MC Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MC Portfolio, 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 every 3 months.
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of May 3, 2025, the MC Portfolio returned 1.94% Year-To-Date and 6.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| MC Portfolio | 1.94% | 3.33% | 2.60% | 9.57% | 8.42% | 6.60% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | -5.03% | 9.48% | 1.12% | 15.41% | 17.81% | 14.86% |
VTV Vanguard Value ETF | 0.14% | 1.02% | -0.98% | 9.35% | 14.92% | 9.95% |
VO Vanguard Mid-Cap ETF | -0.84% | 4.65% | 0.13% | 10.29% | 14.05% | 9.13% |
VTWO Vanguard Russell 2000 ETF | -9.06% | 5.72% | -7.95% | 0.60% | 11.41% | 6.68% |
VEA Vanguard FTSE Developed Markets ETF | 12.63% | 7.05% | 8.87% | 11.63% | 12.33% | 5.82% |
VWO Vanguard FTSE Emerging Markets ETF | 5.56% | 4.06% | 2.21% | 9.87% | 8.91% | 3.70% |
VNQ Vanguard Real Estate ETF | 1.74% | 1.92% | -1.72% | 14.91% | 8.24% | 5.57% |
BNDX Vanguard Total International Bond ETF | 1.21% | 0.68% | 2.17% | 5.53% | 0.05% | 2.05% |
GOVT iShares U.S. Treasury Bond ETF | 0.41% | -1.07% | 2.38% | 5.61% | -2.04% | 0.91% |
TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF | -1.58% | -1.72% | -1.31% | -0.10% | -0.14% | 1.62% |
SPBO SPDR Portfolio Corporate Bond ETF | 1.54% | -1.16% | 1.46% | 5.48% | 0.55% | 2.55% |
Monthly Returns
The table below presents the monthly returns of MC Portfolio, 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 | 1.83% | 0.54% | -2.17% | 0.81% | 0.96% | 1.94% | |||||||
| 2024 | -0.38% | 2.22% | 2.34% | -3.16% | 3.13% | 1.17% | 2.43% | 1.91% | 1.89% | -2.12% | 3.16% | -2.39% | 10.38% |
| 2023 | 6.25% | -2.78% | 2.67% | 0.88% | -1.00% | 3.63% | 2.14% | -2.03% | -3.61% | -2.30% | 7.33% | 4.79% | 16.35% |
| 2022 | -4.21% | -2.11% | 0.06% | -6.40% | 0.09% | -5.63% | 5.73% | -3.85% | -7.44% | 3.47% | 6.32% | -3.41% | -17.07% |
| 2021 | -0.44% | 1.03% | 1.40% | 2.85% | 0.93% | 1.38% | 1.04% | 1.33% | -2.96% | 3.18% | -1.30% | 2.25% | 11.05% |
| 2020 | 0.26% | -3.89% | -9.34% | 7.43% | 3.69% | 2.32% | 3.71% | 3.09% | -1.61% | -1.39% | 8.00% | 2.88% | 14.77% |
| 2019 | 5.82% | 1.75% | 1.78% | 2.05% | -2.87% | 4.38% | 0.36% | 0.06% | 0.95% | 1.51% | 1.52% | 1.92% | 20.69% |
| 2018 | 2.73% | -2.90% | -0.34% | -0.04% | 0.92% | -0.03% | 1.67% | 0.93% | -0.14% | -4.99% | 1.21% | -3.84% | -4.99% |
| 2017 | 1.71% | 1.99% | 0.79% | 1.19% | 1.44% | 0.40% | 1.60% | 0.57% | 1.02% | 1.23% | 1.23% | 0.97% | 15.09% |
| 2016 | -2.95% | -0.14% | 4.89% | 0.59% | 0.64% | 0.86% | 2.95% | 0.05% | 0.46% | -1.84% | 0.01% | 1.17% | 6.67% |
| 2015 | 0.45% | 2.80% | -0.57% | 0.87% | -0.04% | -1.80% | 1.16% | -4.20% | -1.41% | 4.46% | -0.06% | -1.56% | -0.17% |
| 2014 | -1.68% | 3.29% | 0.20% | 0.62% | 1.74% | 1.42% | -1.08% | 2.40% | -2.23% | 1.58% | 1.13% | -0.55% | 6.88% |
Expense Ratio
MC Portfolio has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, MC Portfolio is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.75 | 1.17 | 1.17 | 0.82 | 2.82 |
VTV Vanguard Value ETF | 0.66 | 1.01 | 1.14 | 0.70 | 2.66 |
VO Vanguard Mid-Cap ETF | 0.65 | 1.02 | 1.14 | 0.62 | 2.30 |
VTWO Vanguard Russell 2000 ETF | 0.15 | 0.39 | 1.05 | 0.13 | 0.41 |
VEA Vanguard FTSE Developed Markets ETF | 0.82 | 1.26 | 1.17 | 1.05 | 3.18 |
VWO Vanguard FTSE Emerging Markets ETF | 0.74 | 1.16 | 1.15 | 0.71 | 2.33 |
VNQ Vanguard Real Estate ETF | 0.96 | 1.38 | 1.18 | 0.69 | 3.19 |
BNDX Vanguard Total International Bond ETF | 1.70 | 2.48 | 1.30 | 0.72 | 7.65 |
GOVT iShares U.S. Treasury Bond ETF | 1.12 | 1.65 | 1.22 | 0.41 | 3.03 |
TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF | 0.14 | 0.20 | 1.03 | 0.07 | 0.39 |
SPBO SPDR Portfolio Corporate Bond ETF | 1.13 | 1.61 | 1.20 | 0.59 | 3.65 |
Dividends
Dividend yield
MC Portfolio provided a 2.93% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.93% | 2.95% | 2.87% | 2.21% | 2.13% | 1.70% | 2.49% | 2.62% | 2.16% | 2.22% | 2.15% | 2.19% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VTV Vanguard Value ETF | 2.33% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
VO Vanguard Mid-Cap ETF | 1.59% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% |
VTWO Vanguard Russell 2000 ETF | 1.43% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% |
VEA Vanguard FTSE Developed Markets ETF | 2.91% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
VWO Vanguard FTSE Emerging Markets ETF | 3.05% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VNQ Vanguard Real Estate ETF | 4.05% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
BNDX Vanguard Total International Bond ETF | 4.28% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
GOVT iShares U.S. Treasury Bond ETF | 3.34% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF | 3.16% | 3.01% | 2.41% | 1.87% | 1.71% | 2.04% | 2.14% | 2.25% | 2.16% | 2.39% | 2.40% | 2.37% |
SPBO SPDR Portfolio Corporate Bond ETF | 5.28% | 5.28% | 4.73% | 3.54% | 2.65% | 2.75% | 3.46% | 3.60% | 3.15% | 3.09% | 3.07% | 3.21% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MC Portfolio. 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 MC Portfolio was 23.19%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current MC Portfolio drawdown is 1.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.19% | Nov 9, 2021 | 235 | Oct 14, 2022 | 397 | May 15, 2024 | 632 |
| -22.2% | Feb 20, 2020 | 22 | Mar 20, 2020 | 83 | Jul 20, 2020 | 105 |
| -11.16% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -11.05% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -9.77% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current MC Portfolio volatility is 7.63%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 7.81, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TFI | BNDX | SPBO | GOVT | VNQ | VWO | VEA | VUG | VTWO | VTV | VO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.05 | -0.01 | 0.10 | -0.16 | 0.60 | 0.68 | 0.81 | 0.94 | 0.82 | 0.88 | 0.92 | 0.93 |
| TFI | -0.05 | 1.00 | 0.53 | 0.50 | 0.62 | 0.16 | -0.01 | -0.01 | -0.01 | -0.06 | -0.09 | -0.04 | 0.09 |
| BNDX | -0.01 | 0.53 | 1.00 | 0.56 | 0.70 | 0.18 | 0.00 | 0.01 | 0.03 | -0.02 | -0.05 | 0.00 | 0.15 |
| SPBO | 0.10 | 0.50 | 0.56 | 1.00 | 0.68 | 0.26 | 0.08 | 0.12 | 0.13 | 0.09 | 0.05 | 0.12 | 0.28 |
| GOVT | -0.16 | 0.62 | 0.70 | 0.68 | 1.00 | 0.12 | -0.09 | -0.11 | -0.12 | -0.16 | -0.21 | -0.14 | 0.03 |
| VNQ | 0.60 | 0.16 | 0.18 | 0.26 | 0.12 | 1.00 | 0.42 | 0.54 | 0.53 | 0.59 | 0.62 | 0.66 | 0.66 |
| VWO | 0.68 | -0.01 | 0.00 | 0.08 | -0.09 | 0.42 | 1.00 | 0.79 | 0.65 | 0.61 | 0.62 | 0.67 | 0.77 |
| VEA | 0.81 | -0.01 | 0.01 | 0.12 | -0.11 | 0.54 | 0.79 | 1.00 | 0.74 | 0.73 | 0.78 | 0.80 | 0.90 |
| VUG | 0.94 | -0.01 | 0.03 | 0.13 | -0.12 | 0.53 | 0.65 | 0.74 | 1.00 | 0.75 | 0.71 | 0.85 | 0.89 |
| VTWO | 0.82 | -0.06 | -0.02 | 0.09 | -0.16 | 0.59 | 0.61 | 0.73 | 0.75 | 1.00 | 0.81 | 0.91 | 0.83 |
| VTV | 0.88 | -0.09 | -0.05 | 0.05 | -0.21 | 0.62 | 0.62 | 0.78 | 0.71 | 0.81 | 1.00 | 0.89 | 0.84 |
| VO | 0.92 | -0.04 | 0.00 | 0.12 | -0.14 | 0.66 | 0.67 | 0.80 | 0.85 | 0.91 | 0.89 | 1.00 | 0.92 |
| Portfolio | 0.93 | 0.09 | 0.15 | 0.28 | 0.03 | 0.66 | 0.77 | 0.90 | 0.89 | 0.83 | 0.84 | 0.92 | 1.00 |