2j4a0n16k
2j4a0n16k
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2j4a0n16k, 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 22, 2012, corresponding to the inception date of IEFA
Returns By Period
As of Oct 30, 2024, the 2j4a0n16k returned 14.43% Year-To-Date and 8.26% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 2j4a0n16k | 14.43% | -0.30% | 11.59% | 29.00% | 9.08% | 8.26% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 2.14% | -2.57% | 5.38% | 10.54% | -0.25% | 1.41% |
FSKAX Fidelity Total Market Index Fund | 22.30% | 1.80% | 16.26% | 41.94% | 14.37% | 12.11% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.05% | -2.62% | 5.41% | 10.61% | -0.21% | 1.42% |
FXNAX Fidelity U.S. Bond Index Fund | 2.02% | -2.64% | 5.07% | 10.52% | -0.49% | 1.26% |
VV Vanguard Large-Cap ETF | 23.64% | 1.89% | 16.77% | 42.36% | 15.02% | 12.62% |
FXAIX Fidelity 500 Index Fund | 23.66% | 1.74% | 16.62% | 42.00% | 15.10% | 12.77% |
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 14.39% | 12.12% |
VOO Vanguard S&P 500 ETF | 23.64% | 1.79% | 16.67% | 42.02% | 15.09% | 12.70% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSPSX Fidelity International Index Fund | 8.54% | -4.39% | 5.85% | 24.52% | 6.47% | 5.30% |
VXUS Vanguard Total International Stock ETF | 9.71% | -3.84% | 7.56% | 24.87% | 6.03% | 4.88% |
VTV Vanguard Value ETF | 18.09% | -0.30% | 12.11% | 33.51% | 11.20% | 10.09% |
IEFA iShares Core MSCI EAFE ETF | 7.98% | -4.61% | 5.79% | 24.01% | 6.13% | 5.30% |
Monthly Returns
The table below presents the monthly returns of 2j4a0n16k, 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 | 0.73% | 2.73% | 2.65% | -3.45% | 3.58% | 1.91% | 2.20% | 2.11% | 1.78% | 14.43% | |||
| 2023 | 5.30% | -2.64% | 2.66% | 1.20% | -0.79% | 4.18% | 2.28% | -1.62% | -3.84% | -2.16% | 7.41% | 4.50% | 16.98% |
| 2022 | -3.88% | -2.09% | 1.14% | -6.72% | 0.62% | -6.01% | 6.24% | -3.56% | -7.50% | 5.13% | 5.51% | -3.73% | -15.01% |
| 2021 | -0.73% | 1.61% | 2.49% | 3.44% | 0.87% | 1.32% | 1.55% | 1.73% | -3.27% | 4.17% | -1.10% | 2.98% | 15.88% |
| 2020 | 0.20% | -4.96% | -9.02% | 8.71% | 3.48% | 1.44% | 3.93% | 4.17% | -2.35% | -1.85% | 8.34% | 2.90% | 14.36% |
| 2019 | 5.65% | 2.15% | 1.61% | 2.52% | -3.67% | 4.97% | 0.75% | -0.46% | 1.26% | 1.61% | 2.27% | 1.98% | 22.33% |
| 2018 | 3.22% | -3.03% | -1.25% | 0.04% | 1.43% | 0.22% | 2.43% | 1.90% | 0.13% | -4.88% | 1.57% | -5.04% | -3.63% |
| 2017 | 1.31% | 2.58% | 0.17% | 0.97% | 1.11% | 0.57% | 1.50% | 0.38% | 1.40% | 1.45% | 1.89% | 1.05% | 15.36% |
| 2016 | -3.11% | 0.05% | 4.82% | 0.67% | 0.95% | 0.74% | 2.71% | 0.11% | 0.13% | -1.53% | 1.63% | 1.56% | 8.85% |
| 2015 | -1.04% | 3.38% | -0.75% | 0.70% | 0.61% | -1.70% | 1.42% | -4.23% | -1.57% | 5.37% | 0.11% | -1.28% | 0.67% |
| 2014 | -1.87% | 3.26% | 0.54% | 0.66% | 1.76% | 1.44% | -1.19% | 2.78% | -1.49% | 1.72% | 1.80% | -0.23% | 9.42% |
| 2013 | 3.34% | 0.90% | 2.48% | 1.80% | 0.57% | -1.54% | 3.69% | -2.25% | 2.93% | 3.17% | 1.71% | 1.50% | 19.69% |
Expense Ratio
2j4a0n16k has an expense ratio of 0.03%, 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 2j4a0n16k is 47, 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.30 | 1.90 | 1.23 | 0.48 | 4.61 |
FSKAX Fidelity Total Market Index Fund | 2.59 | 3.44 | 1.49 | 3.60 | 15.96 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.29 | 1.88 | 1.23 | 0.50 | 4.60 |
FXNAX Fidelity U.S. Bond Index Fund | 1.26 | 1.89 | 1.23 | 0.45 | 4.35 |
VV Vanguard Large-Cap ETF | 2.63 | 3.51 | 1.51 | 3.62 | 16.63 |
FXAIX Fidelity 500 Index Fund | 2.67 | 3.56 | 1.51 | 3.68 | 16.87 |
