VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX)

Basic Info

VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 started on 09/10/2002
VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 is classified as asset class Mid-Cap Growth
VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 expense ratio is 1.04%
VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 rating is
Not Rated

VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) Dividend Info

VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) dividend growth in the last 12 months is -96.39%

The trailing 12-month yield of VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 is 0.33%. its dividend history:

DateDividend
12/29/2016 0.048
07/14/2016 1.323
12/29/2015 0.005
07/14/2015 3.296
07/14/2014 3.487
12/27/2013 0.026
07/16/2013 0.101
12/27/2012 0.074
07/14/2011 0.029
07/14/2010 0.006
12/29/2009 0.026
07/15/2009 0.01
12/29/2008 0.034
07/15/2008 0.968
07/02/2007 0.062
07/03/2006 1.371
12/17/2004 0.019
12/20/2002 0.008

Dividend Growth History for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2016
2016 $1.371 9.33% -58.47% -
2015 $3.301 18.07% -5.33% -58.47%
2014 $3.487 17.08% 2,645.67% -37.30%
2013 $0.127 0.81% 71.62% 121.01%
2012 $0.074 0.54% 155.17% 107.47%
2011 $0.029 0.19% 383.33% 116.24%
2010 $0.006 0.05% -83.33% 147.26%
2009 $0.036 0.41% -96.41% 68.20%
2008 $1.002 6.63% 1,516.13% 4.00%
2007 $0.062 0.47% -95.48% 41.06%
2006 $1.371 10.16% - 0.00%
2004 $0.019 0.19% - 42.84%
2002 $0.008 0.10% - 44.40%

Dividend Growth Chart for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX)

VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) Historical Returns And Risk Info

From 09/10/2002 to 07/19/2017, the compound annualized total return (dividend reinvested) of VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is 3.587%. Its cumulative total return (dividend reinvested) is 68.71%.

From 09/10/2002 to 07/19/2017, the Maximum Drawdown of VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is 53.6%.

From 09/10/2002 to 07/19/2017, the Sharpe Ratio of VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is 0.36.

From 09/10/2002 to 07/19/2017, the Annualized Standard Deviation of VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is 20.5%.

From 09/10/2002 to 07/19/2017, the Beta of VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is 0.83.

Last 1 Week* 1 Yr 3 Yr 5 Yr 10 Yr Since
09/10/2002		 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002
Annualized Return(%) 0.0 0.0 0.0 -14.1 -1.3 3.6 -13.2 11.2 -1.8 5.8 35.9 14.4 -11.1 28.2 39.1 -39.3 14.3 11.8 7.8 23.8 33.2 -5.0
Sharpe Ratio NA -0.24 -0.06 0.29 0.12 0.36 -0.69 0.66 -0.12 0.4 2.61 1.0 -0.45 1.55 1.64 -1.09 0.64 0.57 0.4 1.58 2.03 -0.59
Draw Down(%) NA 21.4 21.9 21.9 53.6 53.6 21.4 14.1 13.3 12.5 6.4 12.3 24.8 12.7 18.9 50.9 11.3 15.8 9.8 11.9 12.9 17.5
Standard Deviation(%) NA 33.9 27.1 26.4 29.7 20.5 34.2 16.6 15.2 14.4 13.7 14.4 24.6 18.1 23.7 36.9 17.6 14.9 13.9 14.5 16.0 27.5
Treynor Ratio NA -0.08 -0.02 0.08 0.04 0.09 -0.23 0.11 -0.02 0.06 0.36 0.17 -0.13 0.37 0.51 -0.52 0.12 0.1 0.0 0.0 0.0 0.0
Alpha NA -0.1 -0.05 -0.04 -0.03 0.01 -0.18 0.02 0.0 -0.03 0.01 0.0 -0.03 0.02 0.02 -0.01 -0.01 0.02 NA NA NA NA
Beta NA 0.96 0.92 0.95 0.83 0.83 1.02 1.01 0.77 1.02 1.0 0.87 0.85 0.76 0.77 0.78 0.98 0.86 NA NA NA NA
RSquare NA 0.11 0.31 0.35 0.59 0.66 0.08 0.93 0.64 0.95 0.93 0.94 0.95 0.87 0.93 0.97 0.92 0.15 0.0 0.0 0.0 0.0
Yield(%) N/A 0.3 8.6 11.5 6.0 N/A 0.0 9.3 18.1 17.1 0.8 0.5 0.2 0.1 0.5 6.6 0.5 10.2 0.0 0.2 0.0 0.1
Dividend Growth(%) N/A -96.4 26.7 679.1 N/A N/A -100.0 -58.5 -5.4 2584.6 85.7 133.3 200.0 -75.0 -96.0 1566.7 -95.6 N/A -100.0 N/A -100.0 N/A

Return Calculator for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX)

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VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) Historical Return Chart

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VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 09/10/2002 to 07/19/2017, the worst annualized return of 3-year rolling returns for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is -13.4%.
From 09/10/2002 to 07/19/2017, the worst annualized return of 5-year rolling returns for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is -2.59%.
From 09/10/2002 to 07/19/2017, the worst annualized return of 10-year rolling returns for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is 5.37%.
From 09/10/2002 to 07/19/2017, the worst annualized return of 20-year rolling returns for VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2 (IFDTX) is NA.

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