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ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQ 25%VGT 25%XLK 25%SMH 15%VOO 10%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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 Quarterly


400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,210.69%
380.42%
ETF
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of May 25, 2024, the ETF returned 16.21% Year-To-Date and 20.81% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.21%4.60%16.35%27.79%13.43%10.76%
ETF16.21%7.79%22.88%36.43%25.59%20.80%
QQQ
Invesco QQQ
11.97%6.25%18.13%32.32%21.95%18.53%
VGT
Vanguard Information Technology ETF
12.92%8.19%19.13%31.28%23.84%20.61%
XLK
Technology Select Sector SPDR Fund
11.98%7.69%17.15%31.65%25.57%20.64%
SMH
VanEck Vectors Semiconductor ETF
39.68%12.23%52.01%66.76%40.94%30.03%
VOO
Vanguard S&P 500 ETF
11.79%4.18%17.40%28.05%15.68%12.75%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.75%6.38%2.21%-5.07%16.21%
202310.55%0.05%9.42%-0.72%8.78%6.12%3.48%-1.87%-6.07%-1.77%12.49%5.57%54.32%
2022-8.00%-4.12%3.30%-12.21%-0.03%-10.26%13.22%-6.11%-11.55%5.91%7.84%-8.19%-29.24%
20210.14%1.93%1.68%4.55%-0.41%6.12%2.82%3.56%-5.59%7.78%4.03%2.53%32.53%
20202.30%-6.60%-9.31%14.13%6.70%6.51%6.65%9.99%-4.45%-3.29%12.80%5.35%44.80%
20198.37%5.67%3.82%6.37%-9.44%8.83%3.43%-1.92%1.78%4.28%4.76%5.34%48.08%
20187.73%-0.77%-3.37%-0.85%6.63%-0.47%2.70%6.07%-0.30%-8.79%-0.23%-8.17%-1.33%
20174.02%4.24%2.29%1.87%4.38%-2.59%4.10%2.54%1.34%6.20%1.20%0.50%34.21%
2016-5.62%-0.61%8.23%-3.90%5.07%-1.43%7.54%1.81%2.46%-1.13%1.27%1.76%15.50%
2015-3.08%7.65%-2.66%1.63%2.94%-4.17%1.97%-5.91%-1.39%10.23%1.11%-1.82%5.41%
2014-2.51%4.96%0.13%-0.47%3.71%3.25%0.49%4.43%-0.96%1.88%5.06%-1.37%19.81%
20133.13%0.91%2.59%2.06%3.39%-2.50%4.75%-1.32%4.25%4.34%2.86%3.94%32.03%

Expense Ratio

ETF features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOO: 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 Rank

The current risk-adjusted rank of ETF is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ETF is 7878
ETF
The Sharpe Ratio Rank of ETF is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of ETF is 7575Sortino Ratio Rank
The Omega Ratio Rank of ETF is 7575Omega Ratio Rank
The Calmar Ratio Rank of ETF is 8888Calmar Ratio Rank
The Martin Ratio Rank of ETF is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


ETF
Sharpe ratio
The chart of Sharpe ratio for ETF, currently valued at 2.56, compared to the broader market0.002.004.006.002.56
Sortino ratio
The chart of Sortino ratio for ETF, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for ETF, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for ETF, currently valued at 3.92, compared to the broader market0.002.004.006.008.0010.003.92
Martin ratio
The chart of Martin ratio for ETF, currently valued at 11.44, compared to the broader market0.0010.0020.0030.0040.0050.0011.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.008.0010.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0010.0020.0030.0040.0050.009.59

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
2.423.281.412.5911.74
VGT
Vanguard Information Technology ETF
2.172.941.363.038.59
XLK
Technology Select Sector SPDR Fund
2.283.101.383.7110.00
SMH
VanEck Vectors Semiconductor ETF
3.184.031.496.0316.10
VOO
Vanguard S&P 500 ETF
2.693.781.472.6510.63

Sharpe Ratio

The current ETF Sharpe ratio is 2.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.76 to 2.68, 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 ETF 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
2.56
2.52
ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF granted a 0.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF0.68%0.74%1.21%0.72%0.93%1.84%1.72%1.40%1.47%1.87%1.60%1.59%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VGT
Vanguard Information Technology ETF
0.66%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.69%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SMH
VanEck Vectors Semiconductor ETF
0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
VOO
Vanguard S&P 500 ETF
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-0.31%
ETF
Benchmark (^GSPC)
Portfolio components

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 35.28%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.28%Dec 28, 2021202Oct 14, 2022188Jul 18, 2023390
-30.78%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.67%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-17.81%Feb 18, 2011127Aug 19, 2011103Jan 18, 2012230
-14.83%Dec 7, 201546Feb 11, 2016103Jul 11, 2016149

Volatility

Volatility Chart

The current ETF volatility is 4.80%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
4.80%
3.10%
ETF
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.

SMHVOOQQQXLKVGT
SMH1.000.760.820.840.85
VOO0.761.000.900.890.89
QQQ0.820.901.000.960.96
XLK0.840.890.961.000.99
VGT0.850.890.960.991.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010