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Coffee House Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBTLX 40%VFIAX 10%VVIAX 10%VSMAX 10%VSIAX 10%VTIAX 10%VGSLX 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market
40%
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities
10%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
REIT
10%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Small Cap Value Equities
10%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities
10%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Large Cap Blend Equities, Foreign Large Cap Equities
10%
VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Coffee House Portfolio, 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.


200.00%250.00%300.00%350.00%400.00%AugustSeptemberOctoberNovemberDecember2025
198.99%
395.76%
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 27, 2011, corresponding to the inception date of VSIAX

Returns By Period

As of Jan 12, 2025, the Coffee House Portfolio returned -1.32% Year-To-Date and 7.16% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
Coffee House Portfolio-1.32%-4.55%2.28%11.78%6.91%7.20%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-0.89%-3.61%4.45%23.44%13.94%13.36%
VVIAX
Vanguard Value Index Fund Admiral Shares
-0.91%-3.64%3.24%14.96%9.70%10.27%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-0.88%-5.57%6.16%16.39%8.89%9.41%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
-1.53%-6.06%4.20%13.43%9.57%8.99%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-3.93%-8.77%-1.29%1.21%1.91%3.83%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-1.05%-1.99%-0.89%0.27%-0.69%1.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
-1.23%-4.03%-5.29%4.99%3.80%5.05%
*Annualized

Monthly Returns

The table below presents the monthly returns of Coffee House Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.96%3.19%3.50%-4.68%3.71%0.48%4.57%1.92%1.95%-1.77%5.52%-5.22%12.15%
20236.65%-3.03%-0.36%0.51%-2.23%5.58%3.16%-2.49%-4.40%-3.28%8.03%6.55%14.47%
2022-4.48%-1.22%1.70%-6.08%0.32%-7.28%6.97%-3.43%-8.64%6.72%5.74%-4.08%-14.37%
20210.14%3.42%2.93%3.86%1.23%0.70%0.71%1.75%-3.30%4.34%-2.16%4.30%19.09%
2020-0.74%-6.11%-13.51%8.62%3.36%1.54%3.50%2.98%-2.20%-0.78%10.15%3.85%8.72%
20197.34%2.27%0.96%2.32%-3.95%4.81%0.68%-1.00%1.73%1.48%1.83%1.92%21.90%
20181.90%-3.88%0.01%0.18%2.11%0.52%2.10%1.93%-0.70%-5.65%2.15%-6.63%-6.33%
20171.02%2.30%-0.32%0.71%0.08%1.22%1.31%-0.09%1.93%0.98%2.07%0.74%12.61%
2016-3.46%0.27%5.97%0.72%1.00%1.54%3.12%-0.20%-0.09%-2.36%2.50%1.99%11.20%
2015-0.12%2.52%0.09%-0.42%0.49%-1.86%0.96%-4.34%-1.44%4.73%0.23%-1.59%-1.03%
2014-1.09%3.48%0.60%0.46%1.57%2.00%-1.80%2.96%-3.10%3.04%1.29%0.23%9.82%

Expense Ratio

Coffee House Portfolio has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VGSLX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VSIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VVIAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VSMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Coffee House Portfolio is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Coffee House Portfolio is 2020
Overall Rank
The Sharpe Ratio Rank of Coffee House Portfolio is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of Coffee House Portfolio is 1616
Sortino Ratio Rank
The Omega Ratio Rank of Coffee House Portfolio is 1717
Omega Ratio Rank
The Calmar Ratio Rank of Coffee House Portfolio is 3030
Calmar Ratio Rank
The Martin Ratio Rank of Coffee House Portfolio is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Coffee House Portfolio, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.001.111.77
The chart of Sortino ratio for Coffee House Portfolio, currently valued at 1.55, compared to the broader market-2.000.002.004.001.552.37
The chart of Omega ratio for Coffee House Portfolio, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.201.32
The chart of Calmar ratio for Coffee House Portfolio, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.001.832.65
The chart of Martin ratio for Coffee House Portfolio, currently valued at 5.71, compared to the broader market0.0010.0020.0030.0040.005.7111.13
Coffee House Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.892.531.352.8612.17
VVIAX
Vanguard Value Index Fund Admiral Shares
1.391.991.251.986.40
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.931.361.171.364.57
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.791.201.151.333.67
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
0.070.201.020.040.25
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.150.241.030.060.37
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.470.721.090.591.67

The current Coffee House Portfolio Sharpe ratio is 1.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.93, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Coffee House Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.11
1.77
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Coffee House Portfolio provided a 2.69% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.69%2.65%2.72%2.48%1.96%2.18%2.52%2.78%2.42%2.54%2.48%2.45%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.25%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.32%2.30%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.31%1.30%1.55%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
2.01%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.01%2.89%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.40%3.36%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.37%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.47%
-4.32%
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Coffee House Portfolio. 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 Coffee House Portfolio was 29.98%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Coffee House Portfolio drawdown is 6.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.98%Feb 18, 202025Mar 23, 2020163Nov 11, 2020188
-21.31%Jan 5, 2022186Sep 30, 2022355Mar 1, 2024541
-14.45%Aug 30, 201880Dec 24, 201870Apr 5, 2019150
-11.62%Apr 27, 2015202Feb 11, 201677Jun 2, 2016279
-7.54%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

Volatility

Volatility Chart

The current Coffee House Portfolio volatility is 3.84%, 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%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.84%
4.66%
Coffee House Portfolio
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.

VBTLXVGSLXVTIAXVFIAXVVIAXVSMAXVSIAX
VBTLX1.000.10-0.10-0.16-0.20-0.15-0.18
VGSLX0.101.000.530.620.630.650.65
VTIAX-0.100.531.000.810.780.770.75
VFIAX-0.160.620.811.000.900.870.84
VVIAX-0.200.630.780.901.000.860.89
VSMAX-0.150.650.770.870.861.000.97
VSIAX-0.180.650.750.840.890.971.00
The correlation results are calculated based on daily price changes starting from Sep 28, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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