vanguard2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGK Vanguard FTSE Europe ETF | Europe Equities | 16.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 61.80% |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | Asia Pacific Equities | 11.20% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 10.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in vanguard2, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Aug 27, 2024, the vanguard2 returned 15.43% Year-To-Date and 9.78% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| vanguard2 | 15.43% | 3.12% | 10.17% | 24.30% | 12.80% | 9.78% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
VWO Vanguard FTSE Emerging Markets ETF | 9.48% | 2.42% | 8.24% | 14.05% | 5.40% | 2.73% |
VGK Vanguard FTSE Europe ETF | 11.70% | 3.57% | 9.93% | 20.15% | 9.55% | 5.34% |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 7.90% | 3.74% | 5.40% | 16.73% | 7.01% | 4.92% |
Monthly Returns
The table below presents the monthly returns of vanguard2, 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 | 0.27% | 4.44% | 3.19% | -3.31% | 4.66% | 1.92% | 1.70% | 15.43% | |||||
| 2023 | 7.23% | -3.15% | 3.36% | 1.64% | -0.96% | 5.72% | 3.52% | -2.73% | -4.28% | -2.60% | 8.90% | 4.72% | 22.29% |
| 2022 | -4.35% | -3.13% | 1.99% | -7.87% | 0.77% | -8.12% | 7.04% | -4.25% | -9.50% | 6.38% | 8.62% | -4.23% | -17.26% |
| 2021 | -0.52% | 2.51% | 3.45% | 4.30% | 1.52% | 1.24% | 1.05% | 2.49% | -4.23% | 5.26% | -2.06% | 4.24% | 20.54% |
| 2020 | -1.50% | -7.52% | -13.50% | 10.57% | 4.88% | 2.78% | 5.19% | 5.99% | -2.96% | -2.48% | 11.72% | 4.52% | 15.70% |
| 2019 | 7.81% | 2.58% | 1.60% | 3.53% | -6.11% | 6.53% | 0.09% | -1.89% | 2.18% | 2.80% | 2.59% | 3.61% | 27.59% |
| 2018 | 5.81% | -4.29% | -1.67% | 0.32% | 0.73% | -0.47% | 3.28% | 0.97% | 0.42% | -7.41% | 1.80% | -7.27% | -8.30% |
| 2017 | 2.73% | 2.96% | 1.30% | 1.55% | 2.05% | 0.58% | 2.60% | 0.53% | 1.85% | 2.27% | 2.08% | 1.60% | 24.45% |
| 2016 | -5.21% | -1.08% | 7.62% | 0.88% | 0.70% | 0.05% | 4.00% | 0.30% | 0.68% | -1.77% | 1.34% | 1.97% | 9.34% |
| 2015 | -1.50% | 5.57% | -1.53% | 2.55% | 0.33% | -2.25% | 1.01% | -6.80% | -2.97% | 7.59% | -0.20% | -1.89% | -0.89% |
| 2014 | -4.45% | 4.76% | 0.89% | 0.95% | 2.22% | 1.93% | -1.34% | 2.97% | -2.76% | 1.66% | 1.55% | -1.68% | 6.50% |
| 2013 | 4.28% | 0.26% | 2.61% | 2.86% | 0.05% | -2.28% | 4.84% | -2.68% | 5.01% | 4.10% | 1.92% | 2.11% | 25.24% |
Expense Ratio
vanguard2 has an expense ratio of 0.05%, 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 vanguard2 is 62, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
VWO Vanguard FTSE Emerging Markets ETF | 1.12 | 1.63 | 1.19 | 0.55 | 5.21 |
VGK Vanguard FTSE Europe ETF | 1.67 | 2.37 | 1.28 | 1.42 | 6.93 |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 1.25 | 1.76 | 1.22 | 0.89 | 5.57 |
Dividends
Dividend yield
vanguard2 granted a 1.92% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| vanguard2 | 1.92% | 2.13% | 2.32% | 1.90% | 1.70% | 2.36% | 2.57% | 2.08% | 2.39% | 2.45% | 2.51% | 2.16% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VWO Vanguard FTSE Emerging Markets ETF | 3.13% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VGK Vanguard FTSE Europe ETF | 3.00% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 2.65% | 3.09% | 2.73% | 3.15% | 1.79% | 2.83% | 3.03% | 2.57% | 2.65% | 2.43% | 2.70% | 2.50% |
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 vanguard2. 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 vanguard2 was 33.57%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current vanguard2 drawdown is 0.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.57% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.98% | Jan 5, 2022 | 194 | Oct 12, 2022 | 302 | Dec 26, 2023 | 496 |
| -21.74% | May 2, 2011 | 108 | Oct 3, 2011 | 235 | Sep 7, 2012 | 343 |
| -19.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 130 | Jul 2, 2019 | 359 |
| -17.68% | May 22, 2015 | 183 | Feb 11, 2016 | 128 | Aug 15, 2016 | 311 |
Volatility
Volatility Chart
The current vanguard2 volatility is 5.77%, 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
| VWO | VOO | VPADX | VGK | |
|---|---|---|---|---|
| VWO | 1.00 | 0.72 | 0.76 | 0.76 |
| VOO | 0.72 | 1.00 | 0.76 | 0.79 |
| VPADX | 0.76 | 0.76 | 1.00 | 0.76 |
| VGK | 0.76 | 0.79 | 0.76 | 1.00 |