%4.40%2.22%-0.36%1.353.95-0.55
FTHRXFidelity Intermediate Bond5.74%2.99%7.21%1.91%-2.54%1.382.450.38
FIKFXFidelity Freedom Index Income Investor6.59%4.09%10.59%-0.17%-3.06%1.202.210.87
FXNAXFidelity US Bond Index6.48%3.26%8.48%2.15%-1.48%1.503.860.01
FGOVXFidelity Government Income5.56%3.60%6.79%2.59%-1.64%1.132.84-0.42
FMSDXFidelity Multi-Asset Income13.09%10.79%23.14%-1.26%-10.94%1.051.960.96
FWRLXFidelity Select Wireless21.10%17.18%40.14%-7.76%-13.10%1.111.990.94
FDEGXFidelity Growth Strategies17.85%19.18%36.59%-9.91%-18.32%0.881.410.96
FGBFXFidelity Global Credit7.50%7.79%14.64%-1.21%-9.55%0.781.040.62
FEMSXFidelity Series Emerging Markets Opps9.72%20.65%28.85%-19.07%-24.53%0.480.720.81
FIGFXFidelity International Growth12.08%16.14%33.96%-11.83%-17.58%0.691.050.95
FPEFirst Trust Preferred Sec&Inc ETF6.53%12.93%18.14%-4.45%-18.17%0.440.580.81
FIREXFidelity Intl Real Estate9.30%15.25%27.92%-4.84%-20.20%0.560.810.83
FRIFXFidelity Real Estate Income6.94%17.48%17.91%-1.08%-26.60%0.400.470.76
FIPDXFidelity Inflation-Prot Bd Index6.88%3.60%10.90%0.53%-2.38%1.442.990.39
DODIXDodge&Cox Income I6.98%3.71%9.73%0.79%-3.11%1.422.600.60
JXIiShares Global Utilities ETF12.97%13.12%23.92%5.18%-18.57%0.881.290.62
FSDIXFidelity Strategic Dividend&Income10.65%14.29%22.49%-2.25%-17.10%0.671.020.98
FDGRXFidelity Growth Company28.85%23.89%67.51%-11.55%-21.36%1.122.110.94
BGAFXBaron Global Advantage Retail34.45%22.26%79.01%-10.91%-16.55%1.382.750.84
FPHAXFidelity Select Pharmaceuticals Port16.08%15.99%31.63%4.35%-10.00%0.921.640.79
FEMKXFidelity Emerging Markets13.46%18.94%33.65%-19.25%-19.82%0.681.090.83
ICLNiShares Global Clean Energy ETF50.13%30.85%141.80%-9.41%-23.96%1.442.680.74

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnExpense Ratio
3 MonthYear To Date1 yearNetGross
Vanguard GNMA Adm0.47%3.83%3.83%0.11%0.11%
Vanguard Short-Term Treasury Inv0.13%3.96%3.96%0.20%0.20%
Vanguard Interm-Term Bond Index Adm0.73%9.80%9.80%0.07%0.07%
Vanguard Wellesley Income Admiral5.62%8.54%8.54%0.16%0.16%
Vanguard Wellington Inv8.18%10.60%10.60%0.24%0.24%
Vanguard STAR Inv12.61%21.43%21.43%0.31%0.31%
Vanguard Global Wellington Admiral10.05%7.51%7.51%0.29%0.29%
iShares Gold Trust0.78%25.03%25.03%0.25%0.25%
Vanguard Total Intl Bd Idx Admiral1.03%4.54%4.54%0.11%0.11%
T. Rowe Price Global Multi-Sector Bd Inv4.13%8.15%8.15%0.64%0.64%
Vanguard Emerging Markets Bond Investor6.54%14.98%14.98%0.55%0.55%
Vanguard Global Minimum Volatility Admr6.09%-3.94%-3.94%0.14%0.14%
Vanguard Emerging Mkts Stock Idx Adm16.89%15.24%15.24%0.14%0.14%
Vanguard Managed Allocation Investor10.00%6.89%6.89%0.31%0.31%
Fidelity Shrt-Term Trs Bd Index0.10%4.40%4.40%0.03%0.03%
Fidelity Intermediate Bond1.00%7.21%7.21%0.45%0.45%
Fidelity Freedom Index Income Investor3.19%8.54%8.54%0.12%0.12%
Fidelity US Bond Index0.75%7.80%7.80%0.03%0.03%
Fidelity Government Income-0.60%6.79%6.79%0.45%0.45%
Fidelity Multi-Asset Income10.51%16.55%16.55%0.78%0.78%
Fidelity Select Wireless13.44%33.09%33.09%0.77%0.77%
Fidelity Growth Strategies14.94%29.41%29.41%0.63%0.63%
Fidelity Global Credit3.21%8.36%8.36%0.70%0.90%
Fidelity Series Emerging Markets Opps22.64%24.72%24.72%0.01%0.03%
Fidelity International Growth10.11%16.95%16.95%0.99%0.99%
First Trust Preferred Sec&Inc ETF6.57%5.97%5.97%0.85%0.85%
Fidelity Intl Real Estate11.60%5.70%5.70%0.97%0.97%
Fidelity Real Estate Income9.00%-1.08%-1.08%0.72%0.72%
Fidelity Inflation-Prot Bd Index1.59%10.90%10.90%0.05%0.05%
Dodge&Cox Income I2.48%9.45%9.45%0.41%0.41%
iShares Global Utilities ETF8.86%5.18%5.18%0.40%0.40%
Fidelity Strategic Dividend&Income12.18%11.25%11.25%0.68%0.68%
Fidelity Growth Company14.82%67.51%67.51%0.79%0.79%
Baron Global Advantage Retail17.24%79.01%79.01%1.15%1.15%
Fidelity Select Pharmaceuticals Port3.30%11.07%11.07%0.75%0.75%
Fidelity Emerging Markets17.45%32.54%32.54%0.88%0.88%
iShares Global Clean Energy ETF53.00%141.80%141.80%0.40%0.40%
Trailing returns as of last calendar month ending December 2020

