John Hancock Retirement Plan Services

Fidelity Small Cap Index Fund

AS OF 2025-03-31
INVESTMENT STRATEGY:

The investment seeks to provide investment results that correspond to the total return of stocks of small-capitalization United States companies. The fund invests normally at least 80% of its assets in securities included in the Russell 2000® Index. It lends securities to earn income.

Fund Category:
Stock
Morningstar Categoryc31:
Small Blend

PORTFOLIO DETAILS

Ticker FSSNX
Inception Date 2011-09-08
Gross Expense Ratiof1 (%) 0.03
Net Expense Ratiof1 (%) 0.03
Fund Total Net Assets ($M) 24,173.13
Management Company Fidelity Management & Research Company L
Portfolio Managers Louis Bottari
Payal Kapoor Gupta
Peter Matthew
Navid Sohrabi
Robert Regan
Management Company Contact 800-544-8544

TOP TEN HOLDINGS AS OF 2025-01-31

% of Assets

Sprouts Farmers Market Inc 0.58
Insmed Inc 0.48
Vaxcyte Inc Ordinary Shares 0.40
SouthState Corp 0.38
Rocket Lab USA Inc 0.37
FTAI Aviation Ltd 0.37
Credo Technology Group Holding Ltd 0.36
Applied Industrial Technologies Inc 0.36
HealthEquity Inc 0.34
Carpenter Technology Corp 0.33

Average Annual Total Returns %

As of 2025-03-31
Fidelity Small Cap Index Fund
YTD -9.47
1 Year -3.88
3 Year 0.68
5 Year 13.38
10 Year 6.44
Since Inception
Russell 2000 Indexi34
YTD -9.48
1 Year -4.01
3 Year 0.52
5 Year 13.27
10 Year 6.30
Since Inception --
Small Blendb33
YTD -8.05
1 Year -3.54
3 Year 2.02
5 Year 15.28
10 Year 6.64
Since Inception --
Performance data quoted represents past performance. Past performance is no guarantee of future results. Due to market volatility, current performance may be less or higher than the figures shown. Investment return and principal value will fluctuate so that upon redemption, shares may be worth more or less than their original cost. Performance data does not reflect deduction of redemption fee, which, if such fee exists, would lower performance. For current to the most recent month-end performance information, please log onto myplan.johnhancock.com or call a John Hancock representative at (800) 294-3575.
  YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Fidelity Small Cap Index Fund -9.47 -3.88 0.68 13.38 6.44 --
Russell 2000 Indexi34 -9.48 -4.01 0.52 13.27 6.30 --
Small Blendb33 -8.05 -3.54 2.02 15.28 6.64 --
Performance data quoted represents past performance. Past performance is no guarantee of future results. Due to market volatility, current performance may be less or higher than the figures shown. Investment return and principal value will fluctuate so that upon redemption, shares may be worth more or less than their original cost. Performance data does not reflect deduction of redemption fee, which, if such fee exists, would lower performance. For current to the most recent month-end performance information, please log onto myplan.johnhancock.com or call a John Hancock representative at (800) 294-3575.

Hypothetical Growth of $10,000

Portfolio Snapshotb2

  Long % Short % Net %

Top Sectorsb2 (%)

Top Countriesb2 (%)

Morningstar Category: Small Blend

Small-blend portfolios favor U.S. firms at the smaller end of the market-capitalization range. Some aim to own an array of value and growth stocks while others employ a discipline that leads to holdings with valuations and growth rates close to the small-cap averages. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small cap. The blend style is assigned to portfolios where neither growth nor value characteristics predominate.

Equity Style Box

Morningstar Ratingm1

Overall

Out of 582 funds

3 Star Rating
3 Year

Out of 582 funds

2 Star Rating
5 Year

Out of 559 funds

2 Star Rating
10 Year

Out of 399 funds

3 Star Rating

m1. For each fund with at least a three-year history, Morningstar calculates a Morningstar RatingTM based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance(not including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. Exchange traded funds and open-ended mutual funds are considered a single population for comparative purposes. The top 10% of funds in each category receive five stars, then next 22.5% receive four stars, the middle 35% receive three stars, the next 22.5% receive two stars, and the bottom 10% receive one star. The Overall Morningstar RatingTM for a fund is derived from a weighted average of the performance figures associated with its three-, five- and 10-year (if applicable) Morningstar RatingTM metrics. The rating formula most heavily weights the three year rating, using the following calculation: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. Past performance does not guarantee future results.

Key Statistics

Turnover Ratio (%) (annualized) 9
Betab1 (3y) (Russell 2000 TR USD) 1.00
R-squaredb53 (%) (3y) (Russell 2000 TR USD) 100.00
Sharpe Ratiob54 (3y) -0.05
# of Stock Holdings 1969
# of Bond Holdings 0

Morningstar Volatility Analysis

Best 2-month Period Nov. 20 - Jan. 21 35.08
Worst 2-month Period Jan. 20 - Mar. 20 -30.62
Investment
Volatility
Category

In the past, this investment has shown a wide range of price fluctuations relative to other investments. This investment may experience significant price increases in favorable markets or undergo large price declines in adverse markets. Some of this risk may be offset by owning other investments that follow different investment strategies.