PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Equity C/S
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FXAIX 18.08%VYM 12.08%FSGGX 10.08%ARKK 10.07%FSPGX 8.08%BLOK 7.07%MDIJX 6.08%DFSVX 5.08%FSMAX 5.08%FECGX 5.08%GETGX 5.08%IMIDX 3.07%MADCX 5.07%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

10.07%

BLOK
Amplify Transformational Data Sharing ETF
Technology Equities, Actively Managed, Blockchain

7.07%

DFSVX
DFA U.S. Small Cap Value Portfolio I
Small Cap Value Equities

5.08%

FECGX
Fidelity Small Cap Growth Index Fund
Small Cap Growth Equities

5.08%

FSGGX
Fidelity Global ex U.S. Index Fund
Foreign Large Cap Equities

10.08%

FSMAX
Fidelity Extended Market Index Fund
Mid Cap Growth Equities

5.08%

FSPGX
Fidelity Large Cap Growth Index Fund
Large Cap Growth Equities

8.08%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

18.08%

GETGX
Victory Sycamore Established Value Fund
Mid Cap Value Equities

5.08%

IMIDX
Congress Mid Cap Growth Fund
Mid Cap Growth Equities

3.07%

MADCX
BlackRock Emerging Markets Fund, Inc.
Emerging Markets Diversified

5.07%

MDIJX
MFS International Diversification Fund
Foreign Large Cap Equities

6.08%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

12.08%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Equity C/S, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
21.97%
19.37%
Equity C/S
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 16, 2019, corresponding to the inception date of FECGX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Equity C/S2.30%-3.71%21.97%21.58%N/AN/A
ARKK
ARK Innovation ETF
-16.23%-11.21%18.03%19.17%-0.90%N/A
BLOK
Amplify Transformational Data Sharing ETF
10.32%-5.59%58.41%73.60%16.99%N/A
MADCX
BlackRock Emerging Markets Fund, Inc.
-1.20%-1.28%9.65%5.93%2.60%3.91%
IMIDX
Congress Mid Cap Growth Fund
2.07%-5.49%17.81%11.72%10.22%10.85%
DFSVX
DFA U.S. Small Cap Value Portfolio I
0.74%-1.30%21.79%21.38%11.21%8.21%
FXAIX
Fidelity 500 Index Fund
6.76%-3.04%20.28%24.49%13.53%12.69%
FSMAX
Fidelity Extended Market Index Fund
1.51%-3.37%22.84%21.89%8.41%8.94%
FSGGX
Fidelity Global ex U.S. Index Fund
2.56%-1.77%16.12%8.66%5.17%4.05%
FSPGX
Fidelity Large Cap Growth Index Fund
7.12%-4.42%21.66%34.01%16.65%N/A
FECGX
Fidelity Small Cap Growth Index Fund
0.25%-4.76%20.24%12.03%N/AN/A
MDIJX
MFS International Diversification Fund
2.21%-1.99%14.63%6.24%5.80%5.71%
VYM
Vanguard High Dividend Yield ETF
5.99%-1.19%18.23%13.09%9.60%9.74%
GETGX
Victory Sycamore Established Value Fund
4.25%-2.49%19.18%13.47%11.42%10.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.34%6.42%3.45%
2023-5.15%-3.75%11.37%8.68%

Expense Ratio

The Equity C/S has a high expense ratio of 0.34%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GETGX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for MADCX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for MDIJX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for IMIDX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for DFSVX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FSGGX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for FECGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for FSMAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Equity C/S
Sharpe ratio
The chart of Sharpe ratio for Equity C/S, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.005.001.45
Sortino ratio
The chart of Sortino ratio for Equity C/S, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Omega ratio
The chart of Omega ratio for Equity C/S, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for Equity C/S, currently valued at 0.79, compared to the broader market0.002.004.006.008.000.79
Martin ratio
The chart of Martin ratio for Equity C/S, currently valued at 4.10, compared to the broader market0.0010.0020.0030.0040.0050.004.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ARKK
ARK Innovation ETF
0.480.931.100.231.32
BLOK
Amplify Transformational Data Sharing ETF
2.012.841.311.115.17
MADCX
BlackRock Emerging Markets Fund, Inc.
0.410.681.080.151.03
IMIDX
Congress Mid Cap Growth Fund
0.791.201.140.402.30
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.151.801.201.324.59
FXAIX
Fidelity 500 Index Fund
2.083.011.361.818.71
FSMAX
Fidelity Extended Market Index Fund
1.201.801.200.673.97
FSGGX
Fidelity Global ex U.S. Index Fund
0.681.071.130.482.04
FSPGX
Fidelity Large Cap Growth Index Fund
2.243.111.391.5611.94
FECGX
Fidelity Small Cap Growth Index Fund
0.601.011.110.311.61
MDIJX
MFS International Diversification Fund
0.590.931.110.351.59
VYM
Vanguard High Dividend Yield ETF
1.231.821.211.364.03
GETGX
Victory Sycamore Established Value Fund
1.031.551.181.043.07

