Path Forward 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Path Forward 2024, 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
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| Path Forward 2024 | 12.23% | -2.00% | 5.94% | 12.61% | N/A | N/A |
| Portfolio components: | ||||||
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWVXX Schwab Value Advantage Money Fund | 4.30% | 0.38% | 2.28% | 5.01% | 2.30% | 1.55% |
SWPPX Schwab S&P 500 Index Fund | 25.40% | -0.99% | 9.05% | 25.83% | 14.67% | 12.96% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.52% | -0.84% | 0.69% | 1.13% | -0.49% | 1.27% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 25.17% | -0.88% | 10.50% | 25.53% | 14.14% | 12.50% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.73% | -1.87% | 2.71% | 6.28% | 3.93% | 5.16% |
VXF Vanguard Extended Market ETF | 18.06% | -5.40% | 15.03% | 18.01% | 10.09% | 9.50% |
VXUS Vanguard Total International Stock ETF | 5.60% | -1.11% | -0.02% | 6.89% | 4.50% | 4.97% |
VTRIX Vanguard International Value Fund | -6.62% | -8.70% | -10.03% | -5.47% | 2.52% | 3.62% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.58% | -7.73% | 7.18% | 4.36% | 3.06% | 4.78% |
VASGX Vanguard LifeStrategy Growth Fund | 14.09% | -0.68% | 5.61% | 14.08% | 7.30% | 6.98% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 12.09% | -7.10% | 8.77% | 12.00% | 9.86% | 8.58% |
BSV Vanguard Short-Term Bond ETF | 3.39% | 0.17% | 2.40% | 3.58% | 1.24% | 1.60% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.18% | 0.38% | 2.54% | 5.27% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Path Forward 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.35% | 2.91% | 2.41% | -3.16% | 2.98% | 1.15% | 2.70% | 1.62% | 1.69% | -1.21% | 4.01% | 12.23% | |
| 2023 | 5.67% | -2.14% | 1.02% | 0.54% | -0.75% | 4.42% | 2.68% | -1.89% | -3.25% | -2.32% | 6.69% | 4.78% | 15.86% |
| 2022 | -3.89% | -1.48% | 1.14% | -5.57% | 0.02% | -5.60% | 5.62% | -2.72% | -6.83% | 4.65% | 4.92% | -3.41% | -13.32% |
| 2021 | 0.01% | 2.35% | 1.98% | 3.13% | 0.76% | 1.16% | 0.67% | 1.52% | -2.84% | 3.65% | -1.72% | 2.53% | 13.81% |
| 2020 | 0.12% | 1.87% | 3.41% | 3.75% | -2.13% | -1.07% | 8.86% | 3.35% | 19.20% |
Expense Ratio
Path Forward 2024 has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Path Forward 2024 is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
USD=X USD Cash | — | — | — | — | — |
SWVXX Schwab Value Advantage Money Fund | 3.36 | — | — | — | — |
SWPPX Schwab S&P 500 Index Fund | 2.20 | 2.92 | 1.42 | 3.26 | 14.11 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.29 | 0.45 | 1.05 | 0.11 | 0.80 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 2.17 | 2.88 | 1.41 | 3.23 | 13.81 |
VWINX Vanguard Wellesley Income Fund Investor Shares | 1.13 | 1.54 | 1.20 | 1.33 | 5.83 |
VXF Vanguard Extended Market ETF | 1.26 | 1.80 | 1.23 | 1.19 | 7.02 |
VXUS Vanguard Total International Stock ETF | 0.59 | 0.89 | 1.11 | 0.79 | 2.40 |
VTRIX Vanguard International Value Fund | -0.31 | -0.28 | 0.95 | -0.28 | -1.17 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.34 | 0.56 | 1.07 | 0.21 | 1.41 |
VASGX Vanguard LifeStrategy Growth Fund | 1.68 | 2.31 | 1.31 | 2.36 | 10.57 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 0.94 | 1.41 | 1.18 | 1.68 | 4.88 |
BSV Vanguard Short-Term Bond ETF | 1.58 | 2.32 | 1.30 | 1.32 | 5.47 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.08 | 495.19 | 496.19 | 507.61 | 8,058.04 |
Dividends
Dividend yield
Path Forward 2024 provided a 2.56% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.56% | 2.85% | 2.20% | 1.54% | 1.55% | 1.77% | 2.19% | 1.68% | 1.82% | 1.87% | 1.79% | 1.74% |
| Portfolio components: | ||||||||||||
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 0.00% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.35% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.92% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 6.62% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 4.00% | 4.00% | 5.60% | 4.92% | 5.79% |
VXF Vanguard Extended Market ETF | 1.08% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.14% |
VXUS Vanguard Total International Stock ETF | 3.35% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VTRIX Vanguard International Value Fund | 0.00% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 2.90% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VASGX Vanguard LifeStrategy Growth Fund | 2.18% | 2.34% | 2.10% | 1.87% | 1.68% | 2.32% | 2.56% | 2.09% | 2.22% | 2.20% | 2.10% | 1.92% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.42% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
BSV Vanguard Short-Term Bond ETF | 3.07% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.11% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Path Forward 2024. 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 Path Forward 2024 was 19.26%, occurring on Oct 14, 2022. Recovery took 336 trading sessions.
