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VGPMX Approximation with ETFs
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GDX 20.00%VT 60.00%PICK 20.00%CommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VGPMX Approximation with ETFs, 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.


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The earliest data available for this chart is Feb 2, 2012, corresponding to the inception date of PICK

Returns By Period

As of Apr 3, 2026, the VGPMX Approximation with ETFs returned 3.76% Year-To-Date and 14.95% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
VGPMX Approximation with ETFs
-0.62%-5.14%3.76%11.13%45.31%22.41%13.61%14.95%
GDX
VanEck Gold Miners ETF
-1.48%-10.12%10.28%23.58%108.21%43.61%24.72%18.24%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
-0.86%-5.27%11.71%29.41%64.73%14.15%11.13%16.41%
VT
Vanguard Total World Stock ETF
-0.23%-3.01%-0.97%1.52%21.33%16.97%9.38%11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 3, 2012, VGPMX Approximation with ETFs's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +16.1%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VGPMX Approximation with ETFs closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 18, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.55%7.88%-10.93%1.35%3.76%
20255.09%0.42%1.41%1.28%5.09%4.14%0.90%7.61%8.37%1.00%3.41%3.38%50.69%
2024-3.18%1.26%6.57%-0.70%4.77%-1.20%3.22%1.28%3.92%-2.48%0.93%-5.43%8.60%
20239.68%-6.56%5.14%0.92%-3.99%4.84%4.61%-4.66%-4.34%-2.07%9.47%4.84%17.35%
2022-3.80%3.64%5.03%-8.86%-1.42%-11.45%4.24%-4.50%-7.08%4.56%13.49%-3.11%-11.39%
2021-1.14%2.50%2.84%5.38%4.71%-3.13%1.94%-0.84%-6.37%5.42%-2.31%4.61%13.56%

Benchmark Metrics

VGPMX Approximation with ETFs has an annualized alpha of -0.38%, beta of 0.87, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since February 03, 2012.

  • This portfolio participated in 93.87% of S&P 500 Index downside but only 84.19% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R² of 0.62, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.38%
Beta
0.87
0.62
Upside Capture
84.19%
Downside Capture
93.87%

Expense Ratio

VGPMX Approximation with ETFs has an expense ratio of 0.22%, 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.


Return for Risk

Risk / Return Rank

VGPMX Approximation with ETFs ranks 85 for risk / return — in the top 85% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VGPMX Approximation with ETFs Risk / Return Rank: 8585
Overall Rank
VGPMX Approximation with ETFs Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGPMX Approximation with ETFs Sortino Ratio Rank: 8888
Sortino Ratio Rank
VGPMX Approximation with ETFs Omega Ratio Rank: 9090
Omega Ratio Rank
VGPMX Approximation with ETFs Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGPMX Approximation with ETFs Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.10

0.88

+1.22

Sortino ratio

Return per unit of downside risk

2.67

1.37

+1.31

Omega ratio

Gain probability vs. loss probability

1.41

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

2.93

1.39

+1.54

Martin ratio

Return relative to average drawdown

12.13

6.43

+5.69


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GDX
VanEck Gold Miners ETF
902.352.551.373.5012.47
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
902.222.731.403.2813.02
VT
Vanguard Total World Stock ETF
681.241.831.271.868.47

Sharpe Ratio

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.

VGPMX Approximation with ETFs Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 2.10
  • 5-Year: 0.73
  • 10-Year: 0.79
  • All Time: 0.51

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 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of VGPMX Approximation with ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

VGPMX Approximation with ETFs provided a 1.73% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.73%1.82%2.06%2.41%3.04%2.60%1.55%2.63%2.57%1.90%1.72%4.79%
GDX
VanEck Gold Miners ETF
0.67%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
2.57%2.88%3.26%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

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 VGPMX Approximation with ETFs. 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 VGPMX Approximation with ETFs was 34.92%, occurring on Jan 20, 2016. Recovery took 254 trading sessions.

The current VGPMX Approximation with ETFs drawdown is 9.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.92%Jul 29, 2014373Jan 20, 2016254Jan 23, 2017627
-34.47%Jan 21, 202044Mar 23, 202074Jul 8, 2020118
-29.07%Apr 5, 2022120Sep 26, 2022372Mar 20, 2024492
-19%Jan 29, 2018229Dec 24, 2018141Jul 18, 2019370
-16.79%Jan 3, 2013119Jun 24, 2013164Feb 18, 2014283

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 3 assets, with an effective number of assets of 2.27, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

BenchmarkGDXPICKVTPortfolio
Benchmark1.000.180.600.950.73
GDX0.181.000.380.250.67
PICK0.600.381.000.700.84
VT0.950.250.701.000.83
Portfolio0.730.670.840.831.00
The correlation results are calculated based on daily price changes starting from Feb 3, 2012