3 Funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VGT Vanguard Information Technology ETF | Technology Equities | 33.33% |
VTV Vanguard Value ETF | Large Cap Value Equities | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in 3 Funds, 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
Returns
As of Jun 3, 2023, the 3 Funds returned 14.53% Year-To-Date and 14.25% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 4.68% | 11.53% | 5.17% | 2.53% | 9.39% | 10.14% |
| 3 Funds | 5.94% | 14.53% | 8.27% | 6.58% | 13.21% | 14.25% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 4.90% | 12.39% | 6.09% | 4.30% | 11.31% | 12.23% |
VGT Vanguard Information Technology ETF | 12.27% | 33.05% | 22.71% | 15.76% | 19.10% | 20.10% |
VTV Vanguard Value ETF | 0.63% | -0.84% | -3.96% | -1.46% | 8.46% | 10.02% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGT | VTV | VOO | |
|---|---|---|---|
| VGT | 1.00 | 0.72 | 0.89 |
| VTV | 0.72 | 1.00 | 0.92 |
| VOO | 0.89 | 0.92 | 1.00 |
Dividend yield
3 Funds granted a 1.97% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 Funds | 1.97% | 1.71% | 1.38% | 1.71% | 1.95% | 2.20% | 1.87% | 2.17% | 2.31% | 2.04% | 2.05% | 2.51% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.89% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
VGT Vanguard Information Technology ETF | 0.87% | 0.91% | 0.64% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
VTV Vanguard Value ETF | 3.15% | 2.53% | 2.22% | 2.70% | 2.73% | 3.05% | 2.63% | 2.87% | 3.14% | 2.75% | 2.80% | 3.55% |
Expense Ratio
The 3 Funds has an expense ratio of 0.06% 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.30 | ||||
VGT Vanguard Information Technology ETF | 0.66 | ||||
VTV Vanguard Value ETF | -0.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 3 Funds. 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 3 Funds is 34.00%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.63% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -19.9% | Oct 4, 2018 | 56 | Dec 24, 2018 | 69 | Apr 4, 2019 | 125 |
| -18.76% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -13.47% | Dec 2, 2015 | 49 | Feb 11, 2016 | 45 | Apr 18, 2016 | 94 |
Volatility Chart
The current 3 Funds volatility is 4.09%, 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.