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Growth Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Growth Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

BWX 15%JIG 30%VUG 25%VGT 25%ARKK 5%BondBondEquityEquity
PositionCategory/SectorTarget Weight
ARKK
ARK Innovation ETF		Actively Managed, Innovation, Technology Equities
5%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		International Government Bonds
15%
JIG
JPMorgan International Growth ETF		Foreign Large Cap Equities, Actively Managed
30%
VGT
Vanguard Information Technology ETF		Technology Equities
25%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
25%

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

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
Growth Portfolio-0.90%9.33%-1.87%11.30%N/AN/A
Portfolio components:
VUG
Vanguard Growth ETF		-5.41%9.75%-4.74%13.34%16.55%14.70%
VGT
Vanguard Information Technology ETF		-8.02%12.05%-8.30%11.24%18.63%19.33%
ARKK
ARK Innovation ETF		-9.55%15.32%-5.03%19.64%-2.34%10.54%
JIG
JPMorgan International Growth ETF		6.01%9.91%2.17%7.68%N/AN/A
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		7.17%1.66%4.44%6.84%-2.58%-0.61%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.88%-1.91%-5.43%2.81%2.00%-0.90%
20240.01%4.89%1.50%-4.83%4.96%4.33%0.10%2.16%2.24%-2.36%5.08%-1.18%17.63%
20239.85%-2.34%6.91%-0.19%3.02%4.87%2.84%-3.46%-5.85%-2.44%11.16%5.30%32.01%
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%
20210.64%-0.10%-0.94%4.33%-0.25%4.43%1.32%2.92%-5.41%5.88%-0.89%0.94%13.11%
20202.06%6.03%6.77%8.15%-2.86%-2.27%9.64%5.49%37.20%

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.

ARKK
ARK Innovation ETF
JIG
JPMorgan International Growth ETF
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
VGT
Vanguard Information Technology ETF
VUG
Vanguard Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Growth Portfolio is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Growth Portfolio is 4343
Overall Rank
The Sharpe Ratio Rank of Growth Portfolio is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of Growth Portfolio is 4343
Sortino Ratio Rank
The Omega Ratio Rank of Growth Portfolio is 3939
Omega Ratio Rank
The Calmar Ratio Rank of Growth Portfolio is 4646
Calmar Ratio Rank
The Martin Ratio Rank of Growth Portfolio is 4343
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF		0.540.911.130.592.00
VGT
Vanguard Information Technology ETF		0.390.731.100.431.39
ARKK
ARK Innovation ETF		0.370.711.090.170.94
JIG
JPMorgan International Growth ETF		0.430.751.100.301.75
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		0.701.121.130.211.30

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.

Growth Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.56
  • All Time: 0.54

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Growth Portfolio 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

Growth Portfolio provided a 1.03% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.03%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		0.50%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		0.56%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		1.60%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		1.88%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 430 trading sessions.

The current Growth Portfolio drawdown is 5.75%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.99%Nov 9, 2021235Oct 14, 2022430Jul 3, 2024665
-18.87%Feb 19, 202535Apr 8, 2025———
-11.58%Feb 16, 202115Mar 8, 202178Jun 28, 202193
-9.89%Jul 17, 202414Aug 5, 202437Sep 26, 202451
-8.13%Sep 3, 202014Sep 23, 202013Oct 12, 202027

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCBWXARKKJIGVGTVUGPortfolio
^GSPC1.000.260.680.780.910.930.91
BWX0.261.000.280.420.240.260.37
ARKK0.680.281.000.680.730.760.81
JIG0.780.420.681.000.770.780.89
VGT0.910.240.730.771.000.970.95
VUG0.930.260.760.780.971.000.96
Portfolio0.910.370.810.890.950.961.00
The correlation results are calculated based on daily price changes starting from May 22, 2020