fdfds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 41.67% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 41.67% |
VNQ Vanguard Real Estate ETF | REIT | 16.66% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 27, 2006, corresponding to the inception date of VIG
Returns By Period
As of May 30, 2025, the fdfds returned 1.71% Year-To-Date and 13.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| fdfds | 1.77% | 5.55% | -1.05% | 14.77% | 14.50% | 13.32% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 1.69% | 9.18% | 2.15% | 15.66% | 18.08% | 17.69% |
VIG Vanguard Dividend Appreciation ETF | 1.56% | 3.61% | -2.40% | 12.85% | 13.07% | 11.50% |
VNQ Vanguard Real Estate ETF | 1.30% | 1.12% | -7.18% | 13.84% | 6.90% | 5.35% |
Monthly Returns
The table below presents the monthly returns of fdfds, 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 | 2.54% | -0.31% | -5.24% | -0.47% | 5.55% | 1.77% | |||||||
| 2024 | 0.43% | 3.98% | 2.03% | -4.87% | 4.71% | 3.64% | 2.29% | 2.77% | 2.22% | -1.74% | 5.19% | -2.77% | 18.81% |
| 2023 | 7.38% | -2.25% | 4.54% | 1.22% | 1.46% | 6.26% | 2.93% | -1.96% | -5.09% | -2.08% | 9.63% | 5.65% | 30.08% |
| 2022 | -7.25% | -3.60% | 4.22% | -8.48% | -1.47% | -7.51% | 9.48% | -4.59% | -9.92% | 6.39% | 6.16% | -6.06% | -22.41% |
| 2021 | -1.10% | 1.17% | 4.12% | 5.45% | 0.35% | 3.01% | 3.26% | 2.81% | -5.40% | 7.36% | -0.08% | 4.73% | 28.10% |
| 2020 | 1.71% | -7.16% | -10.27% | 11.86% | 4.59% | 3.16% | 5.75% | 7.26% | -3.32% | -2.71% | 10.47% | 3.55% | 24.81% |
| 2019 | 8.36% | 3.25% | 2.82% | 3.82% | -5.40% | 6.17% | 2.19% | 0.07% | 1.32% | 2.03% | 2.53% | 2.72% | 33.55% |
| 2018 | 5.02% | -3.41% | -1.80% | -0.04% | 3.73% | 1.31% | 3.22% | 4.00% | 0.17% | -6.71% | 2.44% | -8.56% | -1.67% |
| 2017 | 2.83% | 4.21% | 0.44% | 1.89% | 2.17% | -0.52% | 2.20% | 0.68% | 0.82% | 2.62% | 3.12% | 0.84% | 23.41% |
| 2016 | -4.40% | -0.21% | 7.21% | -1.86% | 2.57% | 1.19% | 4.64% | -0.17% | 0.25% | -2.36% | 1.17% | 1.74% | 9.63% |
| 2015 | -1.14% | 4.60% | -1.65% | -0.26% | 1.31% | -2.85% | 3.76% | -6.34% | -1.15% | 8.52% | 0.27% | -0.75% | 3.58% |
| 2014 | -2.18% | 5.03% | -0.74% | 0.84% | 2.93% | 2.11% | -0.87% | 4.13% | -1.74% | 3.86% | 3.55% | -0.55% | 17.23% |
Expense Ratio
fdfds has an expense ratio of 0.13%, 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 fdfds is 48, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.62 | 0.92 | 1.13 | 0.60 | 1.94 |
VIG Vanguard Dividend Appreciation ETF | 0.80 | 1.14 | 1.16 | 0.79 | 3.20 |
VNQ Vanguard Real Estate ETF | 0.77 | 1.17 | 1.15 | 0.60 | 2.46 |
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Dividends
Dividend yield
fdfds provided a 1.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.66% | 1.59% | 1.70% | 1.80% | 1.25% | 1.56% | 1.59% | 2.04% | 1.84% | 2.14% | 2.04% | 2.00% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VIG Vanguard Dividend Appreciation ETF | 1.79% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the fdfds. 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 fdfds was 52.39%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.
The current fdfds drawdown is 3.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.39% | Oct 10, 2007 | 355 | Mar 9, 2009 | 452 | Dec 21, 2010 | 807 |
| -31.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -28.24% | Dec 30, 2021 | 200 | Oct 14, 2022 | 296 | Dec 19, 2023 | 496 |
| -18.02% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -17.82% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VNQ | QQQ | VIG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.67 | 0.89 | 0.94 | 0.96 |
| VNQ | 0.67 | 1.00 | 0.55 | 0.69 | 0.76 |
| QQQ | 0.89 | 0.55 | 1.00 | 0.79 | 0.93 |
| VIG | 0.94 | 0.69 | 0.79 | 1.00 | 0.92 |
| Portfolio | 0.96 | 0.76 | 0.93 | 0.92 | 1.00 |