Vanny2023
vanguard current - 6/2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanny2023, 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
The earliest data available for this chart is Sep 27, 2011, corresponding to the inception date of VMGMX
Returns By Period
As of Sep 21, 2024, the Vanny2023 returned 14.30% Year-To-Date and 10.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Vanny2023 | 14.30% | 0.85% | 6.89% | 26.43% | 11.67% | 10.72% |
| Portfolio components: | ||||||
VIGAX Vanguard Growth Index Fund Admiral Shares | 22.86% | 0.47% | 10.11% | 40.20% | 18.61% | 15.45% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 10.06% | 2.01% | 3.42% | 25.20% | 10.71% | 10.42% |
VPCCX Vanguard PRIMECAP Core Fund | 13.45% | -0.72% | 4.44% | 25.04% | 13.36% | 12.13% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 10.49% | 2.72% | 3.75% | 25.60% | 7.91% | 9.03% |
VWENX Vanguard Wellington Fund Admiral Shares | 12.73% | 0.49% | 7.15% | 22.51% | 8.89% | 8.52% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 7.61% | 0.96% | 6.44% | 15.10% | 4.87% | 5.64% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 20.74% | 1.58% | 9.66% | 33.58% | 15.59% | 13.18% |
Monthly Returns
The table below presents the monthly returns of Vanny2023, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.34% | 4.33% | 2.69% | -3.86% | 4.06% | 2.43% | 1.14% | 2.06% | 14.30% | ||||
| 2023 | 6.53% | -2.75% | 3.14% | 0.83% | 0.32% | 5.38% | 2.78% | -1.64% | -4.36% | -2.82% | 8.57% | 5.31% | 22.36% |
| 2022 | -6.11% | -2.50% | 1.65% | -8.19% | 0.14% | -7.12% | 8.16% | -3.65% | -8.25% | 5.78% | 5.59% | -4.97% | -19.35% |
| 2021 | -0.31% | 2.41% | 2.07% | 4.29% | 0.24% | 2.75% | 1.74% | 2.26% | -3.91% | 5.40% | -1.46% | 3.03% | 19.75% |
| 2020 | 0.48% | -6.14% | -11.28% | 11.01% | 5.15% | 2.20% | 5.08% | 4.97% | -2.43% | -1.70% | 10.02% | 3.67% | 20.44% |
| 2019 | 7.28% | 3.32% | 1.51% | 3.22% | -4.79% | 5.79% | 1.50% | -0.77% | 0.97% | 1.90% | 3.00% | 2.25% | 27.69% |
| 2018 | 4.23% | -3.18% | -1.36% | -0.12% | 2.52% | 0.40% | 3.11% | 2.95% | 0.14% | -6.68% | 2.03% | -7.05% | -3.74% |
| 2017 | 2.10% | 3.25% | 0.27% | 1.30% | 1.71% | 0.56% | 1.43% | 0.39% | 2.11% | 1.88% | 2.39% | 0.93% | 19.89% |
| 2016 | -4.63% | 0.05% | 5.99% | 0.45% | 1.72% | 0.14% | 3.87% | 0.11% | 0.32% | -2.35% | 2.59% | 1.51% | 9.76% |
| 2015 | -1.34% | 4.42% | -0.59% | 0.12% | 0.95% | -1.84% | 1.84% | -5.06% | -2.20% | 6.54% | 0.26% | -1.66% | 0.91% |
| 2014 | -1.82% | 4.38% | -0.01% | -0.16% | 2.28% | 2.20% | -1.66% | 3.71% | -1.78% | 2.33% | 2.38% | -0.26% | 11.94% |
| 2013 | 4.40% | 1.26% | 3.31% | 1.67% | 1.50% | -1.44% | 4.39% | -2.07% | 3.56% | 3.30% | 2.02% | 2.12% | 26.56% |
Expense Ratio
Vanny2023 has an expense ratio of 0.16%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanny2023 is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VIGAX Vanguard Growth Index Fund Admiral Shares | 2.15 | 2.81 | 1.38 | 2.00 | 10.99 |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 1.43 | 2.00 | 1.25 | 0.72 | 7.76 |
VPCCX Vanguard PRIMECAP Core Fund | 1.46 | 2.11 | 1.29 | 2.05 | 7.22 |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 1.15 | 1.67 | 1.20 | 0.65 | 5.73 |
VWENX Vanguard Wellington Fund Admiral Shares | 2.36 | 3.26 | 1.43 | 1.66 | 15.90 |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 1.83 | 2.66 | 1.37 | 1.16 | 11.20 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.46 | 3.29 | 1.44 | 2.69 | 15.42 |
Dividends
Dividend yield
Vanny2023 granted a 2.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanny2023 | 2.85% | 3.39% | 4.81% | 4.26% | 4.03% | 3.27% | 5.41% | 3.28% | 3.15% | 3.77% | 3.93% | 3.63% |
| Portfolio components: | ||||||||||||
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.39% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 0.56% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.82% | 0.79% | 0.61% |
VPCCX Vanguard PRIMECAP Core Fund | 5.05% | 5.73% | 8.40% | 6.89% | 7.89% | 6.99% | 9.45% | 4.10% | 5.52% | 4.96% | 7.24% | 4.40% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% | 1.01% | 0.65% |
VWENX Vanguard Wellington Fund Admiral Shares | 5.05% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 6.55% | 4.53% | 6.58% | 6.47% | 6.63% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 3.97% | 4.80% | 7.75% | 6.11% | 4.37% | 4.00% | 7.64% | 4.06% | 4.07% | 5.66% | 4.99% | 5.87% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.26% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanny2023. 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 Vanny2023 was 29.56%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Vanny2023 drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -25.04% | Nov 9, 2021 | 235 | Oct 14, 2022 | 326 | Feb 2, 2024 | 561 |
| -16.21% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -12.23% | May 19, 2015 | 186 | Feb 11, 2016 | 76 | Jun 1, 2016 | 262 |
| -8.47% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current Vanny2023 volatility is 3.79%, 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.
Diversification
Asset Correlations Table
| VWIAX | VSGAX | VIGAX | VMGMX | VPCCX | VWENX | VFIAX | |
|---|---|---|---|---|---|---|---|
| VWIAX | 1.00 | 0.62 | 0.63 | 0.65 | 0.70 | 0.83 | 0.73 |
| VSGAX | 0.62 | 1.00 | 0.86 | 0.95 | 0.87 | 0.81 | 0.86 |
| VIGAX | 0.63 | 0.86 | 1.00 | 0.92 | 0.88 | 0.88 | 0.95 |
| VMGMX | 0.65 | 0.95 | 0.92 | 1.00 | 0.89 | 0.85 | 0.91 |
| VPCCX | 0.70 | 0.87 | 0.88 | 0.89 | 1.00 | 0.90 | 0.94 |
| VWENX | 0.83 | 0.81 | 0.88 | 0.85 | 0.90 | 1.00 | 0.96 |
| VFIAX | 0.73 | 0.86 | 0.95 | 0.91 | 0.94 | 0.96 | 1.00 |