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ETF 2

Last updated Mar 2, 2024

Asset Allocation


BND 20%VTI 64%VXUS 16%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

64%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

16%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETF 2, 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


180.00%200.00%220.00%240.00%260.00%280.00%300.00%OctoberNovemberDecember2024FebruaryMarch
230.19%
302.49%
ETF 2
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 ETF 2 returned 4.90% Year-To-Date and 8.83% 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%
ETF 24.90%4.48%11.12%21.39%10.17%8.83%
VTI
Vanguard Total Stock Market ETF
7.45%6.27%14.35%29.27%13.89%11.99%
VXUS
Vanguard Total International Stock ETF
2.31%4.09%8.19%12.57%5.90%4.34%
BND
Vanguard Total Bond Market ETF
-1.11%-0.95%3.31%4.74%0.67%1.44%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.41%3.65%
2023-2.08%-4.13%-2.53%8.24%4.92%

Sharpe Ratio

The current ETF 2 Sharpe ratio is 2.10. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.10

The Sharpe ratio of ETF 2 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
2.10
2.44
ETF 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF 2 granted a 2.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF 22.01%2.06%2.08%1.67%1.70%2.17%2.38%2.04%2.20%2.24%2.23%2.10%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
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%
BND
Vanguard Total Bond Market ETF
3.24%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

The ETF 2 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%
0.03%
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
ETF 2
2.10
VTI
Vanguard Total Stock Market ETF
2.31
VXUS
Vanguard Total International Stock ETF
0.99
BND
Vanguard Total Bond Market ETF
0.64

Asset Correlations Table

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

BNDVXUSVTI
BND1.00-0.09-0.13
VXUS-0.091.000.83
VTI-0.130.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ETF 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF 2. 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 ETF 2 was 28.16%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.16%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-23.83%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-16.62%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-15.01%Sep 21, 201865Dec 24, 201868Apr 3, 2019133
-13.13%May 22, 2015183Feb 11, 2016104Jul 12, 2016287

Volatility Chart

The current ETF 2 volatility is 2.95%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.95%
3.47%
ETF 2
Benchmark (^GSPC)
Portfolio components
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