FAPSX
Fidelity Risk Parity Fund
Fidelity Greenwood Street Trust
Fund of funds

Average annual returns

Through 2025
1 year
21.08%
3 year
11.95%
5 year
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

40 months through Jan. 31, 2026
Volatility (ann.)
9.60%
Sharpe
1.20
Sortino
2.13
Max drawdown
-9.08%
Best month
6.89%
Worst month
-4.37%
Beta vs VTSAX
0.60
Correlation
0.76

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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