See what your fund actually adds

Fidelity Multi-Asset Index Fund FFNOX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FFNOX compared with its replication portfolio
MeasureFFNOXReplication
Annualized growth8.8%10.0%
Annualized volatility13.5%14.8%
Sharpe ratio0.690.72
Maximum drawdown25.9%24.7%
Replication fit (R²)0.98 · Tracking error 2.1%

Replication portfolio

The published portfolio below is the investable basket used to model FFNOX’s historical return behavior.

FFNOX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap27.8%
EFGIntl · Growth20.1%
VTIUS Broad Market18.9%
VTVStyle · Value16.7%
VWOEmerging Markets16.5%