PortfoliosLab logo

Vanguard Funds

Last updated Mar 23, 2023

Expense Ratio

0.06%

Dividend Yield

2.56%

Asset Allocation


BND 20%VT 80%BondBondEquityEquity

Performance

The chart shows the growth of $10,000 invested in Vanguard Funds in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,338 for a total return of roughly 133.38%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2023FebruaryMarch
133.38%
207.74%
Vanguard Funds
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 23, 2023, the Vanguard Funds returned 3.07% Year-To-Date and 6.74% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.20%2.84%4.19%-12.48%8.83%9.76%
Vanguard Funds-2.44%3.31%6.65%-9.05%5.75%6.76%
VT
Vanguard Total World Stock ETF
-3.59%3.22%7.51%-10.48%6.53%7.89%
BND
Vanguard Total Bond Market ETF
2.27%3.52%2.88%-4.02%1.03%1.35%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard Funds Sharpe ratio is -0.47. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.50
-0.54
Vanguard Funds
Benchmark (^GSPC)
Portfolio components

Dividends

Vanguard Funds granted a 2.56% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.56%2.29%1.90%1.85%2.56%2.84%2.46%2.77%2.92%3.02%2.72%3.16%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-14.91%
-17.68%
Vanguard Funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Funds. 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 Vanguard Funds is 41.52%, recorded on Mar 9, 2009. It took 277 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.52%Jul 1, 2008173Mar 9, 2009277Apr 14, 2010450
-27.68%Feb 13, 202027Mar 23, 202094Aug 5, 2020121
-24.39%Nov 9, 2021235Oct 14, 2022
-18.41%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-16%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-15.51%May 22, 2015183Feb 11, 2016143Sep 6, 2016326
-12.75%Apr 15, 201037Jun 7, 201084Oct 5, 2010121
-7.76%May 22, 201323Jun 24, 201355Sep 11, 201378
-7.23%Sep 4, 201431Oct 16, 201482Feb 13, 2015113
-6.15%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility Chart

Current Vanguard Funds volatility is 10.57%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
13.59%
19.59%
Vanguard Funds
Benchmark (^GSPC)
Portfolio components