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vanguard2

Last updated Dec 2, 2023

Asset Allocation


VOO 61.8%VGK 16.5%VPADX 11.2%VWO 10.5%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities61.8%
VGK
Vanguard FTSE Europe ETF
Europe Equities16.5%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
Asia Pacific Equities11.2%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities10.5%

Performance

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


220.00%240.00%260.00%280.00%300.00%320.00%JulyAugustSeptemberOctoberNovemberDecember
265.09%
316.11%
vanguard2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Dec 2, 2023, the vanguard2 returned 17.54% Year-To-Date and 8.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
vanguard217.54%6.44%6.01%12.38%9.66%8.96%
VOO
Vanguard S&P 500 ETF
21.50%8.61%8.10%14.52%12.67%11.94%
VWO
Vanguard FTSE Emerging Markets ETF
6.19%6.78%2.51%4.07%3.47%2.85%
VGK
Vanguard FTSE Europe ETF
15.19%10.07%3.20%11.98%7.23%4.35%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
10.13%6.54%1.79%7.43%4.13%4.11%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.96%5.72%3.52%-2.73%-4.28%-2.60%8.90%

Sharpe Ratio

The current vanguard2 Sharpe ratio is 0.98. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.98

The Sharpe ratio of vanguard2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.98
0.91
vanguard2
Benchmark (^GSPC)
Portfolio components

Dividend yield

vanguard2 granted a 2.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
vanguard22.06%2.32%1.90%1.70%2.36%2.57%2.08%2.39%2.45%2.51%2.16%2.43%
VOO
Vanguard S&P 500 ETF
1.48%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
VWO
Vanguard FTSE Emerging Markets ETF
2.98%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%2.19%
VGK
Vanguard FTSE Europe ETF
3.17%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%3.01%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
2.79%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%2.50%3.24%

Expense Ratio

The vanguard2 has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.10%
0.00%2.15%
0.08%
0.00%2.15%
0.08%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.06
VWO
Vanguard FTSE Emerging Markets ETF
0.26
VGK
Vanguard FTSE Europe ETF
0.87
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
0.59

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VWOVOOVPADXVGK
VWO1.000.720.770.76
VOO0.721.000.760.79
VPADX0.770.761.000.76
VGK0.760.790.761.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-3.38%
-4.21%
vanguard2
Benchmark (^GSPC)
Portfolio components

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.


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

Volatility Chart

The current vanguard2 volatility is 2.85%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.85%
2.79%
vanguard2
Benchmark (^GSPC)
Portfolio components
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