ROTH IRA

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ROTH IRA

Asset Allocation

Position	Category/Sector	Target Weight
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities, Actively Managed	10%
AVUV Avantis U.S. Small Cap Value ETF	Small Cap Value Equities, Actively Managed	8%
DGS WisdomTree Emerging Markets SmallCap Divdend Fund	Asia Pacific Equities	7%
FSCSX Fidelity Select Software & IT Services Portfolio	Technology Equities	10%
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	10%
FSGGX Fidelity Global ex U.S. Index Fund	Foreign Large Cap Equities	10%
FSPSX Fidelity International Index Fund	Large Cap Blend Equities, Foreign Large Cap Equities	0%
FXAIX Fidelity 500 Index Fund	Large Cap Blend Equities	45%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	0%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
ROTH IRA	3.59%	14.37%	1.73%	9.15%	16.19%	N/A
Portfolio components:
AVUV Avantis U.S. Small Cap Value ETF	-6.41%	11.87%	-10.11%	-1.89%	21.04%	N/A
AVDV Avantis International Small Cap Value ETF	16.69%	8.49%	16.92%	16.89%	16.21%	N/A
FSELX Fidelity Select Semiconductors Portfolio	-8.04%	30.65%	-10.16%	-5.26%	22.88%	15.19%
FSCSX Fidelity Select Software & IT Services Portfolio	1.70%	21.95%	-5.92%	1.00%	5.70%	9.18%
DGS WisdomTree Emerging Markets SmallCap Divdend Fund	7.87%	11.04%	5.92%	2.44%	11.98%	5.26%
FSPSX Fidelity International Index Fund	16.51%	8.61%	15.25%	11.38%	12.36%	5.83%
FSGGX Fidelity Global ex U.S. Index Fund	14.15%	9.01%	12.38%	11.05%	11.03%	5.22%
FXAIX Fidelity 500 Index Fund	2.20%	13.03%	1.76%	14.17%	16.95%	12.69%
SCHD Schwab US Dividend Equity ETF	-2.20%	4.17%	-5.84%	3.53%	13.30%	10.61%

*Annualized

Monthly Returns

The table below presents the monthly returns of ROTH IRA, 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	2.20%	-1.72%	-4.79%	0.11%	8.21%								3.59%
2024	0.74%	5.06%	3.33%	-3.93%	4.61%	2.40%	1.47%	1.37%	1.86%	-1.82%	4.97%	-3.67%	17.09%
2023	8.66%	-1.62%	3.30%	0.18%	1.35%	6.40%	4.51%	-2.46%	-4.37%	-3.57%	9.89%	4.61%	28.92%
2022	-5.22%	-2.32%	2.53%	-9.34%	0.94%	-9.79%	9.00%	-4.39%	-10.12%	6.73%	8.93%	-5.86%	-19.67%
2021	-0.21%	4.40%	3.50%	3.70%	1.71%	2.11%	0.90%	2.92%	-3.76%	5.52%	-0.44%	2.85%	25.42%
2020	-1.72%	-7.82%	-15.09%	12.02%	5.45%	3.37%	4.40%	7.00%	-2.98%	-1.84%	13.07%	4.56%	18.15%
2019									-0.35%	2.99%	3.26%	3.39%	9.57%

Expense Ratio

ROTH IRA has an expense ratio of 0.25%, 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.

FSELX

Fidelity Select Semiconductors Portfolio

FSCSX

Fidelity Select Software & IT Services Portfolio

DGS

WisdomTree Emerging Markets SmallCap Divdend Fund

AVDV

Avantis International Small Cap Value ETF

AVUV

Avantis U.S. Small Cap Value ETF

SCHD

Schwab US Dividend Equity ETF

FSGGX

Fidelity Global ex U.S. Index Fund

FSPSX

Fidelity International Index Fund

FXAIX

Fidelity 500 Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ROTH IRA is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVUV Avantis U.S. Small Cap Value ETF	-0.07	0.08	1.01	-0.07	-0.18
AVDV Avantis International Small Cap Value ETF	0.92	1.42	1.20	1.27	4.45
FSELX Fidelity Select Semiconductors Portfolio	-0.11	0.20	1.03	-0.11	-0.26
FSCSX Fidelity Select Software & IT Services Portfolio	0.04	0.27	1.04	0.05	0.13
DGS WisdomTree Emerging Markets SmallCap Divdend Fund	0.16	0.39	1.05	0.17	0.48
FSPSX Fidelity International Index Fund	0.68	1.08	1.15	0.88	2.55
FSGGX Fidelity Global ex U.S. Index Fund	0.69	1.09	1.15	0.86	2.68
FXAIX Fidelity 500 Index Fund	0.73	1.15	1.17	0.78	3.00
SCHD Schwab US Dividend Equity ETF	0.22	0.38	1.05	0.19	0.60