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFIJXVFISXVBILXVWIAXVWELXVGSTXVGWAXIAUVTABXPRSNXVEMBXVMNVXVEMAXVPGDXFUMBXFTHRXFIKFXFXNAXFGOVXFMSDXFWRLXFDEGXFGBFXFEMSXFIGFXFPEFIREXFRIFXFIPDXDODIXJXIFSDIXFDGRXBGAFXFPHAXFEMKXICLNVanguard ConservativeFidelity ConservativeFidelity ModerateSPDR S&P 500 ETF Trust
VFIJXVanguard GNMA Adm1.000.860.53-0.17-0.33-0.29-0.340.230.25-0.20-0.26-0.31-0.28-0.340.860.250.020.670.84-0.28-0.36-0.25-0.11-0.27-0.25-0.33-0.17-0.330.380.09-0.30-0.32-0.22-0.15-0.13-0.20-0.28-0.18-0.17-0.22-0.34
VFISXVanguard Short-Term Treasury Inv0.861.000.62-0.27-0.45-0.40-0.460.300.25-0.19-0.26-0.45-0.41-0.460.960.32-0.060.720.91-0.36-0.40-0.37-0.11-0.39-0.37-0.38-0.29-0.380.420.11-0.34-0.44-0.29-0.19-0.27-0.33-0.32-0.27-0.24-0.29-0.46
VBILXVanguard Interm-Term Bond Index Adm0.530.621.000.440.210.240.200.500.810.570.440.280.210.220.490.920.590.960.690.210.160.280.690.210.220.400.360.420.850.810.300.210.230.390.120.250.230.460.470.400.14
VWIAXVanguard Wellesley Income Admiral-0.17-0.270.441.000.960.930.940.220.460.780.750.930.810.93-0.370.610.950.33-0.160.910.850.920.800.800.890.870.880.830.560.800.750.950.810.790.770.790.710.970.950.940.91
VWELXVanguard Wellington Inv-0.33-0.450.210.961.000.970.980.150.260.710.710.950.850.97-0.540.440.890.08-0.380.950.920.950.690.830.940.850.860.790.420.660.700.980.880.790.790.830.750.950.930.940.98
VGSTXVanguard STAR Inv-0.29-0.400.240.930.971.000.970.140.240.710.740.910.880.97-0.510.460.920.11-0.360.960.940.960.690.880.970.830.860.790.450.690.630.970.930.870.770.880.790.940.950.960.98
VGWAXVanguard Global Wellington Admiral-0.34-0.460.200.940.980.971.000.090.250.720.750.930.860.98-0.550.420.880.07-0.400.940.910.910.680.860.950.840.900.810.390.660.690.970.840.770.760.840.780.940.930.930.95
IAUiShares Gold Trust0.230.300.500.220.150.140.091.000.430.380.300.120.260.160.260.490.310.470.320.210.150.180.350.270.160.240.190.140.510.460.310.130.120.160.100.320.220.350.360.320.11
VTABXVanguard Total Intl Bd Idx Admiral0.250.250.810.460.260.240.250.431.000.660.490.400.260.280.140.820.500.730.400.200.100.300.770.250.200.540.390.560.700.750.520.260.120.300.040.250.290.480.460.390.16
PRSNXT. Rowe Price Global Multi-Sector Bd Inv-0.20-0.190.570.780.710.710.720.380.661.000.910.780.760.78-0.380.810.770.38-0.170.670.610.700.940.750.680.920.790.910.610.880.710.700.580.690.380.720.720.860.850.820.64
VEMBXVanguard Emerging Markets Bond Investor-0.26-0.260.440.750.710.740.750.300.490.911.000.750.790.80-0.420.680.740.26-0.280.680.670.730.830.800.730.840.770.820.460.810.670.700.610.750.410.770.720.840.830.820.66
VMNVXVanguard Global Minimum Volatility Admr-0.31-0.450.280.930.950.910.930.120.400.780.751.000.780.94-0.560.520.860.12-0.360.880.820.910.760.770.890.890.890.890.470.680.780.950.800.780.710.760.720.930.910.910.92
VEMAXVanguard Emerging Mkts Stock Idx Adm-0.28-0.410.210.810.850.880.860.260.260.760.790.781.000.91-0.520.460.790.08-0.400.830.790.820.680.990.870.790.830.760.370.660.630.830.730.720.610.980.820.890.880.890.82
VPGDXVanguard Managed Allocation Investor-0.34-0.460.220.930.970.970.980.160.280.780.800.940.911.00-0.580.480.890.08-0.420.940.900.920.730.910.960.870.920.860.420.690.710.970.850.800.710.900.820.960.950.960.95
FUMBXFidelity Shrt-Term Trs Bd Index0.860.960.49-0.37-0.54-0.51-0.550.260.14-0.38-0.42-0.56-0.52-0.581.000.14-0.190.630.92-0.46-0.49-0.46-0.28-0.50-0.48-0.54-0.42-0.540.28-0.05-0.41-0.53-0.40-0.32-0.31-0.44-0.44-0.40-0.38-0.42-0.55
FTHRXFidelity Intermediate Bond0.250.320.920.610.440.460.420.490.820.810.680.520.460.480.141.000.710.790.370.410.360.480.890.450.430.690.560.700.830.930.470.430.420.560.230.470.440.660.670.610.36
FIKFXFidelity Freedom Index Income Investor0.02-0.060.590.950.890.920.880.310.500.770.740.860.790.89-0.190.711.000.480.020.880.840.900.800.790.890.820.860.780.720.860.640.890.850.840.710.810.720.950.960.940.87
