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. RON.TEST VTI/VXUS/BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

. RON.TEST VTI/VXUS/BND

Last updated May 3, 2024

VTI VXUS BND

Asset Allocation

BND 30%VTI 50%VXUS 20%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF		Total Bond Market

30%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

50%

VXUS
Vanguard Total International Stock ETF		Foreign Large Cap Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in . RON.TEST VTI/VXUS/BND, 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

150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
177.68%
296.78%
. RON.TEST VTI/VXUS/BND
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of May 3, 2024, the . RON.TEST VTI/VXUS/BND returned 3.06% Year-To-Date and 7.38% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		6.17%-2.72%17.29%23.80%11.47%10.41%
. RON.TEST VTI/VXUS/BND3.06%-1.60%13.35%14.43%7.64%7.38%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		5.99%-2.62%18.55%25.64%12.52%11.86%
VXUS
Vanguard Total International Stock ETF		3.66%-0.13%14.44%11.46%5.43%4.26%
BND
Vanguard Total Bond Market ETF		-2.34%-0.88%4.10%-1.01%-0.02%1.21%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20240.17%2.84%2.56%-3.36%
2023-2.45%7.70%4.74%

Expense Ratio

. RON.TEST VTI/VXUS/BND has an expense ratio of 0.04% 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.

VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.

. RON.TEST VTI/VXUS/BND
Sharpe ratio
The chart of Sharpe ratio for . RON.TEST VTI/VXUS/BND, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for . RON.TEST VTI/VXUS/BND, currently valued at 2.31, compared to the broader market-2.000.002.004.006.002.31
Omega ratio
The chart of Omega ratio for . RON.TEST VTI/VXUS/BND, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for . RON.TEST VTI/VXUS/BND, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.000.97
Martin ratio
The chart of Martin ratio for . RON.TEST VTI/VXUS/BND, currently valued at 4.91, compared to the broader market0.0010.0020.0030.0040.004.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.007.61
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		2.072.961.351.607.82
VXUS
Vanguard Total International Stock ETF		0.931.391.170.642.75
BND
Vanguard Total Bond Market ETF		-0.09-0.080.99-0.03-0.20

Sharpe Ratio

The current . RON.TEST VTI/VXUS/BND Sharpe ratio is 1.57. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.30, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of . RON.TEST VTI/VXUS/BND with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.57
1.97
. RON.TEST VTI/VXUS/BND
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

. RON.TEST VTI/VXUS/BND granted a 2.39% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
. RON.TEST VTI/VXUS/BND2.39%2.29%2.23%1.82%1.80%2.32%2.50%2.16%2.30%2.33%2.40%2.25%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF		3.31%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF		3.40%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

Drawdowns Chart

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

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.46%
-3.62%
. RON.TEST VTI/VXUS/BND
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the . RON.TEST VTI/VXUS/BND. 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 . RON.TEST VTI/VXUS/BND was 24.74%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current . RON.TEST VTI/VXUS/BND drawdown is 2.46%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.74%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-23.13%Nov 9, 2021235Oct 14, 2022339Feb 22, 2024574
-14.46%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-12.95%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-11.84%May 22, 2015183Feb 11, 2016104Jul 12, 2016287

Volatility

Volatility Chart

The current . RON.TEST VTI/VXUS/BND volatility is 3.04%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.04%
4.05%
. RON.TEST VTI/VXUS/BND
Benchmark (^GSPC)
Portfolio components

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.
BNDVXUSVTI
BND1.00-0.09-0.12
VXUS-0.091.000.83
VTI-0.120.831.00