Vanguard Funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Funds, 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 Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Apr 24, 2024, the Vanguard Funds returned 3.10% Year-To-Date and 7.21% 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 | 6.30% | -3.13% | 19.37% | 22.56% | 11.65% | 10.55% |
| Vanguard Funds | 3.10% | -2.46% | 15.90% | 13.96% | 7.96% | 7.21% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 4.53% | -2.60% | 18.71% | 17.78% | 9.69% | 8.49% |
BND Vanguard Total Bond Market ETF | -2.69% | -1.91% | 4.96% | -0.59% | -0.07% | 1.21% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.03% | 3.32% | 2.74% | |||||||||
| 2023 | -3.91% | -2.64% | 8.10% | 4.84% |
Expense Ratio
The Vanguard Funds has an expense ratio of 0.06% which is considered to be low. 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 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.53 | 2.24 | 1.26 | 1.20 | 5.16 |
BND Vanguard Total Bond Market ETF | -0.03 | 0.01 | 1.00 | -0.01 | -0.07 |
Dividends
Dividend yield
Vanguard Funds granted a 2.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard Funds | 2.37% | 2.28% | 2.28% | 1.85% | 1.77% | 2.40% | 2.59% | 2.19% | 2.41% | 2.48% | 2.51% | 2.20% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.13% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
BND Vanguard Total Bond Market ETF | 3.35% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Funds. 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 Vanguard Funds was 41.52%, occurring on Mar 9, 2009. Recovery took 277 trading sessions.
The current Vanguard Funds drawdown is 2.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.52% | Jul 1, 2008 | 173 | Mar 9, 2009 | 277 | Apr 14, 2010 | 450 |
| -27.68% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -24.39% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -18.41% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 13, 2012 | 347 |
| -16% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
Volatility
Volatility Chart
The current Vanguard Funds volatility is 2.79%, 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
| BND | VT | |
|---|---|---|
| BND | 1.00 | -0.13 |
| VT | -0.13 | 1.00 |