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Current Holdings
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBILX 7.96%VIOO 3.02%VDIGX 1.74%VDADX 1.05%VLXVX 84.15%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

0.75%

VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
Total Bond Market

7.96%

VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
Large Cap Blend Equities

1.05%

VDIGX
Vanguard Dividend Growth Fund
Large Cap Blend Equities, Dividend

1.74%

VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
Total Bond Market

0.42%

VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities

3.02%

VLXVX
Vanguard Target Retirement 2065 Fund
Diversified Portfolio, Target Retirement Date

84.15%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

0.91%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current Holdings , 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


40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
67.44%
103.30%
Current Holdings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 12, 2017, corresponding to the inception date of VLXVX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Current Holdings 1.05%-4.16%14.69%12.42%7.81%N/A
VLXVX
Vanguard Target Retirement 2065 Fund
1.60%-4.33%15.56%13.78%8.30%N/A
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
2.65%-3.86%14.61%13.40%11.15%10.84%
VDIGX
Vanguard Dividend Growth Fund
1.65%-4.40%12.80%7.50%10.46%10.78%
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
-2.86%-2.32%7.61%1.81%1.06%2.08%
VIOO
Vanguard S&P Small-Cap 600 ETF
-4.44%-4.11%15.74%10.21%6.92%8.09%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-3.29%-2.25%5.40%-0.68%0.37%1.67%
VXUS
Vanguard Total International Stock ETF
0.25%-3.58%14.24%6.76%4.72%3.95%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%16.79%15.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.27%3.39%2.74%
2023-3.95%-2.71%8.15%5.30%

Expense Ratio

The Current Holdings has an expense ratio of 0.08% 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.


0.50%1.00%1.50%2.00%0.27%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Current Holdings
Sharpe ratio
The chart of Sharpe ratio for Current Holdings , currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for Current Holdings , currently valued at 1.82, compared to the broader market-2.000.002.004.006.001.82
Omega ratio
The chart of Omega ratio for Current Holdings , currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for Current Holdings , currently valued at 0.82, compared to the broader market0.002.004.006.008.000.82
Martin ratio
The chart of Martin ratio for Current Holdings , currently valued at 3.79, compared to the broader market0.0010.0020.0030.0040.003.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VLXVX
Vanguard Target Retirement 2065 Fund
1.261.891.220.914.09
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.331.981.231.374.44
VDIGX
Vanguard Dividend Growth Fund
0.811.201.140.812.33
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
0.270.441.050.110.72
VIOO
Vanguard S&P Small-Cap 600 ETF
0.490.871.100.381.54
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-0.07-0.051.00-0.03-0.14
VXUS
Vanguard Total International Stock ETF
0.540.851.100.371.61
SCHG
Schwab U.S. Large-Cap Growth ETF
2.132.951.371.4611.63

Sharpe Ratio

The current Current Holdings Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of Current Holdings 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.20
1.66
Current Holdings
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current Holdings granted a 2.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current Holdings 2.15%2.13%2.09%2.09%1.72%2.00%2.05%1.06%0.39%0.44%0.42%0.43%
VLXVX
Vanguard Target Retirement 2065 Fund
2.02%2.06%2.00%1.93%1.60%1.90%1.85%0.78%0.00%0.00%0.00%0.00%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.84%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%0.00%
VDIGX
Vanguard Dividend Growth Fund
3.31%2.29%6.06%5.45%2.83%4.70%8.84%5.16%2.86%5.69%3.41%2.28%
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.19%3.80%3.09%3.90%5.70%3.03%3.20%2.95%3.83%3.27%3.77%5.01%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.54%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.42%3.09%2.39%3.38%2.93%2.73%2.85%2.73%3.06%2.85%3.18%3.94%
VXUS
Vanguard Total International Stock ETF
3.43%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.61%
-5.46%
Current Holdings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current Holdings . 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 Current Holdings was 29.30%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Current Holdings drawdown is 4.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.3%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-24.39%Nov 9, 2021235Oct 14, 2022335Feb 15, 2024570
-15.79%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-6.33%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.77%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current Current Holdings volatility is 2.46%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.46%
3.15%
Current Holdings
Benchmark (^GSPC)
Portfolio components

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.

VBILXVFICXVIOOSCHGVXUSVDIGXVDADXVLXVX
VBILX1.000.95-0.11-0.02-0.04-0.03-0.04-0.03
VFICX0.951.00-0.020.060.050.050.030.06
VIOO-0.11-0.021.000.670.720.720.780.82
SCHG-0.020.060.671.000.740.740.810.89
VXUS-0.040.050.720.741.000.730.760.91
VDIGX-0.030.050.720.740.731.000.960.84
VDADX-0.040.030.780.810.760.961.000.89
VLXVX-0.030.060.820.890.910.840.891.00