FXNAXFidelity US Bond Index0.670.720.960.330.080.110.070.470.730.380.260.120.080.080.630.790.481.000.830.090.030.150.530.080.090.220.220.220.800.700.170.080.110.240.060.120.080.310.330.250.01
FGOVXFidelity Government Income0.840.910.69-0.16-0.38-0.36-0.400.320.40-0.17-0.28-0.36-0.40-0.420.920.370.020.831.00-0.35-0.39-0.31-0.01-0.39-0.35-0.32-0.24-0.310.510.20-0.22-0.37-0.28-0.18-0.21-0.33-0.33-0.20-0.19-0.25-0.42
FMSDXFidelity Multi-Asset Income-0.28-0.360.210.910.950.960.940.210.200.670.680.880.830.94-0.460.410.880.09-0.351.000.940.930.620.830.930.800.840.740.440.640.610.970.890.800.740.830.750.910.930.930.96
FWRLXFidelity Select Wireless-0.36-0.400.160.850.920.940.910.150.100.610.670.820.790.90-0.490.360.840.03-0.390.941.000.890.590.790.920.750.740.670.370.610.520.910.920.800.740.800.650.860.880.870.95
FDEGXFidelity Growth Strategies-0.25-0.370.280.920.950.960.910.180.300.700.730.910.820.92-0.460.480.900.15-0.310.930.891.000.690.810.930.820.800.750.470.690.630.940.920.920.770.840.740.920.920.940.95
FGBFXFidelity Global Credit-0.11-0.110.690.800.690.690.680.350.770.940.830.760.680.73-0.280.890.800.53-0.010.620.590.691.000.670.640.910.730.900.680.940.660.680.570.670.380.650.620.840.830.780.61
FEMSXFidelity Series Emerging Markets Opps-0.27-0.390.210.800.830.880.860.270.250.750.800.770.990.91-0.500.450.790.08-0.390.830.790.810.671.000.880.770.840.750.370.660.630.820.720.730.600.980.830.880.880.890.80
FIGFXFidelity International Growth-0.25-0.370.220.890.940.970.950.160.200.680.730.890.870.96-0.480.430.890.09-0.350.930.920.930.640.881.000.780.870.740.430.640.620.920.900.850.770.890.750.920.930.940.94
FPEFirst Trust Preferred Sec&Inc ETF-0.33-0.380.400.870.850.830.840.240.540.920.840.890.790.87-0.540.690.820.22-0.320.800.750.820.910.770.781.000.840.940.530.820.730.850.720.730.520.750.720.900.900.870.80
FIREXFidelity Intl Real Estate-0.17-0.290.360.880.860.860.900.190.390.790.770.890.830.92-0.420.560.860.22-0.240.840.740.800.730.840.870.841.000.850.540.700.760.880.720.720.650.810.790.910.910.910.81
FRIFXFidelity Real Estate Income-0.33-0.380.420.830.790.790.810.140.560.910.820.890.760.86-0.540.700.780.22-0.310.740.670.750.900.750.740.940.851.000.520.770.730.810.650.690.470.710.710.860.860.840.74
FIPDXFidelity Inflation-Prot Bd Index0.380.420.850.560.420.450.390.510.700.610.460.470.370.420.280.830.720.800.510.440.370.470.680.370.430.530.540.521.000.780.410.440.490.560.270.440.450.600.640.600.38
DODIXDodge&Cox Income I0.090.110.810.800.660.690.660.460.750.880.810.680.660.69-0.050.930.860.700.200.640.610.690.940.660.640.820.700.770.781.000.600.650.600.710.410.660.590.840.840.790.59
JXIiShares Global Utilities ETF-0.30-0.340.300.750.700.630.690.310.520.710.670.780.630.71-0.410.470.640.17-0.220.610.520.630.660.630.620.730.760.730.410.601.000.700.430.500.460.600.590.760.720.730.61
FSDIXFidelity Strategic Dividend&Income-0.32-0.440.210.950.980.970.970.130.260.700.700.950.830.97-0.530.430.890.08-0.370.970.910.940.680.820.920.850.880.810.440.650.701.000.880.810.780.820.750.940.930.940.97
FDGRXFidelity Growth Company-0.22-0.290.230.810.880.930.840.120.120.580.610.800.730.85-0.400.420.850.11-0.280.890.920.920.570.720.900.720.720.650.490.600.430.881.000.910.740.780.670.820.850.880.93
BGAFXBaron Global Advantage Retail-0.15-0.190.390.790.790.870.770.160.300.690.750.780.720.80-0.320.560.840.24-0.180.800.800.920.670.730.850.730.720.690.560.710.500.810.911.000.620.780.700.820.850.890.82
FPHAXFidelity Select Pharmaceuticals Port-0.13-0.270.120.770.790.770.760.100.040.380.410.710.610.71-0.310.230.710.06-0.210.740.740.770.380.600.770.520.650.470.270.410.460.780.740.621.000.610.450.710.690.720.80
FEMKXFidelity Emerging Markets-0.20-0.330.250.790.830.880.840.320.250.720.770.760.980.90-0.440.470.810.12-0.330.830.800.840.650.980.890.750.810.710.440.660.600.820.780.780.611.000.820.880.890.900.82
ICLNiShares Global Clean Energy ETF-0.28-0.320.230.710.750.790.780.220.290.720.720.720.820.82-0.440.440.720.08-0.330.750.650.740.620.830.750.720.790.710.450.590.590.750.670.700.450.821.000.790.790.850.72

