See what your fund actually adds

Fidelity New Millennium Fund FMILX

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

Fund and replication metrics

FMILX compared with its replication portfolio
MeasureFMILXReplication
Annualized growth17.5%12.9%
Annualized volatility16.3%15.9%
Sharpe ratio1.080.84
Maximum drawdown19.2%22.9%
Replication fit (R²)0.92 · Tracking error 4.6%

Replication portfolio

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

FMILX replication basket weights
TickerBuilding blockWeight
LRGFFactor · Multi-Factor41.8%
MTUMFactor · Momentum27.5%
XLISector · Industrials12.0%
XLFSector · Financials9.8%
DGSEM Small Cap8.8%