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JWAC FINAL GROWTH MIX LIVE***
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

JWAC FINAL GROWTH MIX LIVE***

Currency in USD · Last updated May 21, 2025

Creating this for JWAC final Growth mix. QC checked twice on 03032025. This is the JWAC Trust portfolio constructed for immediate commencement once funds are in bank accounts. This is a lower risk portfolio to start out. When the Holy Spirit instructs to move into an Aggressive posture, the bonds will be sold and additional weighing will be added to the equity ETFs as detailed in the JWAC Investment Policy. This has 25% in intermediate and short term treasuries to create a great buying opportunity on the next big downturn!

Asset Allocation

VGIT 8.51%IAGG 5.75%VUSB 5.75%VMFXX 2%VGSH 1.84%VTIP 1.15%SCHV 12.75%AVUV 10.63%DFIV 9.75%AVDV 6.5%DISV 6.5%IJR 6.38%SCHX 6.37%RWJ 6.37%AVDS 3.25%AVEM 1.71%SCHF 1.63%EWX 1.58%DFEVX 1.58%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget Weight
AVDS
Avantis International Small Cap Equity ETF		Foreign Small & Mid Cap Equities
3.25%
AVDV
Avantis International Small Cap Value ETF		Foreign Small & Mid Cap Equities, Actively Managed
6.50%
AVEM
Avantis Emerging Markets Equity ETF		Foreign Large Cap Equities
1.71%
AVLV
Avantis U.S. Large Cap Value ETF		Large Cap Value Equities
0%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
10.63%
DFEVX
DFA Emerging Markets Value Portfolio		Emerging Markets Diversified
1.58%
DFIV
Dimensional International Value ETF		Foreign Large Cap Equities
9.75%
DISV
Dimensional International Small Cap Value ETF		Foreign Small & Mid Cap Equities
6.50%
EWX
SPDR S&P Emerging Markets Small Cap ETF		Emerging Markets Equities
1.58%
FNDC
Schwab Fundamental International Small Co. Index ETF		Foreign Small & Mid Cap Equities
0%
IAGG
iShares Core International Aggregate Bond ETF		Total Bond Market
5.75%
IJR
iShares Core S&P Small-Cap ETF		Small Cap Growth Equities
6.38%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		Small Cap Value Equities
6.37%
SCHF
Schwab International Equity ETF		Foreign Large Cap Equities
1.63%
SCHV
Schwab U.S. Large-Cap Value ETF		Large Cap Blend Equities
12.75%
SCHX
Schwab U.S. Large-Cap ETF		Large Cap Growth Equities
6.37%
VGIT
Vanguard Intermediate-Term Treasury ETF		Government Bonds
8.51%
VGSH
Vanguard Short-Term Treasury ETF		Government Bonds
1.84%
VMFXX
Vanguard Federal Money Market Fund		Money Market
2%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		Inflation-Protected Bonds
1.15%
VUSB
Vanguard Ultra-Short Bond ETF		Government Bonds
5.75%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jul 20, 2023, corresponding to the inception date of AVDS

