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IdleBill Vanguard Mix

Last updated Mar 2, 2024

Asset Allocation


VUG 50%VOO 30%VXUS 20%EquityEquity
PositionCategory/SectorWeight
VUG
Vanguard Growth ETF
Large Cap Growth Equities

50%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in IdleBill Vanguard Mix, 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


250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
371.74%
302.49%
IdleBill Vanguard Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns

As of Mar 2, 2024, the IdleBill Vanguard Mix returned 8.09% Year-To-Date and 12.15% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
IdleBill Vanguard Mix8.09%6.79%15.51%35.77%14.94%12.15%
VUG
Vanguard Growth ETF
10.52%8.18%19.03%48.86%18.39%14.78%
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%
VXUS
Vanguard Total International Stock ETF
2.31%4.09%8.19%12.57%5.90%4.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.22%5.69%
2023-1.91%-4.98%-2.20%10.21%4.55%

Sharpe Ratio

The current IdleBill Vanguard Mix Sharpe ratio is 2.73. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.73

The Sharpe ratio of IdleBill Vanguard Mix 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.73
2.44
IdleBill Vanguard Mix
Benchmark (^GSPC)
Portfolio components

Dividend yield

IdleBill Vanguard Mix granted a 1.30% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IdleBill Vanguard Mix1.30%1.38%1.48%1.23%1.22%1.65%1.91%1.65%1.88%1.85%1.84%1.69%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VXUS
Vanguard Total International Stock ETF
3.17%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Expense Ratio

The IdleBill Vanguard Mix has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.44
IdleBill Vanguard Mix
2.73
VUG
Vanguard Growth ETF
3.17
VOO
Vanguard S&P 500 ETF
2.61
VXUS
Vanguard Total International Stock ETF
0.99

Asset Correlations Table

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

VXUSVUGVOO
VXUS1.000.770.83
VUG0.771.000.95
VOO0.830.951.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
IdleBill Vanguard Mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IdleBill Vanguard Mix. 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 IdleBill Vanguard Mix was 32.73%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.73%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-30.57%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-19.89%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-19.87%May 2, 2011108Oct 3, 201195Feb 17, 2012203
-16.03%May 22, 2015183Feb 11, 2016108Jul 18, 2016291

Volatility Chart

The current IdleBill Vanguard Mix volatility is 3.96%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.96%
3.47%
IdleBill Vanguard Mix
Benchmark (^GSPC)
Portfolio components
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