work
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | Large Cap Blend Equities | 80% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | Large Cap Growth Equities, Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in work, 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 never rebalanced.
The earliest data available for this chart is Nov 13, 2000, corresponding to the inception date of VFIAX
Returns By Period
As of Apr 20, 2025, the work returned -8.26% Year-To-Date and 10.62% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| work | -8.23% | -6.27% | -8.39% | 7.96% | 15.33% | 10.58% |
| Portfolio components: | ||||||
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 6.54% | -2.63% | -0.19% | 9.64% | 11.73% | 5.10% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -9.84% | -6.72% | -9.34% | 7.74% | 15.85% | 11.57% |
Monthly Returns
The table below presents the monthly returns of work, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.95% | -0.94% | -5.07% | -5.21% | -8.23% | ||||||||
| 2024 | 1.34% | 5.05% | 3.25% | -4.01% | 4.93% | 2.97% | 1.45% | 2.47% | 2.01% | -1.38% | 5.30% | -2.49% | 22.41% |
| 2023 | 6.58% | -2.57% | 3.54% | 1.68% | -0.09% | 6.34% | 3.20% | -1.88% | -4.65% | -2.28% | 9.11% | 4.67% | 25.18% |
| 2022 | -5.03% | -2.93% | 3.29% | -8.47% | 0.37% | -8.43% | 8.74% | -4.25% | -9.30% | 7.84% | 6.42% | -5.34% | -17.82% |
| 2021 | -1.04% | 2.73% | 4.14% | 5.04% | 1.08% | 1.86% | 2.13% | 2.82% | -4.51% | 6.51% | -1.20% | 4.51% | 26.30% |
| 2020 | -0.43% | -8.14% | -12.83% | 12.09% | 4.87% | 2.17% | 5.23% | 7.10% | -3.74% | -2.80% | 11.45% | 4.11% | 17.15% |
| 2019 | 7.91% | 3.05% | 1.71% | 3.88% | -6.19% | 6.87% | 0.90% | -1.63% | 2.05% | 2.32% | 3.30% | 3.08% | 30.00% |
| 2018 | 5.57% | -3.95% | -2.21% | 0.58% | 1.72% | 0.25% | 3.49% | 2.42% | 0.59% | -7.10% | 1.79% | -8.49% | -6.15% |
| 2017 | 2.18% | 3.47% | 0.58% | 1.24% | 1.74% | 0.61% | 2.20% | 0.26% | 2.13% | 2.25% | 2.69% | 1.20% | 22.54% |
| 2016 | -5.11% | -0.64% | 6.84% | 0.74% | 1.40% | -0.18% | 3.80% | 0.20% | 0.26% | -1.91% | 2.81% | 2.06% | 10.25% |
| 2015 | -2.30% | 5.78% | -1.52% | 1.53% | 1.01% | -2.09% | 1.93% | -6.27% | -2.78% | 8.14% | 0.09% | -1.63% | 1.07% |
| 2014 | -3.69% | 4.81% | 0.57% | 0.89% | 2.19% | 1.86% | -1.56% | 3.25% | -1.96% | 1.87% | 2.20% | -0.89% | 9.63% |
Expense Ratio
work has an expense ratio of 0.05%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of work is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 0.57 | 0.89 | 1.12 | 0.70 | 2.06 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 0.31 | 0.57 | 1.08 | 0.32 | 1.42 |
Dividends
Dividend yield
work provided a 1.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.76% | 1.65% | 1.78% | 1.92% | 1.62% | 1.63% | 2.10% | 2.31% | 1.98% | 2.23% | 2.26% | 2.22% |
| Portfolio components: | ||||||||||||
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.06% | 3.33% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.43% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
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 work. 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 work was 56.40%, occurring on Mar 9, 2009. Recovery took 972 trading sessions.
The current work drawdown is 12.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.4% | Oct 15, 2007 | 351 | Mar 9, 2009 | 972 | Jan 17, 2013 | 1323 |
| -43.03% | Nov 16, 2000 | 471 | Oct 9, 2002 | 783 | Nov 17, 2005 | 1254 |
| -33.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.97% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -18.92% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
Volatility
Volatility Chart
The current work volatility is 13.10%, 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
| VFIAX | VTMGX | |
|---|---|---|
| VFIAX | 1.00 | 0.75 |
| VTMGX | 0.75 | 1.00 |