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
JWAC FINAL GROWTH MIX LIVE***4.76%7.52%3.19%8.48%N/AN/A
Portfolio components:
SCHF
Schwab International Equity ETF		16.00%8.82%14.12%12.46%13.96%7.00%
AVDV
Avantis International Small Cap Value ETF		16.69%8.49%16.92%16.89%16.21%N/A
DFEVX
DFA Emerging Markets Value Portfolio		8.54%9.39%6.43%4.54%12.79%4.87%
EWX
SPDR S&P Emerging Markets Small Cap ETF		2.20%10.19%1.85%4.36%12.88%5.01%
AVEM
Avantis Emerging Markets Equity ETF		9.95%11.29%8.07%6.86%10.94%N/A
FNDC
Schwab Fundamental International Small Co. Index ETF		16.55%8.45%15.86%13.91%11.58%5.70%
SCHX
Schwab U.S. Large-Cap ETF		1.55%12.89%0.93%14.85%17.58%14.11%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		-7.80%13.58%-9.28%1.49%21.21%9.05%
AVUV
Avantis U.S. Small Cap Value ETF		-6.41%11.87%-10.11%-1.89%21.04%N/A
AVLV
Avantis U.S. Large Cap Value ETF		0.24%10.15%-2.33%6.68%N/AN/A
AVDS
Avantis International Small Cap Equity ETF		14.22%8.35%13.93%12.37%N/AN/A
SCHV
Schwab U.S. Large-Cap Value ETF		4.38%8.32%0.69%12.55%16.73%11.92%
DFIV
Dimensional International Value ETF		18.97%8.88%16.92%15.04%N/AN/A
VGIT
Vanguard Intermediate-Term Treasury ETF		2.84%-0.35%2.72%5.67%-1.06%1.27%
VGSH
Vanguard Short-Term Treasury ETF		1.93%-0.02%2.49%5.48%1.14%1.48%
VMFXX
Vanguard Federal Money Market Fund		0.69%0.00%1.46%4.14%2.52%1.72%
IAGG
iShares Core International Aggregate Bond ETF		1.32%0.10%1.96%5.98%0.60%N/A
VUSB
Vanguard Ultra-Short Bond ETF		1.82%0.46%2.47%5.73%N/AN/A
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		3.34%0.16%3.47%6.70%3.89%2.81%
IJR
iShares Core S&P Small-Cap ETF		-6.32%11.74%-9.86%-0.36%12.88%7.79%
DISV
Dimensional International Small Cap Value ETF		19.33%8.46%18.35%14.49%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of JWAC FINAL GROWTH MIX LIVE***, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.35%-0.21%-1.37%-0.45%4.47%4.76%
2024-1.23%2.09%3.69%-2.91%3.73%-1.05%5.01%0.55%1.74%-2.42%4.07%-3.73%9.42%
20231.11%-2.35%-2.61%-3.13%6.23%6.48%5.37%

Expense Ratio

JWAC FINAL GROWTH MIX LIVE* has an expense ratio of 0.19%**, 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.

EWX
SPDR S&P Emerging Markets Small Cap ETF
DFEVX
DFA Emerging Markets Value Portfolio
DISV
Dimensional International Small Cap Value ETF
FNDC
Schwab Fundamental International Small Co. Index ETF
RWJ
Invesco S&P SmallCap 600 Revenue ETF
AVDV
Avantis International Small Cap Value ETF
AVEM
Avantis Emerging Markets Equity ETF
AVDS
Avantis International Small Cap Equity ETF
DFIV
Dimensional International Value ETF
AVUV
Avantis U.S. Small Cap Value ETF
AVLV
Avantis U.S. Large Cap Value ETF
VUSB
Vanguard Ultra-Short Bond ETF
IAGG
iShares Core International Aggregate Bond ETF
IJR
iShares Core S&P Small-Cap ETF
SCHF
Schwab International Equity ETF
SCHV
Schwab U.S. Large-Cap Value ETF
VGIT
Vanguard Intermediate-Term Treasury ETF
VGSH
Vanguard Short-Term Treasury ETF
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
SCHX
Schwab U.S. Large-Cap ETF
VMFXX
Vanguard Federal Money Market Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JWAC FINAL GROWTH MIX LIVE* is 39**, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of JWAC FINAL GROWTH MIX LIVE*** is 3939
Overall Rank
The Sharpe Ratio Rank of JWAC FINAL GROWTH MIX LIVE*** is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JWAC FINAL GROWTH MIX LIVE*** is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JWAC FINAL GROWTH MIX LIVE*** is 3131
Omega Ratio Rank
The Calmar Ratio Rank of JWAC FINAL GROWTH MIX LIVE*** is 4444
Calmar Ratio Rank
The Martin Ratio Rank of JWAC FINAL GROWTH MIX LIVE*** is 5454
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHF
Schwab International Equity ETF		0.731.171.160.972.92
AVDV
Avantis International Small Cap Value ETF		0.921.421.201.274.45
DFEVX
DFA Emerging Markets Value Portfolio		0.310.561.080.320.89
EWX
SPDR S&P Emerging Markets Small Cap ETF		0.240.531.070.260.77
AVEM
Avantis Emerging Markets Equity ETF		0.350.671.090.411.20
FNDC
Schwab Fundamental International Small Co. Index ETF		0.861.371.181.223.03
SCHX
Schwab U.S. Large-Cap ETF		0.761.191.180.803.03
RWJ
Invesco S&P SmallCap 600 Revenue ETF		0.060.241.030.030.09
AVUV
Avantis U.S. Small Cap Value ETF		-0.070.081.01-0.07-0.18
AVLV
Avantis U.S. Large Cap Value ETF		0.350.631.090.351.24
AVDS
Avantis International Small Cap Equity ETF		0.721.151.160.983.13
SCHV
Schwab U.S. Large-Cap Value ETF		0.791.171.170.812.99
DFIV
Dimensional International Value ETF		0.871.331.191.084.19
VGIT
Vanguard Intermediate-Term Treasury ETF		1.241.761.211.242.76
VGSH
Vanguard Short-Term Treasury ETF		3.265.271.705.5815.47
VMFXX
Vanguard Federal Money Market Fund		3.28————
IAGG
iShares Core International Aggregate Bond ETF		1.852.611.323.249.82
VUSB
Vanguard Ultra-Short Bond ETF		7.4913.153.5712.4782.30
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		3.314.971.746.8221.01
IJR
iShares Core S&P Small-Cap ETF		-0.020.141.02-0.02-0.05
DISV
Dimensional International Small Cap Value ETF		0.801.251.181.103.31

