Simple Two-Fund Portfolio
VT, BND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 35% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Simple Two-Fund Portfolio, 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 Nov 13, 2024, the Simple Two-Fund Portfolio returned 12.50% Year-To-Date and 6.87% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Simple Two-Fund Portfolio | 12.50% | -0.54% | 6.08% | 19.58% | 7.48% | 6.87% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.68% | -0.09% | 8.08% | 27.00% | 11.23% | 9.45% |
BND Vanguard Total Bond Market ETF | 1.59% | -1.40% | 2.41% | 6.57% | -0.26% | 1.41% |
Monthly Returns
The table below presents the monthly returns of Simple Two-Fund Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.06% | 2.44% | 2.40% | -3.17% | 3.57% | 1.34% | 2.11% | 2.02% | 1.89% | -2.28% | 12.50% | ||
| 2023 | 6.13% | -3.00% | 2.79% | 1.13% | -1.19% | 3.71% | 2.38% | -2.10% | -3.64% | -2.43% | 7.43% | 4.61% | 16.12% |
| 2022 | -3.70% | -2.19% | 0.22% | -6.64% | 0.62% | -5.80% | 5.36% | -3.62% | -7.69% | 3.73% | 6.73% | -3.25% | -16.13% |
| 2021 | -0.45% | 1.20% | 1.45% | 2.99% | 1.09% | 1.09% | 0.81% | 1.40% | -3.04% | 3.36% | -1.66% | 2.33% | 10.91% |
| 2020 | -0.32% | -4.05% | -9.72% | 7.70% | 3.69% | 2.28% | 3.95% | 3.64% | -2.02% | -1.53% | 8.44% | 3.31% | 14.86% |
| 2019 | 5.59% | 1.84% | 1.34% | 2.25% | -3.31% | 4.53% | 0.05% | -0.40% | 1.25% | 1.93% | 1.67% | 2.25% | 20.40% |
| 2018 | 3.12% | -3.30% | -0.60% | -0.02% | 0.61% | -0.41% | 1.86% | 0.80% | -0.13% | -5.38% | 1.33% | -3.90% | -6.19% |
| 2017 | 2.01% | 1.98% | 0.97% | 1.33% | 1.51% | 0.43% | 1.87% | 0.57% | 1.21% | 1.36% | 1.21% | 1.24% | 16.85% |
| 2016 | -3.38% | -0.38% | 5.32% | 0.80% | 0.42% | 0.59% | 2.92% | 0.12% | 0.54% | -1.61% | -0.13% | 1.31% | 6.45% |
| 2015 | -0.21% | 3.33% | -0.60% | 1.54% | 0.05% | -1.84% | 0.64% | -4.40% | -2.02% | 4.77% | -0.19% | -1.50% | -0.76% |
| 2014 | -2.35% | 3.49% | 0.26% | 0.76% | 1.70% | 1.47% | -1.24% | 2.12% | -2.37% | 0.87% | 1.11% | -1.27% | 4.45% |
| 2013 | 2.38% | -0.03% | 1.58% | 2.10% | -1.03% | -2.32% | 3.48% | -1.91% | 4.06% | 2.71% | 0.91% | 1.22% | 13.71% |
Expense Ratio
Simple Two-Fund Portfolio has an expense ratio of 0.06%, which is considered low compared to other funds. 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 Rank
The current rank of Simple Two-Fund Portfolio is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.50 | 4.75 |
Dividends
Dividend yield
Simple Two-Fund Portfolio provided a 2.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.45% | 2.43% | 2.34% | 1.87% | 1.85% | 2.46% | 2.63% | 2.26% | 2.43% | 2.50% | 2.56% | 2.31% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 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 | 3.58% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Simple Two-Fund Portfolio. 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 Simple Two-Fund Portfolio was 34.38%, occurring on Mar 9, 2009. Recovery took 210 trading sessions.
The current Simple Two-Fund Portfolio drawdown is 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.38% | Jul 1, 2008 | 173 | Mar 9, 2009 | 210 | Jan 6, 2010 | 383 |
| -22.89% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -22.74% | Feb 13, 2020 | 27 | Mar 23, 2020 | 82 | Jul 20, 2020 | 109 |
| -14.21% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
| -13% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
Volatility
Volatility Chart
The current Simple Two-Fund Portfolio volatility is 2.31%, 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 | -0.12 |
| VT | -0.12 | 1.00 |