The current Path Forward 2024 drawdown is 3.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.26% | Nov 9, 2021 | 244 | Oct 14, 2022 | 336 | Jan 29, 2024 | 580 |
| -5.54% | Sep 3, 2020 | 15 | Sep 23, 2020 | 13 | Oct 12, 2020 | 28 |
| -5.52% | Jun 9, 2020 | 3 | Jun 11, 2020 | 29 | Jul 22, 2020 | 32 |
| -4.74% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -4.7% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Path Forward 2024 volatility is 2.88%, 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.
Diversification
Asset Correlations Table
| USD=X | SGOV | SWVXX | VBTLX | BSV | VGSLX | VTRIX | VSIAX | VWINX | VXUS | VXF | SWPPX | VTSAX | VASGX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| SGOV | 0.00 | 1.00 | 0.00 | 0.03 | 0.09 | -0.00 | -0.01 | -0.02 | 0.02 | 0.00 | -0.03 | -0.01 | -0.00 | -0.00 |
| SWVXX | 0.00 | 0.00 | 1.00 | -0.00 | 0.01 | 0.03 | 0.04 | 0.06 | 0.03 | 0.03 | 0.06 | 0.05 | 0.05 | 0.04 |
| VBTLX | 0.00 | 0.03 | -0.00 | 1.00 | 0.84 | 0.24 | 0.08 | 0.03 | 0.53 | 0.12 | 0.11 | 0.10 | 0.11 | 0.18 |
| BSV | 0.00 | 0.09 | 0.01 | 0.84 | 1.00 | 0.24 | 0.14 | 0.08 | 0.50 | 0.18 | 0.14 | 0.14 | 0.15 | 0.23 |
| VGSLX | 0.00 | -0.00 | 0.03 | 0.24 | 0.24 | 1.00 | 0.57 | 0.71 | 0.68 | 0.58 | 0.67 | 0.66 | 0.68 | 0.68 |
| VTRIX | 0.00 | -0.01 | 0.04 | 0.08 | 0.14 | 0.57 | 1.00 | 0.76 | 0.63 | 0.97 | 0.75 | 0.75 | 0.77 | 0.87 |
| VSIAX | 0.00 | -0.02 | 0.06 | 0.03 | 0.08 | 0.71 | 0.76 | 1.00 | 0.70 | 0.73 | 0.89 | 0.77 | 0.82 | 0.81 |
| VWINX | 0.00 | 0.02 | 0.03 | 0.53 | 0.50 | 0.68 | 0.63 | 0.70 | 1.00 | 0.64 | 0.63 | 0.68 | 0.68 | 0.74 |
| VXUS | 0.00 | 0.00 | 0.03 | 0.12 | 0.18 | 0.58 | 0.97 | 0.73 | 0.64 | 1.00 | 0.76 | 0.77 | 0.79 | 0.90 |
| VXF | 0.00 | -0.03 | 0.06 | 0.11 | 0.14 | 0.67 | 0.75 | 0.89 | 0.63 | 0.76 | 1.00 | 0.84 | 0.90 | 0.88 |
| SWPPX | 0.00 | -0.01 | 0.05 | 0.10 | 0.14 | 0.66 | 0.75 | 0.77 | 0.68 | 0.77 | 0.84 | 1.00 | 0.98 | 0.94 |
| VTSAX | 0.00 | -0.00 | 0.05 | 0.11 | 0.15 | 0.68 | 0.77 | 0.82 | 0.68 | 0.79 | 0.90 | 0.98 | 1.00 | 0.96 |
| VASGX | 0.00 | -0.00 | 0.04 | 0.18 | 0.23 | 0.68 | 0.87 | 0.81 | 0.74 | 0.90 | 0.88 | 0.94 | 0.96 | 1.00 |