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vanguard2

Last updated Mar 18, 2023

Expense Ratio

0.05%

Dividend Yield

2.28%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in vanguard2 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $31,699 for a total return of roughly 216.99%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
10.31%
6.47%
vanguard2
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the vanguard2 returned 2.05% Year-To-Date and 8.81% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%7.32%9.71%
vanguard2-5.46%2.05%3.80%-8.08%6.09%8.81%
VOO
Vanguard S&P 500 ETF
-5.10%2.43%1.26%-8.64%9.22%11.81%
VWO
Vanguard FTSE Emerging Markets ETF
-6.24%-0.62%-0.68%-12.59%-1.26%1.87%
VGK
Vanguard FTSE Europe ETF
-6.76%2.96%13.22%-4.60%2.52%4.72%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
-4.94%0.95%7.21%-8.03%0.17%3.99%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current vanguard2 Sharpe ratio is -0.38. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.38
-0.43
vanguard2
Benchmark (^GSPC)
Portfolio components

Dividends

vanguard2 granted a 2.28% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.28%2.32%1.95%1.78%2.53%2.82%2.34%2.75%2.89%3.06%2.68%3.09%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-16.11%
-18.34%
vanguard2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the vanguard2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the vanguard2 is 33.57%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-25.98%Jan 5, 2022194Oct 12, 2022
-21.74%May 2, 2011108Oct 3, 2011235Sep 7, 2012343
-19.25%Jan 29, 2018229Dec 24, 2018130Jul 2, 2019359
-17.68%May 22, 2015183Feb 11, 2016128Aug 15, 2016311
-8.61%Sep 8, 201429Oct 16, 201427Nov 24, 201456
-7.92%May 22, 201323Jun 24, 201327Aug 1, 201350
-7.66%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-7.28%Feb 22, 201117Mar 16, 201125Apr 20, 201142
-6.62%Sep 17, 201242Nov 15, 201222Dec 18, 201264

Volatility Chart

Current vanguard2 volatility is 18.92%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
18.92%
21.17%
vanguard2
Benchmark (^GSPC)
Portfolio components