vanguard2
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 11, 2025, the vanguard2 returned 2.09% Year-To-Date and 9.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| vanguard2 | 2.09% | 8.84% | -0.38% | 10.02% | 14.00% | 9.67% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
VWO Vanguard FTSE Emerging Markets ETF | 5.13% | 10.28% | 1.34% | 9.84% | 8.26% | 3.62% |
VGK Vanguard FTSE Europe ETF | 17.21% | 11.40% | 13.20% | 11.08% | 13.55% | 5.92% |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 7.86% | 10.65% | 3.30% | 5.83% | 8.13% | 4.66% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.11% | 0.03% | -3.18% | 0.58% | 1.66% | 2.09% | |||||||
| 2024 | 0.27% | 4.44% | 3.19% | -3.31% | 4.66% | 1.92% | 1.70% | 2.34% | 2.35% | -2.45% | 3.40% | -2.45% | 16.82% |
| 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% |
Expense Ratio
vanguard2 has an expense ratio of 0.05%, which is considered low. 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 vanguard2 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
VWO Vanguard FTSE Emerging Markets ETF | 0.55 | 0.92 | 1.12 | 0.54 | 1.77 |
VGK Vanguard FTSE Europe ETF | 0.66 | 1.13 | 1.15 | 0.91 | 2.56 |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 0.31 | 0.50 | 1.07 | 0.30 | 0.86 |
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Dividends
Dividend yield
vanguard2 provided a 1.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 2.05% | 2.13% | 2.32% | 1.90% | 1.70% | 2.36% | 2.57% | 2.08% | 2.39% | 2.45% | 2.51% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VWO Vanguard FTSE Emerging Markets ETF | 3.06% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VGK Vanguard FTSE Europe ETF | 2.99% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 3.09% | 3.13% | 3.09% | 2.73% | 3.15% | 1.79% | 2.83% | 3.03% | 2.57% | 2.65% | 2.43% | 2.70% |
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 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 3.40%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.31, 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 | VWO | VPADX | VGK | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.71 | 0.75 | 0.78 | 1.00 | 0.97 |
| VWO | 0.71 | 1.00 | 0.76 | 0.75 | 0.71 | 0.82 |
| VPADX | 0.75 | 0.76 | 1.00 | 0.76 | 0.76 | 0.85 |
| VGK | 0.78 | 0.75 | 0.76 | 1.00 | 0.78 | 0.88 |
| VOO | 1.00 | 0.71 | 0.76 | 0.78 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.82 | 0.85 | 0.88 | 0.97 | 1.00 |