| CAGR | +5.4% | +0.8% | +2.6% | — |
| Sharpe | -0.25 | -0.46 | -0.02 | — |
| Sortino | -0.37 | -0.68 | -0.04 | — |
| Corr to S&P500 | 0.96 | 0.91 | 0.84 | — |
| Capture+ | +0.34 | +0.31 | +0.30 | — |
| Capture- | +0.57 | +0.48 | +0.39 | — |
| Capture ratio | 0.60 | 0.65 | 0.75 | — |
| Beta | 0.39 | 0.36 | 0.32 | — |
| MDD | -12% | -16% | -16% | — |
The fund invests primarily in a combination of Fidelity ® U.S. equity funds, international equity funds, bond funds, and short-term funds (underlying Fidelity ® funds).