VOO_TLT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 45% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 55% |
Performance
The chart shows the growth of an initial investment of $10,000 in VOO_TLT, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.35% | 11.68% | 19.59% | 7.99% | 9.86% |
| VOO_TLT | -5.64% | -4.32% | 2.79% | 6.16% | 4.63% | 7.34% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -4.95% | 5.23% | 13.10% | 21.62% | 9.85% | 11.93% |
TLT iShares 20+ Year Treasury Bond ETF | -6.49% | -15.26% | -9.01% | -10.72% | -3.37% | 0.61% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.21% | 1.03% | -1.08% | 3.75% | 0.66% | -2.28% |
Dividend yield
VOO_TLT granted a 2.48% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VOO_TLT | 2.48% | 2.17% | 1.41% | 1.60% | 2.20% | 2.53% | 2.32% | 2.61% | 2.73% | 2.66% | 3.05% | 3.02% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.59% | 1.71% | 1.28% | 1.61% | 2.00% | 2.23% | 1.97% | 2.27% | 2.42% | 2.18% | 2.20% | 2.66% |
TLT iShares 20+ Year Treasury Bond ETF | 3.56% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.01 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.68 |
Asset Correlations Table
| TLT | VOO | |
|---|---|---|
| TLT | 1.00 | -0.30 |
| VOO | -0.30 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VOO_TLT. 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 VOO_TLT is 28.38%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.38% | Dec 28, 2021 | 206 | Oct 20, 2022 | — | — | — |
| -16.21% | Feb 21, 2020 | 19 | Mar 18, 2020 | 29 | Apr 29, 2020 | 48 |
| -9.54% | Aug 30, 2018 | 80 | Dec 24, 2018 | 52 | Mar 12, 2019 | 132 |
| -7.57% | Mar 23, 2015 | 109 | Aug 25, 2015 | 141 | Mar 17, 2016 | 250 |
| -7.39% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
Volatility Chart
The current VOO_TLT 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.