PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

VTTSX 2023 Equivalent

Last updated Sep 30, 2023

Asset Allocation


BND 7%BNDX 2.7%VTI 53.9%VXUS 36.4%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market7%
BNDX
Vanguard Total International Bond ETF
Total Bond Market2.7%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities53.9%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities36.4%

Performance

The chart shows the growth of an initial investment of $10,000 in VTTSX 2023 Equivalent, 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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
1.34%
3.97%
VTTSX 2023 Equivalent
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the VTTSX 2023 Equivalent returned 8.64% Year-To-Date and 7.55% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%7.99%9.86%
VTTSX 2023 Equivalent-4.32%1.78%8.64%18.61%6.17%7.63%
VTI
Vanguard Total Stock Market ETF
-5.11%4.85%12.38%20.30%9.09%11.26%
VXUS
Vanguard Total International Stock ETF
-3.80%-1.46%5.43%20.59%2.90%3.60%
BND
Vanguard Total Bond Market ETF
-2.01%-4.02%-0.90%0.73%0.08%1.08%
BNDX
Vanguard Total International Bond ETF
-1.52%-1.32%2.04%2.20%-0.00%1.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.75%1.31%-1.12%5.26%3.38%-2.69%

Sharpe Ratio

The current VTTSX 2023 Equivalent Sharpe ratio is 1.05. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.05

The Sharpe ratio of VTTSX 2023 Equivalent lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
1.05
0.89
VTTSX 2023 Equivalent
Benchmark (^GSPC)
Portfolio components

Dividend yield

VTTSX 2023 Equivalent granted a 2.25% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VTTSX 2023 Equivalent2.25%2.28%2.10%1.84%2.56%2.82%2.46%2.72%2.78%2.99%2.70%3.16%
VTI
Vanguard Total Stock Market ETF
1.57%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
VXUS
Vanguard Total International Stock ETF
3.11%3.15%3.25%2.32%3.40%3.64%3.23%3.56%3.54%4.37%3.58%4.04%
BND
Vanguard Total Bond Market ETF
3.04%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
BNDX
Vanguard Total International Bond ETF
1.99%1.53%3.84%1.18%3.67%3.35%2.56%2.22%1.94%1.87%1.07%0.00%

Expense Ratio

The VTTSX 2023 Equivalent has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTI
Vanguard Total Stock Market ETF
0.93
VXUS
Vanguard Total International Stock ETF
1.14
BND
Vanguard Total Bond Market ETF
-0.00
BNDX
Vanguard Total International Bond ETF
0.33

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDXBNDVXUSVTI
BNDX1.000.70-0.03-0.04
BND0.701.00-0.03-0.07
VXUS-0.03-0.031.000.82
VTI-0.04-0.070.821.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-11.23%
-10.60%
VTTSX 2023 Equivalent
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VTTSX 2023 Equivalent. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the VTTSX 2023 Equivalent is 31.33%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.33%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-25.46%Nov 9, 2021235Oct 14, 2022
-17.4%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-16.87%May 22, 2015183Feb 11, 2016143Sep 6, 2016326
-7.94%Sep 4, 201431Oct 16, 201429Nov 26, 201460

Volatility Chart

The current VTTSX 2023 Equivalent volatility is 2.78%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
2.78%
3.17%
VTTSX 2023 Equivalent
Benchmark (^GSPC)
Portfolio components