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ETF 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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%

Performance

Performance Chart

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


250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
278.84%
377.17%
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 By Period

As of Dec 7, 2024, the ETF 2 returned 20.36% Year-To-Date and 9.66% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
27.68%1.58%13.90%32.27%14.27%11.62%
ETF 220.36%1.57%11.54%25.10%11.05%9.78%
VTI
Vanguard Total Stock Market ETF
28.80%1.93%15.79%34.08%15.48%13.15%
VXUS
Vanguard Total International Stock ETF
9.34%0.52%3.20%14.58%5.89%5.50%
BND
Vanguard Total Bond Market ETF
3.58%1.15%4.67%6.38%0.07%1.54%

Monthly Returns

The table below presents the monthly returns of ETF 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.41%3.60%2.80%-3.63%4.02%2.02%2.10%2.04%1.98%-1.68%4.52%20.36%
20236.48%-2.76%2.72%1.11%-0.52%5.00%2.95%-2.08%-4.13%-2.54%8.24%4.92%20.17%
2022-4.74%-2.27%1.44%-7.67%0.26%-6.82%7.03%-3.67%-8.34%5.49%6.13%-4.29%-17.52%
2021-0.35%2.07%2.41%3.85%0.81%1.72%1.17%2.03%-3.63%4.74%-1.58%2.93%17.09%
2020-0.19%-5.81%-11.52%10.16%4.45%2.29%4.64%5.14%-2.66%-1.73%9.80%4.00%17.65%
20196.92%2.56%1.40%2.96%-4.69%5.67%0.62%-1.13%1.44%1.96%2.58%2.50%24.74%
20184.01%-3.48%-1.19%0.19%1.62%0.13%2.53%1.95%0.05%-6.28%1.67%-6.19%-5.46%
20171.88%2.70%0.52%1.17%1.27%0.72%1.82%0.35%1.77%1.71%2.03%1.19%18.50%
2016-4.28%-0.21%5.95%0.85%0.95%0.43%3.39%0.15%0.42%-1.90%2.03%1.68%9.50%
2015-1.22%4.28%-0.88%1.09%0.58%-1.74%1.18%-5.14%-2.25%6.09%0.11%-1.75%-0.15%
2014-2.59%4.07%0.37%0.40%1.87%2.00%-1.61%3.06%-2.25%1.89%1.68%-0.60%8.36%
20133.73%0.76%2.75%1.79%0.64%-1.81%4.49%-2.44%3.94%3.48%1.71%1.89%22.75%

Expense Ratio

ETF 2 has an expense ratio of 0.04%, 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.


Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF 2 is 70, 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.


The Risk-Adjusted Performance Rank of ETF 2 is 7070
Overall Rank
The Sharpe Ratio Rank of ETF 2 is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF 2 is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ETF 2 is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ETF 2 is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ETF 2 is 7272
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.


Sharpe ratio
The chart of Sharpe ratio for ETF 2, currently valued at 2.65, compared to the broader market-6.00-4.00-2.000.002.004.006.002.652.77
The chart of Sortino ratio for ETF 2, currently valued at 3.64, compared to the broader market-6.00-4.00-2.000.002.004.006.003.643.66
The chart of Omega ratio for ETF 2, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.51
The chart of Calmar ratio for ETF 2, currently valued at 4.14, compared to the broader market0.005.0010.0015.004.143.99
The chart of Martin ratio for ETF 2, currently valued at 17.02, compared to the broader market0.0010.0020.0030.0040.0050.0060.0017.0217.73
ETF 2
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.863.781.534.1818.30
VXUS
Vanguard Total International Stock ETF
1.191.701.211.505.44
BND
Vanguard Total Bond Market ETF
1.051.531.180.433.22

The current ETF 2 Sharpe ratio is 2.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.84, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of ETF 2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.65
2.77
ETF 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF 2 provided a 1.97% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.97%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
1.24%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
2.93%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF
3.55%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
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

Volatility Chart

The current ETF 2 volatility is 1.92%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.92%
2.22%
ETF 2
Benchmark (^GSPC)
Portfolio components

Diversification

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
BND1.00-0.07-0.11
VXUS-0.071.000.83
VTI-0.110.831.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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