Investments
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA
Returns By Period
As of May 11, 2025, the Investments returned -2.40% Year-To-Date and 12.62% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Investments | -2.40% | 8.93% | -4.38% | 8.71% | 15.59% | 12.62% |
| Portfolio components: | ||||||
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 4.16% | 10.86% | 0.36% | -2.31% | 7.65% | 5.81% |
IEFA iShares Core MSCI EAFE ETF | 13.69% | 11.67% | 9.95% | 10.61% | 11.70% | 5.67% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.83% | 8.00% | -5.75% | 9.11% | 15.27% | 11.81% |
IVV iShares Core S&P 500 ETF | -3.40% | 7.56% | -5.07% | 9.78% | 15.85% | 12.41% |
IXN iShares Global Tech ETF | -5.82% | 12.31% | -5.52% | 8.49% | 18.24% | 18.07% |
IXUS iShares Core MSCI Total International Stock ETF | 10.75% | 11.47% | 7.11% | 10.14% | 10.76% | 5.15% |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
SOXX iShares PHLX Semiconductor ETF | -9.89% | 15.02% | -15.93% | -11.36% | 20.42% | 21.26% |
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VXUS Vanguard Total International Stock ETF | 10.58% | 11.19% | 6.81% | 9.90% | 10.82% | 5.13% |
Monthly Returns
The table below presents the monthly returns of Investments, 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 | 2.74% | -1.55% | -5.55% | 0.01% | 2.15% | -2.40% | |||||||
| 2024 | 1.02% | 5.26% | 2.95% | -4.19% | 5.25% | 3.42% | 0.92% | 1.87% | 2.01% | -1.52% | 5.14% | -2.15% | 21.30% |
| 2023 | 8.09% | -2.04% | 4.45% | 0.75% | 1.89% | 6.35% | 3.64% | -2.24% | -4.83% | -2.71% | 9.86% | 5.56% | 31.37% |
| 2022 | -6.29% | -2.94% | 2.96% | -9.77% | 0.14% | -8.87% | 9.57% | -4.51% | -9.75% | 6.74% | 6.95% | -6.05% | -21.91% |
| 2021 | -0.14% | 2.58% | 3.15% | 4.70% | 0.61% | 2.82% | 1.77% | 2.91% | -4.65% | 6.46% | -0.41% | 3.45% | 25.34% |
| 2020 | -0.02% | -7.48% | -12.43% | 12.68% | 5.53% | 3.41% | 5.85% | 7.36% | -3.53% | -2.22% | 12.03% | 4.69% | 25.23% |
| 2019 | 8.42% | 3.40% | 2.00% | 4.44% | -7.09% | 7.24% | 1.40% | -1.90% | 1.88% | 2.84% | 3.52% | 3.48% | 32.85% |
| 2018 | 6.05% | -3.28% | -2.19% | 0.04% | 3.09% | 0.16% | 3.21% | 3.12% | 0.02% | -7.83% | 1.49% | -8.40% | -5.48% |
| 2017 | 2.83% | 3.51% | 1.01% | 1.43% | 2.21% | 0.00% | 2.60% | 0.72% | 1.98% | 3.00% | 2.40% | 1.05% | 25.18% |
| 2016 | -5.84% | -0.41% | 7.27% | -0.19% | 2.18% | -0.37% | 4.86% | 0.64% | 0.92% | -1.96% | 2.89% | 1.90% | 11.90% |
| 2015 | -2.47% | 6.15% | -1.58% | 1.25% | 1.58% | -2.42% | 1.72% | -6.31% | -2.66% | 8.55% | 0.42% | -1.88% | 1.46% |
| 2014 | -3.26% | 4.94% | 0.29% | 0.25% | 2.63% | 2.53% | -1.38% | 3.94% | -1.93% | 2.13% | 2.80% | -0.68% | 12.59% |
Expense Ratio
Investments has an expense ratio of 0.10%, 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
The current rank of Investments is 31, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -0.13 | 0.01 | 1.00 | -0.08 | -0.22 |
IEFA iShares Core MSCI EAFE ETF | 0.62 | 1.05 | 1.14 | 0.84 | 2.45 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.47 | 0.82 | 1.12 | 0.50 | 1.91 |
IVV iShares Core S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.56 | 2.17 |
IXN iShares Global Tech ETF | 0.30 | 0.62 | 1.09 | 0.35 | 1.07 |
IXUS iShares Core MSCI Total International Stock ETF | 0.61 | 1.02 | 1.14 | 0.79 | 2.52 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