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameVanguard ConservativeFidelity ConservativeFidelity Moderate
VFIJXVanguard GNMA Adm$91.05
VFISXVanguard Short-Term Treasury Inv$107
VBILXVanguard Interm-Term Bond Index Adm$286
VWIAXVanguard Wellesley Income Admiral$390
VWELXVanguard Wellington Inv$319
VGSTXVanguard STAR Inv$118
VGWAXVanguard Global Wellington Admiral$127
IAUiShares Gold Trust$216$216$259
VTABXVanguard Total Intl Bd Idx Admiral$81.26
PRSNXT. Rowe Price Global Multi-Sector Bd Inv$101
VEMBXVanguard Emerging Markets Bond Investor$140
VMNVXVanguard Global Minimum Volatility Admr$87.61
VEMAXVanguard Emerging Mkts Stock Idx Adm$58.48
VPGDXVanguard Managed Allocation Investor$149
FUMBXFidelity Shrt-Term Trs Bd Index$55.94$112
FTHRXFidelity Intermediate Bond$85.61
FIKFXFidelity Freedom Index Income Investor$298$119
FXNAXFidelity US Bond Index$97.28
FGOVXFidelity Government Income$166
FMSDXFidelity Multi-Asset Income$417$167
FWRLXFidelity Select Wireless$360
FDEGXFidelity Growth Strategies$296
FGBFXFidelity Global Credit$114
FEMSXFidelity Series Emerging Markets Opps$150
FIGFXFidelity International Growth$191$191
FPEFirst Trust Preferred Sec&Inc ETF$98.14
FIREXFidelity Intl Real Estate$143$115
FRIFXFidelity Real Estate Income$105$126
FIPDXFidelity Inflation-Prot Bd Index$104
DODIXDodge&Cox Income I$421
JXIiShares Global Utilities ETF$330
FSDIXFidelity Strategic Dividend&Income$133
FDGRXFidelity Growth Company$525
BGAFXBaron Global Advantage Retail$920
FPHAXFidelity Select Pharmaceuticals Port$315
FEMKXFidelity Emerging Markets$215
ICLNiShares Global Clean Energy ETF$865
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets.