Sharpe Ratio

The current Equity C/S Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.45

The Sharpe ratio of Equity C/S lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.45
1.92
Equity C/S
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Equity C/S granted a 2.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Equity C/S2.10%2.19%2.34%4.41%1.98%2.35%3.24%2.00%1.85%2.79%2.56%1.98%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
1.04%1.15%0.00%14.31%1.88%2.06%1.30%0.00%0.00%0.00%0.00%0.00%
MADCX
BlackRock Emerging Markets Fund, Inc.
1.69%1.67%2.22%5.72%0.97%1.53%0.98%0.48%1.82%1.34%0.56%0.55%
IMIDX
Congress Mid Cap Growth Fund
6.14%6.27%5.80%12.29%2.06%5.41%2.99%0.04%1.11%0.80%3.96%1.54%
DFSVX
DFA U.S. Small Cap Value Portfolio I
3.65%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%5.09%
FXAIX
Fidelity 500 Index Fund
1.37%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FSMAX
Fidelity Extended Market Index Fund
1.05%1.17%1.90%7.49%2.14%4.30%6.09%5.61%4.85%6.58%5.43%4.09%
FSGGX
Fidelity Global ex U.S. Index Fund
2.88%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%3.42%
FSPGX
Fidelity Large Cap Growth Index Fund
0.68%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.29%0.00%0.00%0.00%
FECGX
Fidelity Small Cap Growth Index Fund
0.81%0.81%0.80%3.43%1.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
MDIJX
MFS International Diversification Fund
4.05%4.14%2.64%2.70%1.64%2.50%3.14%1.63%2.18%1.69%1.48%1.06%
VYM
Vanguard High Dividend Yield ETF
2.90%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
GETGX
Victory Sycamore Established Value Fund
5.62%5.79%7.89%8.04%5.12%5.70%10.23%2.89%1.34%11.52%14.58%7.16%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.45%
-3.50%
Equity C/S
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity C/S. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Equity C/S was 35.01%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Equity C/S drawdown is 8.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.01%Nov 9, 2021235Oct 14, 2022
-34.89%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-8.01%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-7.66%Feb 22, 20219Mar 4, 202127Apr 13, 202136
-7.13%Jul 25, 201915Aug 14, 201956Nov 1, 201971

Volatility

Volatility Chart

The current Equity C/S volatility is 4.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.19%
3.58%
Equity C/S
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BLOKARKKMADCXDFSVXVYMMDIJXFSPGXGETGXFSGGXIMIDXFECGXFXAIXFSMAX
BLOK1.000.750.600.540.500.630.680.550.640.680.720.660.73
ARKK0.751.000.590.510.450.590.750.510.600.740.820.680.82
MADCX0.600.591.000.590.610.830.650.620.870.640.650.700.69
DFSVX0.540.510.591.000.850.640.580.930.690.720.810.740.84
VYM0.500.450.610.851.000.700.640.930.730.740.730.840.77
MDIJX0.630.590.830.640.701.000.720.710.970.740.710.780.75
FSPGX0.680.750.650.580.640.721.000.660.720.880.790.940.82
GETGX0.550.510.620.930.930.710.661.000.740.790.790.830.85
FSGGX0.640.600.870.690.730.970.720.741.000.740.740.790.77
IMIDX0.680.740.640.720.740.740.880.790.741.000.880.900.91
FECGX0.720.820.650.810.730.710.790.790.740.881.000.830.97
FXAIX0.660.680.700.740.840.780.940.830.790.900.831.000.88
FSMAX0.730.820.690.840.770.750.820.850.770.910.970.881.00