Diversified looking portfolio secretly carried by one moody value fund with a serious fee habit
Report created on Apr 24, 2026Risk profile
3/7
Diversification profile
5/5
Positions
-
FD FIDELITY VALUE FUND FIDELITY VALUE FUND
FDVLX - US3164641066 32.85% -
FA FIDELITY CAPITAL & INCOME FUND FIDELITY CAPITAL & INCOME FUND
FAGIX - US3160621088 25.44% -
FI FIDELITY INTERNATIONAL DISCOVERY FUND FIDELITY INTERNATIONAL DISCOVERY FUND
FIGRX - US3159102082 14.63% -
FA FIDELITY ASSET MANAGER 50% FIDELITY ASSET MANAGER 50%
FASMX - US3160691032 14.03% -
FT FIDELITY INTERMEDIATE BOND FUND FIDELITY INTERMEDIATE BOND FUND
FTHRX - US3159121058 13.05%
This portfolio is basically “Fidelity Value Fund and Friends.” One position sits at nearly a third of the whole thing, while the other funds just orbit it like nervous satellites. Five active mutual funds all from the same shop is less a portfolio and more a branded sampler platter. On paper, it screams diversification; in practice, a lot of the heavy lifting depends on one value-tilted fund and a grab bag of mixed strategies. When one product is doing over half the risk work, the rest are mostly decoration. The structure feels like it evolved from “I like Fidelity funds” rather than from any clear top-down plan.
Growth
Historically, this thing turned $1,000 into $2,368, which sounds great until the benchmarks walk in. The US market turned the same $1,000 into a much bigger pile with a 14.89% CAGR, while this limped along at 9.03%. That’s a 5.86% annual gap — not a rounding error. Max drawdown? You still ate about -32%, basically the same gut punch as the benchmarks, just with less payoff afterward. CAGR (compound annual growth rate) is like your average speed on a road trip; you took the same scary mountain roads but ended up way behind the faster drivers. Classic “all the downside, less of the upside” energy.
Projection
The Monte Carlo projection basically says, “It’ll probably work out… but don’t get cocky.” Monte Carlo is just a fancy way of running thousands of what-if futures using past volatility and returns, like simulating a thousand alternate timelines. Median outcome after 15 years is $2,462 from $1,000 — decent, but not wild. The range is huge: in bad-but-not-catastrophic paths, you crawl to around $1,278; in lucky worlds, you get north of $5,000. The average simulated return of 6.69% lags the historical 9.03%, so even the math is quietly lowering expectations. As always, past data is yesterday’s weather — informative, not psychic.
Asset classes
- Stocks 63%
- Bonds 36%
- Not classified 1%
For something labeled “cautious,” this portfolio is pretty frisky: 63% in stocks, 36% in bonds, and a lonely 1% in “not classified” mystery stew. That’s more “moderate growth” than “tiptoeing around risk.” The bond slice tries to play adult supervision, but with under 40% in fixed income, the equity roller coaster still runs the show when markets get excited. Asset classes are your main risk dial, and here the dial is set closer to “let’s see what happens” than the risk rating suggests. The overall mix isn’t crazy, just a little more adventurous than the marketing label implies.
Sectors
- Technology 19%
- Industrials 18%
- Financials 13%
- Consumer Discretionary 8%
- Health Care 6%
- Telecommunications 6%
- Basic Materials 4%
- Utilities 4%
- Energy 3%
- Real Estate 3%
- Consumer Staples 2%
This breakdown covers the equity portion of your portfolio only.
Sector-wise, this is a tech-and-industrials two-step with everything else invited as background characters. Tech at 19% and industrials at 18% together hog more than a third of the equity risk. Financials at 13% then join the party, while traditionally defensive areas like consumer staples barely register at 2%. For a supposedly cautious setup, the sector mix isn’t exactly built like a bunker. Sector allocation is just how you’re betting on different parts of the economy; here the bet leans toward more cyclical, economically sensitive areas rather than boring stability. When growth cools or the cycle turns, this lineup won’t be shy about it.
Regions
- North America 63%
- Europe Developed 13%
- No data 13%
- Japan 4%
- Asia Developed 3%
- Asia Emerging 2%
- Latin America 1%
This breakdown covers the equity portion of your portfolio only.
Geography says “USA first, everyone else if we remember.” About 63% is in North America, with Europe a distant second at 13%, and a chunky 13% tagged as “no data,” which is code for “shrug.” Japan, other developed Asia, and emerging markets barely get slivers. This is sold as highly diversified, but in practice it’s the usual home-country comfort blanket with a few international sprinkles. Geographic diversification matters because different regions stumble at different times; here, if North America catches a cold, the portfolio is doing more than sneezing. The international funds help, but they’re more seasoning than main ingredient.
Market capitalization
- Mid-cap 16%
- Small-cap 15%
- Mega-cap 14%
- Large-cap 10%
- Micro-cap 4%
This breakdown covers the equity portion of your portfolio only.
