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50/50 VOO GLD

Last updated Feb 21, 2024

Asset Allocation


GLD 50%VOO 50%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold

50%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

50%

Performance

The chart shows the growth of an initial investment of $10,000 in 50/50 VOO GLD, 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%SeptemberOctoberNovemberDecember2024February
10.34%
13.40%
50/50 VOO GLD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Feb 21, 2024, the 50/50 VOO GLD returned 1.27% Year-To-Date and 8.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
50/50 VOO GLD1.27%1.37%10.34%16.73%11.89%8.69%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
GLD
SPDR Gold Trust
-1.94%-0.24%6.46%9.47%8.46%3.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.11%
20232.79%-1.45%-4.75%2.58%5.71%2.91%

Sharpe Ratio

The current 50/50 VOO GLD Sharpe ratio is 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.89

The Sharpe ratio of 50/50 VOO GLD 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.89
1.75
50/50 VOO GLD
Benchmark (^GSPC)
Portfolio components

Dividend yield

50/50 VOO GLD granted a 0.70% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
50/50 VOO GLD0.70%0.73%0.85%0.62%0.77%0.94%1.03%0.89%1.01%1.05%0.93%0.92%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 50/50 VOO GLD has a high expense ratio of 0.22%, 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.


0.40%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.91
GLD
SPDR Gold Trust
0.77

Asset Correlations Table

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

GLDVOO
GLD1.000.03
VOO0.031.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.49%
-1.08%
50/50 VOO GLD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 50/50 VOO GLD. 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 50/50 VOO GLD was 19.94%, occurring on Mar 20, 2020. Recovery took 53 trading sessions.

The current 50/50 VOO GLD drawdown is 0.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.94%Feb 24, 202020Mar 20, 202053Jun 5, 202073
-18.22%Mar 31, 2022137Oct 14, 2022184Jul 12, 2023321
-12.01%Oct 5, 2012181Jun 27, 2013165Feb 24, 2014346
-11.73%Jan 23, 2015248Jan 15, 201664Apr 19, 2016312
-10.48%Jan 29, 2018229Dec 24, 201838Feb 20, 2019267

Volatility Chart

The current 50/50 VOO GLD volatility is 2.56%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.56%
3.37%
50/50 VOO GLD
Benchmark (^GSPC)
Portfolio components
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