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.

JWAC FINAL GROWTH MIX LIVE* Sharpe ratios as of May 21, 2025** (values are recalculated daily):

  • 1-Year: 0.64
  • All Time: 0.91

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 0.54 to 1.03, 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 JWAC FINAL GROWTH MIX LIVE*** 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

JWAC FINAL GROWTH MIX LIVE* provided a 2.84%** dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.84%2.97%2.64%2.12%1.47%1.35%1.33%1.30%0.95%1.11%0.90%0.81%
Portfolio components:
SCHF
Schwab International Equity ETF		2.81%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%
AVDV
Avantis International Small Cap Value ETF		3.69%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%
DFEVX
DFA Emerging Markets Value Portfolio		4.37%4.68%4.39%4.44%3.81%2.46%2.47%2.49%2.44%1.99%2.55%2.63%
EWX
SPDR S&P Emerging Markets Small Cap ETF		2.84%2.90%2.32%3.00%2.77%2.24%2.73%3.26%2.30%2.46%3.04%2.74%
AVEM
Avantis Emerging Markets Equity ETF		2.89%3.17%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%0.00%0.00%
FNDC
Schwab Fundamental International Small Co. Index ETF		3.08%3.59%2.86%1.98%2.58%1.77%2.71%2.68%1.94%1.96%1.30%1.61%
SCHX
Schwab U.S. Large-Cap ETF		1.21%1.22%1.39%1.64%1.22%1.64%1.82%2.17%1.70%1.93%2.04%1.76%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		1.25%1.15%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%
AVUV
Avantis U.S. Small Cap Value ETF		1.77%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%
AVLV
Avantis U.S. Large Cap Value ETF		1.66%1.58%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVDS
Avantis International Small Cap Equity ETF		2.69%3.07%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHV
Schwab U.S. Large-Cap Value ETF		2.21%2.25%2.42%2.37%1.93%3.03%3.02%3.05%2.37%3.95%2.69%2.38%
DFIV
Dimensional International Value ETF		3.41%3.88%3.93%3.84%2.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF		3.75%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%
VGSH
Vanguard Short-Term Treasury ETF		4.18%4.19%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%
VMFXX
Vanguard Federal Money Market Fund		4.76%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%0.00%0.00%0.00%
IAGG
iShares Core International Aggregate Bond ETF		4.22%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%0.00%
VUSB
Vanguard Ultra-Short Bond ETF		5.01%5.16%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		2.76%2.70%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%
IJR
iShares Core S&P Small-Cap ETF		2.19%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%
DISV
Dimensional International Small Cap Value ETF		2.40%2.77%2.73%1.23%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the JWAC FINAL GROWTH MIX LIVE***. 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 JWAC FINAL GROWTH MIX LIVE* was 11.79%, occurring on Apr 8, 2025**. Recovery took 24 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.79%Dec 3, 202486Apr 8, 202524May 13, 2025110
-8.85%Aug 1, 202364Oct 27, 202333Dec 13, 202397
-5.68%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-3.98%Apr 1, 202413Apr 17, 202418May 13, 202431
-3.55%Dec 28, 202314Jan 17, 202426Feb 23, 202440