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ROTH IRA Sharpe ratios as of May 21, 2025 (values are recalculated daily):

1-Year: 0.45
5-Year: 0.88
All Time: 0.62

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of ROTH IRA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

ROTH IRA provided a 1.83% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.83%	1.65%	1.74%	1.87%	1.43%	1.52%	1.61%	1.58%	1.32%	1.43%	3.49%	3.06%
Portfolio components:
AVUV Avantis U.S. Small Cap Value ETF	1.77%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%
AVDV Avantis International Small Cap Value ETF	3.69%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%
FSELX Fidelity Select Semiconductors Portfolio	0.00%	0.00%	0.10%	0.18%	0.04%	0.51%	0.76%	0.76%	1.04%	0.71%	16.31%	3.48%
FSCSX Fidelity Select Software & IT Services Portfolio	1.53%	0.00%	0.00%	0.00%	0.00%	0.55%	0.23%	0.04%	0.00%	0.03%	2.35%	10.43%
DGS WisdomTree Emerging Markets SmallCap Divdend Fund	3.17%	3.36%	4.55%	5.34%	3.98%	3.69%	3.95%	4.24%	2.81%	3.42%	3.28%	3.20%
FSPSX Fidelity International Index Fund	2.49%	3.27%	2.79%	2.66%	3.07%	1.84%	3.18%	2.79%	2.50%	3.08%	2.79%	3.53%
FSGGX Fidelity Global ex U.S. Index Fund	2.55%	2.91%	2.95%	2.64%	2.60%	1.71%	2.85%	2.66%	2.09%	2.06%	2.44%	2.61%
FXAIX Fidelity 500 Index Fund	1.54%	1.25%	1.45%	1.69%	1.22%	1.60%	1.95%	2.07%	1.81%	2.01%	2.56%	2.63%
SCHD Schwab US Dividend Equity ETF	3.93%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%

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 ROTH IRA. 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 ROTH IRA was 34.98%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current ROTH IRA drawdown is 1.71%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.98%	Feb 20, 2020	23	Mar 23, 2020	107	Aug 24, 2020	130
-27.66%	Nov 9, 2021	235	Oct 14, 2022	292	Dec 13, 2023	527
-19.67%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-9.94%	Jul 17, 2024	14	Aug 5, 2024	37	Sep 26, 2024	51
-8.41%	Sep 3, 2020	14	Sep 23, 2020	13	Oct 12, 2020	27

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 9 assets, with an effective number of assets of 3.94, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	FSELX	DGS	FSCSX	SCHD	AVUV	AVDV	FSPSX	FSGGX	FXAIX	Portfolio
^GSPC	1.00	0.79	0.66	0.85	0.78	0.73	0.72	0.76	0.77	1.00	0.96
FSELX	0.79	1.00	0.58	0.75	0.52	0.56	0.57	0.62	0.66	0.79	0.85
DGS	0.66	0.58	1.00	0.55	0.57	0.59	0.77	0.77	0.85	0.66	0.74
FSCSX	0.85	0.75	0.55	1.00	0.54	0.53	0.56	0.63	0.65	0.86	0.85
SCHD	0.78	0.52	0.57	0.54	1.00	0.83	0.70	0.69	0.68	0.78	0.76
AVUV	0.73	0.56	0.59	0.53	0.83	1.00	0.74	0.68	0.69	0.73	0.78
AVDV	0.72	0.57	0.77	0.56	0.70	0.74	1.00	0.91	0.90	0.72	0.80
FSPSX	0.76	0.62	0.77	0.63	0.69	0.68	0.91	1.00	0.97	0.76	0.83
FSGGX	0.77	0.66	0.85	0.65	0.68	0.69	0.90	0.97	1.00	0.77	0.85
FXAIX	1.00	0.79	0.66	0.86	0.78	0.73	0.72	0.76	0.77	1.00	0.96
Portfolio	0.96	0.85	0.74	0.85	0.76	0.78	0.80	0.83	0.85	0.96	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

ROTH IRA

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community