15%AVUV,15%SCHD,10%IAU,60%VGIT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
IJS iShares S&P SmallCap 600 Value ETF | Small Cap Value Equities | 15% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 15%AVUV,15%SCHD,10%IAU,60%VGIT, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 29, 2024, the 15%AVUV,15%SCHD,10%IAU,60%VGIT returned 6.56% Year-To-Date and 4.96% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.35% | 10.30% | 24.34% | 13.87% | 10.83% |
| 15%AVUV,15%SCHD,10%IAU,60%VGIT | 6.56% | 1.90% | 8.00% | 11.52% | 5.24% | 4.96% |
| Portfolio components: | ||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.47% | 2.20% | 4.97% | 6.93% | 0.01% | 1.39% |
IJS iShares S&P SmallCap 600 Value ETF | 3.99% | -1.02% | 8.29% | 13.14% | 10.04% | 8.04% |
SCHD Schwab US Dividend Equity ETF | 11.71% | 1.64% | 9.83% | 16.42% | 13.35% | 11.47% |
IAU iShares Gold Trust | 21.39% | 5.24% | 23.13% | 29.10% | 10.35% | 6.69% |
Monthly Returns
The table below presents the monthly returns of 15%AVUV,15%SCHD,10%IAU,60%VGIT, 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 | -0.76% | -0.27% | 2.37% | -2.56% | 1.99% | 0.20% | 4.67% | 6.56% | |||||
| 2023 | 4.11% | -2.76% | 1.41% | 0.04% | -1.93% | 1.06% | 1.70% | -1.23% | -3.07% | -1.30% | 4.36% | 4.64% | 6.82% |
| 2022 | -2.19% | 0.39% | -1.25% | -3.26% | 0.98% | -3.08% | 2.76% | -3.04% | -5.00% | 3.21% | 4.00% | -1.76% | -8.38% |
| 2021 | 0.21% | 1.19% | 1.62% | 1.35% | 2.05% | -0.92% | 0.40% | 0.39% | -1.69% | 0.80% | -0.52% | 1.80% | 6.80% |
| 2020 | 0.58% | -1.60% | -3.06% | 4.63% | 1.47% | 0.81% | 2.58% | 1.28% | -1.58% | 0.17% | 4.58% | 2.47% | 12.71% |
| 2019 | 3.30% | 1.11% | 0.45% | 0.98% | -1.31% | 3.53% | 0.40% | 1.26% | 0.58% | 0.93% | 0.27% | 0.96% | 13.10% |
| 2018 | 0.34% | -1.97% | 0.33% | -0.52% | 1.52% | -0.06% | 0.65% | 1.06% | -0.78% | -2.19% | 1.20% | -1.11% | -1.61% |
| 2017 | 0.49% | 1.30% | -0.06% | 0.76% | 0.27% | -0.08% | 0.85% | 0.54% | 0.80% | 0.44% | 1.04% | 0.49% | 7.04% |
| 2016 | 0.62% | 2.03% | 2.25% | 0.70% | -0.46% | 2.68% | 1.43% | -0.62% | 0.48% | -1.64% | 0.09% | 0.61% | 8.39% |
| 2015 | 1.10% | 0.02% | 0.05% | -0.26% | 0.20% | -1.08% | -0.44% | -1.18% | -0.05% | 2.17% | -0.46% | -1.00% | -0.98% |
| 2014 | 0.16% | 2.08% | -0.26% | 0.31% | 0.63% | 1.29% | -1.67% | 1.88% | -1.91% | 1.70% | 0.90% | 0.34% | 5.50% |
| 2013 | 1.29% | 0.47% | 1.60% | 0.19% | -0.77% | -1.91% | 2.45% | -0.98% | 1.60% | 1.59% | 0.38% | -0.69% | 5.26% |
Expense Ratio
15%AVUV,15%SCHD,10%IAU,60%VGIT has an expense ratio of 0.10%, 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 15%AVUV,15%SCHD,10%IAU,60%VGIT is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 1.39 | 2.09 | 1.25 | 0.49 | 4.82 |
IJS iShares S&P SmallCap 600 Value ETF | 0.67 | 1.11 | 1.13 | 0.62 | 2.35 |
SCHD Schwab US Dividend Equity ETF | 1.50 | 2.19 | 1.26 | 1.33 | 5.63 |
IAU iShares Gold Trust | 2.12 | 2.98 | 1.38 | 2.45 | 12.28 |
Dividends
Dividend yield
15%AVUV,15%SCHD,10%IAU,60%VGIT granted a 2.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15%AVUV,15%SCHD,10%IAU,60%VGIT | 2.68% | 2.37% | 1.77% | 1.66% | 1.96% | 2.04% | 1.95% | 1.61% | 1.63% | 1.70% | 1.53% | 1.53% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.25% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
IJS iShares S&P SmallCap 600 Value ETF | 1.48% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
IAU iShares 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% |
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 15%AVUV,15%SCHD,10%IAU,60%VGIT. 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 15%AVUV,15%SCHD,10%IAU,60%VGIT was 14.22%, occurring on Sep 27, 2022. Recovery took 449 trading sessions.
The current 15%AVUV,15%SCHD,10%IAU,60%VGIT drawdown is 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.22% | Nov 8, 2021 | 223 | Sep 27, 2022 | 449 | Jul 12, 2024 | 672 |
| -9.38% | Feb 24, 2020 | 18 | Mar 18, 2020 | 48 | May 27, 2020 | 66 |
| -4.95% | Aug 28, 2018 | 82 | Dec 24, 2018 | 25 | Jan 31, 2019 | 107 |
| -4.57% | Apr 16, 2015 | 92 | Aug 25, 2015 | 130 | Mar 2, 2016 | 222 |
| -4.21% | Jun 9, 2020 | 14 | Jun 26, 2020 | 22 | Jul 29, 2020 | 36 |
Volatility
Volatility Chart
The current 15%AVUV,15%SCHD,10%IAU,60%VGIT volatility is 2.05%, 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
| IAU | VGIT | SCHD | IJS | |
|---|---|---|---|---|
| IAU | 1.00 | 0.35 | 0.03 | 0.03 |
| VGIT | 0.35 | 1.00 | -0.21 | -0.22 |
| SCHD | 0.03 | -0.21 | 1.00 | 0.80 |
| IJS | 0.03 | -0.22 | 0.80 | 1.00 |