Bottom Expense Ratio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Bottom Expense Ratio

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
DSI iShares MSCI KLD 400 Social ETF	Large Cap Growth Equities	10%
ESGV Vanguard ESG U.S. Stock ETF	Large Cap Blend Equities, ESG	10%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	Consumer Discretionary Equities	10%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	10%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	10%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	10%
OEF iShares S&P 100 ETF	Large Cap Growth Equities	10%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Blend Equities	10%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 20, 2018, corresponding to the inception date of ESGV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Bottom Expense Ratio	-1.80%	12.51%	-0.80%	14.79%	17.47%	N/A
Portfolio components:
ESGV Vanguard ESG U.S. Stock ETF	-1.43%	9.88%	-2.32%	11.93%	15.45%	N/A
OEF iShares S&P 100 ETF	-1.23%	9.86%	-0.29%	14.33%	17.43%	13.62%
DSI iShares MSCI KLD 400 Social ETF	-0.18%	11.90%	-2.86%	10.30%	15.70%	12.40%
VUG Vanguard Growth ETF	-0.34%	13.33%	1.37%	16.77%	17.33%	15.04%
MGK Vanguard Mega Cap Growth ETF	-0.57%	13.93%	1.80%	16.82%	18.05%	15.86%
SCHG Schwab U.S. Large-Cap Growth ETF	-2.16%	12.47%	-0.70%	15.15%	18.47%	15.63%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	-5.69%	12.17%	-3.75%	18.51%	14.68%	12.59%
IWY iShares Russell Top 200 Growth ETF	-2.30%	12.57%	0.68%	15.13%	18.81%	16.84%
FTEC Fidelity MSCI Information Technology Index ETF	-2.92%	15.99%	-2.82%	12.14%	19.67%	19.42%
VONG Vanguard Russell 1000 Growth ETF	-1.51%	12.99%	0.43%	15.72%	17.85%	15.71%

*Annualized

Monthly Returns

The table below presents the monthly returns of Bottom Expense Ratio, 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	1.82%	-3.47%	-7.91%	0.83%	7.60%								-1.80%
2024	1.64%	6.30%	1.94%	-4.50%	5.68%	5.90%	-0.50%	1.71%	2.95%	-0.76%	7.06%	-0.10%	30.16%
2023	9.43%	-1.50%	6.55%	0.92%	4.31%	7.04%	3.40%	-1.28%	-5.51%	-2.01%	11.04%	4.73%	42.23%
2022	-7.93%	-4.16%	3.87%	-11.64%	-2.08%	-8.46%	12.24%	-4.89%	-9.88%	5.40%	4.71%	-7.82%	-28.96%
2021	-0.46%	0.98%	2.77%	6.32%	-1.03%	5.00%	2.85%	3.39%	-5.09%	8.43%	0.57%	2.34%	28.53%
2020	2.05%	-7.05%	-11.04%	14.88%	6.33%	4.45%	7.15%	10.24%	-4.56%	-3.08%	10.70%	4.44%	35.99%
2019	8.61%	3.55%	2.79%	4.76%	-6.78%	7.12%	2.12%	-1.25%	0.91%	2.60%	4.06%	3.11%	35.49%
2018									0.15%	-8.35%	1.02%	-8.54%	-15.19%

Expense Ratio

Bottom Expense Ratio has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DSI

iShares MSCI KLD 400 Social ETF

OEF

iShares S&P 100 ETF

IWY

iShares Russell Top 200 Growth ETF

ESGV

Vanguard ESG U.S. Stock ETF

FDIS

Fidelity MSCI Consumer Discretionary Index ETF

FTEC

Fidelity MSCI Information Technology Index ETF

VONG

Vanguard Russell 1000 Growth ETF

MGK

Vanguard Mega Cap Growth ETF

VUG

Vanguard Growth ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Bottom Expense Ratio is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ESGV Vanguard ESG U.S. Stock ETF	0.53	0.88	1.12	0.54	1.96
OEF iShares S&P 100 ETF	0.66	1.06	1.15	0.70	2.54
DSI iShares MSCI KLD 400 Social ETF	0.48	0.81	1.11	0.48	1.65
VUG Vanguard Growth ETF	0.65	1.07	1.15	0.72	2.43
MGK Vanguard Mega Cap Growth ETF	0.65	1.08	1.15	0.72	2.41
SCHG Schwab U.S. Large-Cap Growth ETF	0.59	0.98	1.14	0.63	2.10
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.65	1.04	1.14	0.58	1.69
IWY iShares Russell Top 200 Growth ETF	0.59	0.98	1.14	0.64	2.05
FTEC Fidelity MSCI Information Technology Index ETF	0.40	0.78	1.11	0.45	1.48
VONG Vanguard Russell 1000 Growth ETF	0.61	1.01	1.14	0.65	2.16