The market cap mix looks like it tripped and fell into the mushy middle. Mid-cap at 16% and small-cap at 15% together dominate the reported breakdown, while mega-caps are only 14% and large-caps 10%. Add in micro-cap at 4% and you’ve quietly leaned away from the global giants toward stuff that can move a lot more when things get choppy. That’s not automatically bad, just not particularly “cautious.” Market cap is basically a proxy for stability; here, the tilt is toward more wobbly names that can outperform or underperform dramatically. This is a “punchier than it looks” size profile.
Factors
Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.
Factor-wise, this portfolio has a very clear personality: heavy value (67%), heavy size (66%), and very high low volatility (77%). Factor exposure is basically the recipe behind your returns — the hidden flavors. Here you’ve mixed “cheap stocks,” “smaller names,” and “stable-ish behavior” into one stew. That combination can do nicely when investors rotate into beaten-down bargains and calmer names, but it’s not the setup that usually wins in full-blown growth manias. Yield is actually low at 34% despite the chunky income numbers, which is a fun contradiction: the payout headline looks generous, but the underlying factor tilt isn’t truly income-obsessed, just value-and-defensiveness obsessed.
Risk contribution
-
FIDELITY VALUE FUND FIDELITY VALUE FUND
Weight: 32.85% 57.3% -
FIDELITY INTERNATIONAL DISCOVERY FUND FIDELITY INTERNATIONAL DISCOVERY FUND
Weight: 14.63% 17.9% -
FIDELITY CAPITAL & INCOME FUND FIDELITY CAPITAL & INCOME FUND
Weight: 25.44% 14.5% -
FIDELITY ASSET MANAGER 50% FIDELITY ASSET MANAGER 50%
Weight: 14.03% 9.9% -
FIDELITY INTERMEDIATE BOND FUND FIDELITY INTERMEDIATE BOND FUND
Weight: 13.05% 0.3%
Risk contribution makes the power imbalance here painfully obvious. The value fund is 32.85% of the weight but a ridiculous 57.32% of total risk — a risk/weight ratio of 1.74. That’s the loud friend at the party everyone hears, whether they want to or not. Meanwhile, the intermediate bond fund sits at 13.05% weight but contributes basically nothing to risk at 0.34%; it’s the potted plant of this portfolio. Risk contribution tells you who’s actually driving the mood swings, and here the top three holdings deliver almost 90% of total risk. The rest are mostly window dressing from a volatility perspective.
Risk vs. return
This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.
Click on the colored dots to explore allocations.
On the efficient frontier, the good news is you’re at least not wasting risk — the portfolio sits right on or near the curve. The punchline: you’re sitting there with a Sharpe ratio of 0.44 while an alternative mix of the exact same holdings could hit 0.93 with lower risk and only slightly lower return. Sharpe is just return per unit of volatility; higher is better. So yes, the ingredients are decent, and the chef didn’t completely botch it — but the current recipe isn’t exactly gourmet. Efficient for this risk level, sure, just not particularly impressive given what the same menu could theoretically do.
Dividends
- FIDELITY CAPITAL & INCOME FUND FIDELITY CAPITAL & INCOME FUND 4.20%
- FIDELITY ASSET MANAGER 50% FIDELITY ASSET MANAGER 50% 7.20%
- FIDELITY VALUE FUND FIDELITY VALUE FUND 8.90%
- FIDELITY INTERNATIONAL DISCOVERY FUND FIDELITY INTERNATIONAL DISCOVERY FUND 6.60%
- FIDELITY INTERMEDIATE BOND FUND FIDELITY INTERMEDIATE BOND FUND 3.70%
- Weighted yield (per year) 6.45%
A 6.45% total yield is chunky enough to raise an eyebrow and maybe an audit. Several funds are flashing eye-catching payout numbers — 8.9% from the value fund and 7.2% from the asset manager fund are not shy. Dividends feel comforting, like getting a paycheck, but they’re not free; the money ultimately comes from the same underlying returns that could have stayed invested. High yields can also hint at underlying bets on beaten-up areas or embedded risk. So the income stream is strong, but it’s more “you’re being paid to hold some baggage” than “magically safe cash fountain.”
Ongoing product costs
- FIDELITY CAPITAL & INCOME FUND FIDELITY CAPITAL & INCOME FUND 0.90%
- FIDELITY ASSET MANAGER 50% FIDELITY ASSET MANAGER 50% 0.53%
- FIDELITY VALUE FUND FIDELITY VALUE FUND 0.68%
- FIDELITY INTERNATIONAL DISCOVERY FUND FIDELITY INTERNATIONAL DISCOVERY FUND 0.66%
- FIDELITY INTERMEDIATE BOND FUND FIDELITY INTERMEDIATE BOND FUND 0.45%
- Weighted costs total (per year) 0.68%
Total cost at roughly 0.68% is classic active mutual fund territory: not highway robbery, but definitely not the bargain bin. Fees are like a slow leak in a tire — you don’t notice them day to day, but over 10–20 years they add up to real distance lost. The fun part is that the portfolio already underperformed simple benchmarks historically, then politely tipped almost 0.7% a year to the managers for the privilege. You’re basically paying premium prices for middling driving. Costs aren’t disastrous here, just quietly persistent and not exactly matched by outstanding results.
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