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameVanguard ConservativeFidelity ConservativeFidelity Moderate
VFIJXVanguard GNMA Adm-0.36%
VFISXVanguard Short-Term Treasury Inv-0.56%
VBILXVanguard Interm-Term Bond Index Adm3.14%
VWIAXVanguard Wellesley Income Admiral16.65%
VWELXVanguard Wellington Inv16.83%
VGSTXVanguard STAR Inv5.62%
VGWAXVanguard Global Wellington Admiral8.81%
IAUiShares Gold Trust3.46%3.11%2.54%
VTABXVanguard Total Intl Bd Idx Admiral1.13%
PRSNXT. Rowe Price Global Multi-Sector Bd Inv4.66%
VEMBXVanguard Emerging Markets Bond Investor5.35%
VMNVXVanguard Global Minimum Volatility Admr10.00%
VEMAXVanguard Emerging Mkts Stock Idx Adm10.28%
VPGDXVanguard Managed Allocation Investor14.99%
FUMBXFidelity Shrt-Term Trs Bd Index-0.43%-0.74%
FTHRXFidelity Intermediate Bond1.32%
FIKFXFidelity Freedom Index Income Investor7.72%2.33%
FXNAXFidelity US Bond Index0.70%
FGOVXFidelity Government Income-0.88%
FMSDXFidelity Multi-Asset Income13.10%4.04%
FWRLXFidelity Select Wireless9.86%
FDEGXFidelity Growth Strategies11.58%
FGBFXFidelity Global Credit4.24%
FEMSXFidelity Series Emerging Markets Opps11.91%
FIGFXFidelity International Growth9.80%7.66%
FPEFirst Trust Preferred Sec&Inc ETF7.61%
FIREXFidelity Intl Real Estate9.08%5.61%
FRIFXFidelity Real Estate Income9.80%8.88%
FIPDXFidelity Inflation-Prot Bd Index1.50%
DODIXDodge&Cox Income I5.88%
JXIiShares Global Utilities ETF7.71%
FSDIXFidelity Strategic Dividend&Income5.43%
FDGRXFidelity Growth Company10.60%
BGAFXBaron Global Advantage Retail13.92%
FPHAXFidelity Select Pharmaceuticals Port6.93%
FEMKXFidelity Emerging Markets8.62%
ICLNiShares Global Clean Energy ETF10.59%
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets.

