ETF
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 15% |
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF, 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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 21, 2025, the ETF returned -16.21% Year-To-Date and 17.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| ETF | -17.14% | -10.52% | -16.53% | 2.75% | 20.18% | 17.96% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.54% | 16.03% |
VGT Vanguard Information Technology ETF | -18.60% | -10.35% | -16.03% | 5.91% | 18.85% | 17.84% |
XLK Technology Select Sector SPDR Fund | -16.91% | -9.70% | -16.19% | 0.87% | 19.12% | 17.75% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -14.34% | -23.11% | -2.92% | 26.51% | 22.57% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.67% | -9.35% | 7.75% | 15.86% | 11.59% |
Monthly Returns
The table below presents the monthly returns of ETF, 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 | 0.40% | -3.08% | -8.47% | -6.96% | -17.14% | ||||||||
| 2024 | 3.22% | 7.36% | 2.69% | -5.09% | 8.54% | 7.56% | -2.95% | 0.31% | 2.02% | -1.18% | 4.20% | 0.04% | 28.98% |
| 2023 | 11.26% | 0.23% | 9.64% | -1.40% | 9.96% | 6.03% | 3.69% | -1.98% | -6.27% | -2.01% | 12.97% | 6.05% | 57.18% |
| 2022 | -8.41% | -4.02% | 3.00% | -12.59% | 0.56% | -10.98% | 13.65% | -6.49% | -11.83% | 5.56% | 8.86% | -8.58% | -30.25% |
| 2021 | 0.51% | 2.28% | 1.50% | 4.02% | -0.16% | 6.17% | 2.59% | 3.52% | -5.61% | 7.72% | 4.87% | 2.30% | 33.29% |
| 2020 | 2.00% | -6.39% | -9.36% | 14.19% | 6.70% | 6.79% | 6.81% | 9.84% | -4.26% | -3.07% | 13.32% | 5.31% | 46.30% |
| 2019 | 8.52% | 5.75% | 3.80% | 6.58% | -9.85% | 9.04% | 3.62% | -1.95% | 1.89% | 4.50% | 4.76% | 4.81% | 48.25% |
| 2018 | 7.86% | -0.67% | -3.30% | -1.32% | 6.96% | -0.75% | 2.72% | 5.95% | -0.44% | -9.00% | -0.09% | -8.41% | -2.08% |
| 2017 | 4.05% | 4.14% | 2.43% | 1.78% | 4.63% | -2.77% | 4.17% | 2.60% | 1.55% | 6.42% | 1.00% | 0.17% | 34.31% |
| 2016 | -5.71% | -0.58% | 8.22% | -3.94% | 5.20% | -1.40% | 7.70% | 1.91% | 2.59% | -1.16% | 1.39% | 1.61% | 15.89% |
| 2015 | -3.07% | 7.66% | -2.66% | 1.58% | 3.14% | -4.33% | 1.80% | -5.91% | -1.34% | 10.23% | 1.15% | -2.14% | 4.96% |
| 2014 | -2.51% | 5.00% | 0.18% | -0.52% | 3.73% | 3.37% | 0.42% | 4.50% | -0.96% | 1.85% | 5.16% | -1.52% | 19.92% |
Expense Ratio
ETF has an expense ratio of 0.16%, 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 ETF is 11, meaning it’s performing worse than 89% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
VGT Vanguard Information Technology ETF | 0.02 | 0.23 | 1.03 | 0.02 | 0.08 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
Dividends
Dividend yield
ETF provided a 0.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.76% | 0.64% | 0.74% | 1.03% | 0.63% | 0.83% | 1.17% | 1.44% | 1.19% | 1.35% | 1.55% | 1.43% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VGT Vanguard Information Technology ETF | 0.63% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 ETF. 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 ETF was 36.66%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.
The current ETF drawdown is 20.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -30.83% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -26.81% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -23.06% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -17.92% | Jul 11, 2024 | 20 | Aug 7, 2024 | 91 | Dec 16, 2024 | 111 |
Volatility
Volatility Chart
The current ETF volatility is 18.71%, 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
| SMH | VOO | QQQ | XLK | VGT | |
|---|---|---|---|---|---|
| SMH | 1.00 | 0.77 | 0.83 | 0.85 | 0.86 |
| VOO | 0.77 | 1.00 | 0.90 | 0.89 | 0.89 |
| QQQ | 0.83 | 0.90 | 1.00 | 0.96 | 0.96 |
| XLK | 0.85 | 0.89 | 0.96 | 1.00 | 0.99 |
| VGT | 0.86 | 0.89 | 0.96 | 0.99 | 1.00 |