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bottom Expense Ratio Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.60
5-Year: 0.81
All Time: 0.65

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Bottom Expense Ratio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Bottom Expense Ratio provided a 0.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.67%	0.66%	0.80%	1.01%	0.66%	0.85%	1.14%	1.27%	1.09%	1.38%	1.31%	1.16%
Portfolio components:
ESGV Vanguard ESG U.S. Stock ETF	1.11%	1.05%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%	0.00%	0.00%	0.00%	0.00%
OEF iShares S&P 100 ETF	0.98%	1.03%	1.19%	1.55%	1.06%	1.43%	1.87%	2.09%	1.81%	2.07%	2.11%	1.85%
DSI iShares MSCI KLD 400 Social ETF	1.06%	1.03%	1.19%	1.39%	0.99%	1.22%	1.40%	1.63%	1.28%	1.92%	1.46%	1.26%
VUG Vanguard Growth ETF	0.48%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%
MGK Vanguard Mega Cap Growth ETF	0.44%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
SCHG Schwab U.S. Large-Cap Growth ETF	0.42%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.78%	0.69%	0.78%	1.00%	0.58%	0.59%	1.14%	1.29%	1.00%	1.62%	1.25%	1.01%
IWY iShares Russell Top 200 Growth ETF	0.43%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%	1.44%
FTEC Fidelity MSCI Information Technology Index ETF	0.50%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%	1.09%
VONG Vanguard Russell 1000 Growth ETF	0.55%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%	1.43%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Bottom Expense Ratio. 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 Bottom Expense Ratio was 32.41%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current Bottom Expense Ratio drawdown is 5.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.41%	Feb 20, 2020	23	Mar 23, 2020	71	Jul 2, 2020	94
-32.19%	Dec 28, 2021	202	Oct 14, 2022	296	Dec 19, 2023	498
-22.93%	Dec 17, 2024	76	Apr 8, 2025	—	—	—
-21.33%	Oct 2, 2018	58	Dec 24, 2018	71	Apr 8, 2019	129
-11.7%	Jul 11, 2024	18	Aug 5, 2024	46	Oct 9, 2024	64

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	FDIS	FTEC	DSI	OEF	ESGV	IWY	MGK	SCHG	VUG	VONG	Portfolio
^GSPC	1.00	0.87	0.91	0.99	0.98	0.99	0.93	0.93	0.94	0.94	0.94	0.96
FDIS	0.87	1.00	0.81	0.87	0.86	0.89	0.85	0.86	0.87	0.87	0.87	0.90
FTEC	0.91	0.81	1.00	0.92	0.93	0.93	0.96	0.97	0.97	0.97	0.97	0.97
DSI	0.99	0.87	0.92	1.00	0.97	0.98	0.94	0.93	0.94	0.95	0.95	0.97
OEF	0.98	0.86	0.93	0.97	1.00	0.98	0.96	0.96	0.96	0.96	0.96	0.98
ESGV	0.99	0.89	0.93	0.98	0.98	1.00	0.95	0.95	0.96	0.96	0.96	0.98
IWY	0.93	0.85	0.96	0.94	0.96	0.95	1.00	0.99	0.99	0.99	0.99	0.99
MGK	0.93	0.86	0.97	0.93	0.96	0.95	0.99	1.00	0.99	1.00	0.99	0.99
SCHG	0.94	0.87	0.97	0.94	0.96	0.96	0.99	0.99	1.00	1.00	0.99	0.99
VUG	0.94	0.87	0.97	0.95	0.96	0.96	0.99	1.00	1.00	1.00	1.00	0.99
VONG	0.94	0.87	0.97	0.95	0.96	0.96	0.99	0.99	0.99	1.00	1.00	0.99
Portfolio	0.96	0.90	0.97	0.97	0.98	0.98	0.99	0.99	0.99	0.99	0.99	1.00

The correlation results are calculated based on daily price changes starting from Sep 21, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Bottom Expense Ratio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community