Growth Portfolio
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JIG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| Growth Portfolio | 3.84% | 11.26% | 4.26% | 13.54% | N/A | N/A |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 0.78% | 14.03% | 1.98% | 18.15% | 18.45% | 15.22% |
VGT Vanguard Information Technology ETF | -0.88% | 17.07% | -0.15% | 15.43% | 20.95% | 20.00% |
ARKK ARK Innovation ETF | -0.07% | 21.87% | 5.35% | 23.95% | -0.06% | 11.41% |
JIG JPMorgan International Growth ETF | 8.76% | 8.60% | 7.50% | 8.02% | N/A | N/A |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 6.41% | -0.29% | 5.58% | 4.54% | -2.74% | -0.70% |
Monthly Returns
The table below presents the monthly returns of Growth 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.88% | -1.91% | -5.43% | 2.81% | 6.88% | 3.84% | |||||||
| 2024 | 0.01% | 4.89% | 1.50% | -4.83% | 4.96% | 4.33% | 0.10% | 2.16% | 2.24% | -2.36% | 5.08% | -1.18% | 17.63% |
| 2023 | 9.85% | -2.34% | 6.91% | -0.19% | 3.02% | 4.87% | 2.84% | -3.46% | -5.89% | -2.44% | 11.16% | 5.30% | 31.96% |
| 2022 | -9.13% | -4.84% | 0.62% | -11.69% | -1.46% | -7.74% | 9.75% | -5.64% | -10.02% | 3.49% | 8.00% | -5.83% | -31.49% |
| 2021 | 0.64% | -0.10% | -0.94% | 4.33% | -0.25% | 4.43% | 1.32% | 2.92% | -5.41% | 5.88% | -0.89% | 0.94% | 13.11% |
| 2020 | 2.06% | 6.03% | 6.77% | 8.15% | -2.86% | -2.27% | 9.64% | 5.47% | 37.18% |
Expense Ratio
Growth Portfolio has an expense ratio of 0.29%, placing it in the medium range. 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 Growth Portfolio is 54, 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.73 | 1.28 | 1.18 | 0.91 | 3.07 |
VGT Vanguard Information Technology ETF | 0.52 | 1.06 | 1.15 | 0.71 | 2.31 |
ARKK ARK Innovation ETF | 0.54 | 1.16 | 1.15 | 0.38 | 2.07 |
JIG JPMorgan International Growth ETF | 0.43 | 0.91 | 1.12 | 0.37 | 2.21 |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 0.50 | 1.04 | 1.12 | 0.20 | 1.25 |
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Dividends
Dividend yield
Growth Portfolio provided a 1.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.00% | 1.07% | 1.06% | 0.86% | 0.88% | 0.59% | 0.71% | 0.99% | 0.67% | 0.67% | 0.76% | 0.85% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.47% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VGT Vanguard Information Technology ETF | 0.52% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% |
JIG JPMorgan International Growth ETF | 1.56% | 1.70% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 1.90% | 1.99% | 1.63% | 1.23% | 1.00% | 0.95% | 1.16% | 1.17% | 0.46% | 0.00% | 0.00% | 1.77% |
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 Growth 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 Growth Portfolio was 37.99%, occurring on Oct 14, 2022. Recovery took 431 trading sessions.
The current Growth Portfolio drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.99% | Nov 9, 2021 | 235 | Oct 14, 2022 | 431 | Jul 5, 2024 | 666 |
| -18.87% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -11.58% | Feb 16, 2021 | 15 | Mar 8, 2021 | 78 | Jun 28, 2021 | 93 |
| -9.89% | Jul 17, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
| -8.13% | 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 5 assets, with an effective number of assets of 4.17, 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 | BWX | ARKK | JIG | VGT | VUG | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.26 | 0.68 | 0.78 | 0.91 | 0.93 | 0.91 |
| BWX | 0.26 | 1.00 | 0.27 | 0.42 | 0.24 | 0.25 | 0.37 |
| ARKK | 0.68 | 0.27 | 1.00 | 0.68 | 0.73 | 0.76 | 0.81 |
| JIG | 0.78 | 0.42 | 0.68 | 1.00 | 0.77 | 0.78 | 0.89 |
| VGT | 0.91 | 0.24 | 0.73 | 0.77 | 1.00 | 0.97 | 0.95 |
| VUG | 0.93 | 0.25 | 0.76 | 0.78 | 0.97 | 1.00 | 0.96 |
| Portfolio | 0.91 | 0.37 | 0.81 | 0.89 | 0.95 | 0.96 | 1.00 |