VTI Vanguard Total Stock Market ETF | 2.61 | 3.47 | 1.50 | 3.60 | 16.08 |
VOO Vanguard S&P 500 ETF | 2.68 | 3.59 | 1.52 | 3.68 | 17.01 |
USD=X USD Cash | — | — | — | — | — |
FSPSX Fidelity International Index Fund | 1.42 | 2.01 | 1.26 | 2.24 | 7.79 |
VXUS Vanguard Total International Stock ETF | 1.43 | 2.02 | 1.26 | 1.57 | 8.71 |
VTV Vanguard Value ETF | 2.77 | 3.80 | 1.51 | 5.24 | 17.42 |
IEFA iShares Core MSCI EAFE ETF | 1.34 | 1.90 | 1.24 | 1.91 | 7.62 |
Dividends
Dividend yield
2j4a0n16k provided a 2.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2j4a0n16k | 2.20% | 2.19% | 2.10% | 1.66% | 1.85% | 2.31% | 2.57% | 2.18% | 2.36% | 2.44% | 2.28% | 2.10% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.51% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
FSKAX Fidelity Total Market Index Fund | 1.18% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.33% | 2.43% | 2.49% | 1.63% | 1.54% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.57% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
FXNAX Fidelity U.S. Bond Index Fund | 3.27% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
VV Vanguard Large-Cap ETF | 1.27% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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% |
FSPSX Fidelity International Index Fund | 2.93% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VTV Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
IEFA iShares Core MSCI EAFE ETF | 3.05% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
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 2j4a0n16k. 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 2j4a0n16k was 23.80%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 2j4a0n16k drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 3, 2020 | 118 |
| -20.85% | Dec 28, 2021 | 211 | Oct 14, 2022 | 338 | Jan 25, 2024 | 549 |
| -12.27% | Sep 21, 2018 | 67 | Dec 24, 2018 | 63 | Mar 21, 2019 | 130 |
| -9.18% | May 22, 2015 | 191 | Feb 11, 2016 | 47 | Apr 18, 2016 | 238 |
| -7.14% | Jan 29, 2018 | 9 | Feb 8, 2018 | 144 | Aug 27, 2018 | 153 |
Volatility
Volatility Chart
The current 2j4a0n16k volatility is 1.76%, 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 | AGG | BND | FXNAX | FSPSX | IEFA | VXUS | VTV | VV | FXAIX | VOO | FSKAX | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| AGG | 0.00 | 1.00 | 0.97 | 0.92 | 0.03 | 0.02 | 0.02 | -0.08 | -0.02 | -0.03 | -0.03 | -0.03 | -0.03 |
| BND | 0.00 | 0.97 | 1.00 | 0.93 | 0.00 | -0.01 | -0.01 | -0.11 | -0.05 | -0.05 | -0.05 | -0.05 | -0.05 |
| FXNAX | 0.00 | 0.92 | 0.93 | 1.00 | -0.05 | -0.07 | -0.07 | -0.16 | -0.11 | -0.12 | -0.12 | -0.12 | -0.12 |
| FSPSX | 0.00 | 0.03 | 0.00 | -0.05 | 1.00 | 0.97 | 0.94 | 0.74 | 0.76 | 0.76 | 0.76 | 0.76 | 0.76 |
| IEFA | 0.00 | 0.02 | -0.01 | -0.07 | 0.97 | 1.00 | 0.97 | 0.78 | 0.80 | 0.80 | 0.80 | 0.80 | 0.81 |
| VXUS | 0.00 | 0.02 | -0.01 | -0.07 | 0.94 | 0.97 | 1.00 | 0.77 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 |
| VTV | 0.00 | -0.08 | -0.11 | -0.16 | 0.74 | 0.78 | 0.77 | 1.00 | 0.88 | 0.89 | 0.89 | 0.89 | 0.89 |
| VV | 0.00 | -0.02 | -0.05 | -0.11 | 0.76 | 0.80 | 0.81 | 0.88 | 1.00 | 0.99 | 1.00 | 0.99 | 0.99 |
| FXAIX | 0.00 | -0.03 | -0.05 | -0.12 | 0.76 | 0.80 | 0.81 | 0.89 | 0.99 | 1.00 | 0.99 | 0.99 | 0.99 |
| VOO | 0.00 | -0.03 | -0.05 | -0.12 | 0.76 | 0.80 | 0.81 | 0.89 | 1.00 | 0.99 | 1.00 | 0.99 | 0.99 |
| FSKAX | 0.00 | -0.03 | -0.05 | -0.12 | 0.76 | 0.80 | 0.81 | 0.89 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 |
| VTI | 0.00 | -0.03 | -0.05 | -0.12 | 0.76 | 0.81 | 0.81 | 0.89 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 |