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 21 assets, with an effective number of assets of 13.42, 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.
^GSPCVMFXXVGSHVGITVTIPVUSBIAGGDFEVXEWXSCHXAVEMSCHVAVUVRWJAVLVIJRDFIVDISVAVDVAVDSSCHFFNDCPortfolio
^GSPC1.00-0.000.030.110.120.160.210.580.530.990.640.750.680.660.830.740.590.580.590.650.700.650.77
VMFXX-0.001.000.050.020.040.020.05-0.030.01-0.01-0.070.030.020.010.020.01-0.02-0.010.010.02-0.04-0.000.02
VGSH0.030.051.000.890.790.800.660.030.130.030.090.030.030.080.010.080.170.190.200.220.180.230.15
VGIT0.110.020.891.000.790.730.800.070.150.120.120.130.100.140.080.160.210.240.230.260.250.280.23
VTIP0.120.040.790.791.000.670.600.110.170.120.170.150.160.180.150.180.240.270.280.280.230.290.26
VUSB0.160.020.800.730.671.000.550.140.230.160.210.160.160.200.150.210.250.260.270.280.270.290.27
IAGG0.210.050.660.800.600.551.000.120.190.210.180.200.190.220.170.230.220.250.250.290.280.300.29
DFEVX0.58-0.030.030.070.110.140.121.000.800.580.920.510.500.500.560.510.670.670.670.670.700.690.66
EWX0.530.010.130.150.170.230.190.801.000.540.860.480.500.500.530.510.650.650.660.690.680.690.65
SCHX0.99-0.010.030.120.120.160.210.580.541.000.640.770.700.680.840.760.600.590.600.660.720.670.79
AVEM0.64-0.070.090.120.170.210.180.920.860.641.000.530.540.540.600.560.730.720.730.740.770.760.71
SCHV0.750.030.030.130.150.160.200.510.480.770.531.000.830.820.900.850.660.620.610.640.690.660.87
AVUV0.680.020.030.100.160.160.190.500.500.700.540.831.000.950.900.960.670.660.660.670.670.670.92
RWJ0.660.010.080.140.180.200.220.500.500.680.540.820.951.000.860.960.660.640.640.660.670.670.91
AVLV0.830.020.010.080.150.150.170.560.530.840.600.900.900.861.000.900.700.670.670.700.720.700.91
IJR0.740.010.080.160.180.210.230.510.510.760.560.850.960.960.901.000.670.660.660.690.700.690.93
DFIV0.59-0.020.170.210.240.250.220.670.650.600.730.660.670.660.700.671.000.930.930.910.930.910.85
DISV0.58-0.010.190.240.270.260.250.670.650.590.720.620.660.640.670.660.931.000.970.960.890.950.85
AVDV0.590.010.200.230.280.270.250.670.660.600.730.610.660.640.670.660.930.971.000.970.900.960.85
AVDS0.650.020.220.260.280.280.290.670.690.660.740.640.670.660.700.690.910.960.971.000.920.980.86
SCHF0.70-0.040.180.250.230.270.280.700.680.720.770.690.670.670.720.700.930.890.900.921.000.930.87
FNDC0.65-0.000.230.280.290.290.300.690.690.670.760.660.670.670.700.690.910.950.960.980.931.000.87
Portfolio0.770.020.150.230.260.270.290.660.650.790.710.870.920.910.910.930.850.850.850.860.870.871.00
The correlation results are calculated based on daily price changes starting from Jul 21, 2023