403b
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PAAIX PIMCO All Asset Fund | Tactical Allocation | 19.58% |
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | Foreign Large Cap Equities | 28.76% |
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | Emerging Markets Equities | 12.03% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | Large Cap Blend Equities | 39.63% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Apr 28, 2015, corresponding to the inception date of VSMPX
Returns By Period
As of Jun 1, 2025, the 403b returned 6.65% Year-To-Date and 8.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| 403b | 6.65% | 4.58% | 3.71% | 12.11% | 11.84% | 8.16% |
| Portfolio components: | ||||||
PAAIX PIMCO All Asset Fund | 4.40% | 1.55% | 1.62% | 6.85% | 7.40% | 4.97% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 0.53% | 5.69% | -2.51% | 12.99% | 15.25% | 12.15% |
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 6.29% | 3.59% | 5.81% | 12.38% | 7.87% | 4.00% |
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 16.80% | 5.47% | 12.83% | 13.12% | 11.31% | 6.14% |
Monthly Returns
The table below presents the monthly returns of 403b, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.91% | 0.30% | -2.15% | 0.92% | 4.63% | 6.65% | |||||||
| 2024 | -0.38% | 3.52% | 2.83% | -3.04% | 3.88% | 1.01% | 2.32% | 2.06% | 2.31% | -2.79% | 3.05% | -2.76% | 12.28% |
| 2023 | 7.21% | -3.24% | 2.31% | 1.22% | -1.66% | 5.01% | 3.49% | -2.98% | -3.73% | -2.90% | 8.06% | 4.97% | 18.10% |
| 2022 | -3.78% | -2.52% | 1.22% | -6.84% | 0.49% | -7.94% | 5.94% | -3.48% | -9.28% | 5.17% | 8.57% | -3.51% | -16.40% |
| 2021 | 0.23% | 2.70% | 2.34% | 3.70% | 1.92% | 0.99% | 0.17% | 2.00% | -3.51% | 4.03% | -2.74% | 3.83% | 16.47% |
| 2020 | -1.72% | -6.55% | -14.28% | 9.62% | 4.69% | 3.29% | 4.67% | 4.76% | -2.54% | -1.90% | 11.79% | 4.96% | 14.79% |
| 2019 | 7.42% | 2.17% | 1.06% | 2.79% | -5.08% | 5.73% | -0.26% | -2.02% | 1.92% | 2.54% | 1.93% | 3.51% | 23.29% |
| 2018 | 4.97% | -4.02% | -1.00% | 0.37% | 0.05% | -0.86% | 2.60% | 0.13% | 0.24% | -6.90% | 1.64% | -5.74% | -8.78% |
| 2017 | 2.85% | 2.53% | 1.34% | 1.36% | 1.77% | 0.65% | 2.63% | 0.71% | 1.56% | 1.82% | 1.58% | 1.68% | 22.48% |
| 2016 | -4.87% | -0.98% | 7.74% | 1.64% | -0.28% | 0.69% | 3.84% | 0.54% | 0.86% | -1.42% | 0.32% | 1.82% | 9.82% |
| 2015 | -1.44% | -0.16% | -2.07% | -0.09% | -6.41% | -3.34% | 6.42% | -0.76% | -1.92% | -9.79% |
Expense Ratio
403b has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 403b is 61, 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 | |
|---|---|---|---|---|---|
PAAIX PIMCO All Asset Fund | 1.10 | 1.34 | 1.20 | 1.06 | 3.67 |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 0.69 | 1.00 | 1.14 | 0.64 | 2.40 |
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 0.74 | 0.97 | 1.12 | 0.54 | 1.87 |
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 0.88 | 1.20 | 1.16 | 1.00 | 2.93 |
Loading data...
Dividends
Dividend yield
403b provided a 2.88% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.88% | 3.01% | 2.60% | 3.50% | 4.04% | 2.08% | 2.63% | 3.20% | 2.64% | 2.67% | 2.61% | 2.08% |
| Portfolio components: | ||||||||||||
PAAIX PIMCO All Asset Fund | 6.13% | 5.92% | 3.54% | 7.68% | 11.90% | 3.56% | 3.32% | 5.50% | 4.48% | 3.61% | 3.93% | 5.05% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.29% | 1.27% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% | 0.00% |
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 3.00% | 3.17% | 3.51% | 4.09% | 2.61% | 1.91% | 3.23% | 2.89% | 2.33% | 2.55% | 3.29% | 2.88% |
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 2.81% | 3.36% | 3.16% | 2.92% | 3.17% | 2.05% | 3.05% | 3.35% | 2.79% | 3.08% | 2.95% | 2.57% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the 403b. 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 403b was 31.71%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current 403b drawdown is 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.71% | Jan 21, 2020 | 44 | Mar 23, 2020 | 109 | Aug 26, 2020 | 153 |
| -25.14% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -19.03% | May 18, 2015 | 187 | Feb 11, 2016 | 212 | Dec 13, 2016 | 399 |
| -17.73% | Jan 29, 2018 | 229 | Dec 24, 2018 | 214 | Oct 30, 2019 | 443 |
| -13.48% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.42, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | PAAIX | VEMIX | VSMPX | VDIPX | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.58 | 0.66 | 0.99 | 0.79 | 0.92 |
| PAAIX | 0.58 | 1.00 | 0.70 | 0.59 | 0.75 | 0.76 |
| VEMIX | 0.66 | 0.70 | 1.00 | 0.67 | 0.77 | 0.82 |
| VSMPX | 0.99 | 0.59 | 0.67 | 1.00 | 0.80 | 0.93 |
| VDIPX | 0.79 | 0.75 | 0.77 | 0.80 | 1.00 | 0.94 |
| Portfolio | 0.92 | 0.76 | 0.82 | 0.93 | 0.94 | 1.00 |