Annual Asset Returns

Vanguard Conservative Allocation Drift

Annual allocation drift for vanguard conservative
YearVanguard GNMA Adm (VFIJX) AllocationVanguard Short-Term Treasury Inv (VFISX) AllocationVanguard Interm-Term Bond Index Adm (VBILX) AllocationVanguard Wellesley Income Admiral (VWIAX) AllocationVanguard Wellington Inv (VWELX) AllocationVanguard STAR Inv (VGSTX) AllocationVanguard Global Wellington Admiral (VGWAX) AllocationiShares Gold Trust (IAU) AllocationVanguard Total Intl Bd Idx Admiral (VTABX) AllocationT. Rowe Price Global Multi-Sector Bd Inv (PRSNX) AllocationVanguard Emerging Markets Bond Investor (VEMBX) AllocationVanguard Global Minimum Volatility Admr (VMNVX) AllocationVanguard Emerging Mkts Stock Idx Adm (VEMAX) AllocationVanguard Managed Allocation Investor (VPGDX) Allocation
20187.00%11.00%12.00%15.00%10.00%3.00%5.00%5.00%5.00%5.00%4.00%5.00%4.00%9.00%
20197.28%11.35%12.44%15.14%9.86%2.85%4.84%4.91%5.22%5.10%4.04%5.05%3.35%8.59%
20206.75%10.29%12.00%15.43%10.57%3.05%5.17%5.08%4.93%4.92%4.16%5.42%3.53%8.69%
20216.45%9.83%12.11%15.40%10.75%3.41%5.11%5.83%4.74%4.90%4.40%4.79%3.74%8.54%

Fidelity Conservative Allocation Drift

Annual allocation drift for fidelity conservative
YeariShares Gold Trust (IAU) AllocationFidelity Shrt-Term Trs Bd Index (FUMBX) AllocationFidelity Intermediate Bond (FTHRX) AllocationFidelity Freedom Index Income Investor (FIKFX) AllocationFidelity US Bond Index (FXNAX) AllocationFidelity Government Income (FGOVX) AllocationFidelity Multi-Asset Income (FMSDX) AllocationFidelity Select Wireless (FWRLX) AllocationFidelity Growth Strategies (FDEGX) AllocationFidelity Global Credit (FGBFX) AllocationFidelity Series Emerging Markets Opps (FEMSX) AllocationFidelity International Growth (FIGFX) AllocationFirst Trust Preferred Sec&Inc ETF (FPE) AllocationFidelity Intl Real Estate (FIREX) AllocationFidelity Real Estate Income (FRIFX) AllocationFidelity Inflation-Prot Bd Index (FIPDX) Allocation
20185.00%5.00%5.00%15.00%5.00%10.00%10.00%5.00%5.00%5.00%5.00%5.00%5.00%5.00%5.00%5.00%
20194.98%5.24%5.22%15.35%5.24%10.52%10.12%4.73%4.62%5.06%4.15%4.52%4.90%4.88%5.32%5.15%
20205.01%4.66%4.78%14.48%4.84%9.54%10.63%5.65%5.38%4.95%4.56%5.16%4.93%5.32%5.34%4.76%
20215.55%4.31%4.54%13.94%4.63%9.04%10.99%6.67%6.17%4.76%5.04%5.36%4.64%4.99%4.69%4.68%

Fidelity Moderate Allocation Drift

Annual allocation drift for fidelity moderate
YeariShares Gold Trust (IAU) AllocationFidelity Shrt-Term Trs Bd Index (FUMBX) AllocationFidelity Freedom Index Income Investor (FIKFX) AllocationFidelity Multi-Asset Income (FMSDX) AllocationFidelity International Growth (FIGFX) AllocationFidelity Intl Real Estate (FIREX) AllocationFidelity Real Estate Income (FRIFX) AllocationDodge&Cox Income I (DODIX) AllocationiShares Global Utilities ETF (JXI) AllocationFidelity Strategic Dividend&Income (FSDIX) AllocationFidelity Growth Company (FDGRX) AllocationBaron Global Advantage Retail (BGAFX) AllocationFidelity Select Pharmaceuticals Port (FPHAX) AllocationFidelity Emerging Markets (FEMKX) AllocationiShares Global Clean Energy ETF (ICLN) Allocation
20186.00%10.00%6.00%4.00%5.00%4.00%6.00%20.00%8.00%4.00%5.00%7.00%6.00%5.00%4.00%
20195.96%10.46%6.13%4.04%4.51%3.89%6.36%20.62%8.87%4.00%4.52%6.38%6.41%4.13%3.71%
20205.78%8.96%5.58%4.09%4.97%4.10%6.17%18.62%9.04%4.03%5.15%7.61%6.94%4.54%4.40%
20215.80%7.51%4.85%3.83%4.66%3.47%4.90%16.35%7.63%3.60%6.92%10.93%6.18%4.83%8.54%