Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GDX VanEck Gold Miners ETF | Gold, Precious Metals | 20% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | Materials | 20% |
VT Vanguard Total World Stock ETF | Global Equities | 60% |
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.55% | 7.88% | -10.93% | 1.35% | 3.76% | ||||||||
| 2025 | 5.09% | 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% |
| 2023 | 9.68% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 0.88 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.37 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.39 | +1.54 |
Martin ratioReturn relative to average drawdown | 12.13 | 6.43 | +5.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GDX VanEck Gold Miners ETF | 90 | 2.35 | 2.55 | 1.37 | 3.50 | 12.47 |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 90 | 2.22 | 2.73 | 1.40 | 3.28 | 13.02 |
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
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Dividends
Dividend yield
VGPMX Approximation with ETFs provided a 1.73% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.82% | 2.06% | 2.41% | 3.04% | 2.60% | 1.55% | 2.63% | 2.57% | 1.90% | 1.72% | 4.79% |
| Portfolio components: | ||||||||||||
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, 2014 | 373 | Jan 20, 2016 | 254 | Jan 23, 2017 | 627 |
| -34.47% | Jan 21, 2020 | 44 | Mar 23, 2020 | 74 | Jul 8, 2020 | 118 |
| -29.07% | Apr 5, 2022 | 120 | Sep 26, 2022 | 372 | Mar 20, 2024 | 492 |
| -19% | Jan 29, 2018 | 229 | Dec 24, 2018 | 141 | Jul 18, 2019 | 370 |
| -16.79% | Jan 3, 2013 | 119 | Jun 24, 2013 | 164 | Feb 18, 2014 | 283 |
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
| Benchmark | GDX | PICK | VT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.18 | 0.60 | 0.95 | 0.73 |
| GDX | 0.18 | 1.00 | 0.38 | 0.25 | 0.67 |
| PICK | 0.60 | 0.38 | 1.00 | 0.70 | 0.84 |
| VT | 0.95 | 0.25 | 0.70 | 1.00 | 0.83 |
| Portfolio | 0.73 | 0.67 | 0.84 | 0.83 | 1.00 |