SOXX iShares PHLX Semiconductor ETF | -0.24 | -0.07 | 0.99 | -0.26 | -0.59 |
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VXUS Vanguard Total International Stock ETF | 0.60 | 1.00 | 1.13 | 0.78 | 2.46 |
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Dividends
Dividend yield
Investments provided a 1.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.38% | 1.35% | 1.47% | 1.64% | 1.26% | 1.32% | 1.77% | 1.98% | 1.61% | 1.81% | 1.91% | 1.97% |
| Portfolio components: | ||||||||||||
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 2.08% | 2.30% | 1.81% | 4.82% | 1.37% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% |
IEFA iShares Core MSCI EAFE ETF | 3.05% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.32% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
IVV iShares Core S&P 500 ETF | 1.37% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
IXN iShares Global Tech ETF | 0.45% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% |
IXUS iShares Core MSCI Total International Stock ETF | 3.00% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SOXX iShares PHLX Semiconductor ETF | 0.76% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
VIG Vanguard Dividend Appreciation ETF | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
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 Investments. 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 Investments was 33.21%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Investments drawdown is 7.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -28.3% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -19.89% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -19.6% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -15.36% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
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 11 assets, with an effective number of assets of 5.57, 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 | SOXX | DNL | IEFA | VIG | IXUS | VXUS | QQQ | IXN | ITOT | IVV | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.77 | 0.75 | 0.80 | 0.93 | 0.80 | 0.80 | 0.90 | 0.89 | 0.99 | 1.00 | 0.99 | 0.99 |
| SOXX | 0.77 | 1.00 | 0.64 | 0.64 | 0.68 | 0.66 | 0.66 | 0.83 | 0.86 | 0.78 | 0.77 | 0.78 | 0.83 |
| DNL | 0.75 | 0.64 | 1.00 | 0.89 | 0.71 | 0.92 | 0.92 | 0.69 | 0.73 | 0.75 | 0.75 | 0.75 | 0.79 |
| IEFA | 0.80 | 0.64 | 0.89 | 1.00 | 0.76 | 0.96 | 0.97 | 0.69 | 0.73 | 0.80 | 0.80 | 0.80 | 0.82 |
| VIG | 0.93 | 0.68 | 0.71 | 0.76 | 1.00 | 0.75 | 0.76 | 0.77 | 0.77 | 0.92 | 0.93 | 0.92 | 0.90 |
| IXUS | 0.80 | 0.66 | 0.92 | 0.96 | 0.75 | 1.00 | 0.99 | 0.71 | 0.75 | 0.80 | 0.80 | 0.81 | 0.84 |
| VXUS | 0.80 | 0.66 | 0.92 | 0.97 | 0.76 | 0.99 | 1.00 | 0.71 | 0.75 | 0.81 | 0.80 | 0.81 | 0.84 |
| QQQ | 0.90 | 0.83 | 0.69 | 0.69 | 0.77 | 0.71 | 0.71 | 1.00 | 0.95 | 0.89 | 0.90 | 0.89 | 0.94 |
| IXN | 0.89 | 0.86 | 0.73 | 0.73 | 0.77 | 0.75 | 0.75 | 0.95 | 1.00 | 0.88 | 0.89 | 0.88 | 0.93 |
| ITOT | 0.99 | 0.78 | 0.75 | 0.80 | 0.92 | 0.80 | 0.81 | 0.89 | 0.88 | 1.00 | 0.99 | 1.00 | 0.99 |
| IVV | 1.00 | 0.77 | 0.75 | 0.80 | 0.93 | 0.80 | 0.80 | 0.90 | 0.89 | 0.99 | 1.00 | 0.99 | 0.99 |
| VTI | 0.99 | 0.78 | 0.75 | 0.80 | 0.92 | 0.81 | 0.81 | 0.89 | 0.88 | 1.00 | 0.99 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.83 | 0.79 | 0.82 | 0.90 | 0.84 | 0.84 | 0.94 | 0.93 | 0.99 | 0.99 | 0.99 | 1.00 |