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Roth IRA
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Roth IRA

Last updated Apr 21, 2025

Asset Allocation

TLT 4.8%BND 4%VTI 15.3%JEPI 11.4%SCHD 9.3%ABBV 9.1%QQQM 9%VLO 7.8%O 6.6%VEU 6%RTM 4.4%FUTY 4.3%PID 3.8%BRK-B 2.2%ENPH 1%ET 1%BondBondEquityEquity
PositionCategory/SectorTarget Weight
ABBV
AbbVie Inc.		Healthcare
9.10%
BND
Vanguard Total Bond Market ETF		Total Bond Market
4%
BRK-B
Berkshire Hathaway Inc.		Financial Services
2.20%
ENPH
Enphase Energy, Inc.		Technology
1%
ET
Energy Transfer LP		Energy
1%
FUTY
Fidelity MSCI Utilities Index ETF		Utilities Equities
4.30%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
11.40%
O
Realty Income Corporation		Real Estate
6.60%
PID
Invesco International Dividend Achievers™ ETF		Global Equities, Dividend
3.80%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
9%
RTM
Invesco S&P 500® Equal Weight Materials ETF		Materials
4.40%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
9.30%
TLT
iShares 20+ Year Treasury Bond ETF		Government Bonds
4.80%
VEU
Vanguard FTSE All-World ex-US ETF		Foreign Large Cap Equities
6%
VLO
Valero Energy Corporation		Energy
7.80%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
15.30%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roth IRA, 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.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
63.28%
46.88%
Roth IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-12.30%-8.99%-11.89%3.84%13.06%9.34%
Roth IRA-6.23%-9.88%-9.81%-2.46%N/AN/A
Portfolio components:
ABBV
AbbVie Inc.		-2.45%-18.23%-7.07%5.97%20.81%14.65%
BND
Vanguard Total Bond Market ETF		1.43%-1.14%0.39%5.92%-1.07%1.26%
BRK-B
Berkshire Hathaway Inc.		11.83%-2.87%9.21%25.14%22.23%13.61%
ENPH
Enphase Energy, Inc.		-24.84%-16.12%-42.91%-51.52%6.21%14.43%
ET
Energy Transfer LP		-14.10%-10.97%4.55%13.13%32.16%1.34%
FUTY
Fidelity MSCI Utilities Index ETF		1.49%-2.64%-4.82%20.01%8.53%8.74%
JEPI
JPMorgan Equity Premium Income ETF		-6.69%-7.04%-8.20%2.43%N/AN/A
O
Realty Income Corporation		10.62%4.35%-6.54%15.55%9.54%7.12%
PID
Invesco International Dividend Achievers™ ETF		4.35%-0.85%-3.26%11.41%14.10%4.05%
QQQM
Invesco NASDAQ 100 ETF		-15.09%-9.76%-12.23%5.20%N/AN/A
RTM
Invesco S&P 500® Equal Weight Materials ETF		-10.36%-8.34%-20.90%-14.17%12.81%6.52%
SCHD
Schwab US Dividend Equity ETF		-7.56%-9.02%-10.46%1.73%13.01%10.03%
TLT
iShares 20+ Year Treasury Bond ETF		-0.50%-4.84%-4.78%0.49%-10.37%-1.49%
VEU
Vanguard FTSE All-World ex-US ETF		4.12%-3.90%-1.26%9.35%10.36%4.52%
VLO
Valero Energy Corporation		-10.49%-17.24%-18.40%-31.62%21.67%10.46%
VTI
Vanguard Total Stock Market ETF		-12.53%-9.10%-11.69%4.39%14.36%10.59%
*Annualized

Monthly Returns

The table below presents the monthly returns of Roth IRA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.97%1.76%-1.65%-9.89%-6.23%
20242.08%3.33%6.59%-4.91%2.29%1.12%4.02%1.00%-0.06%-1.39%2.84%-5.41%11.37%
20234.39%-2.74%3.07%-3.68%-3.24%4.54%5.03%-1.66%-1.29%-4.77%5.65%5.08%9.90%
2022-1.68%-0.13%6.83%-4.35%3.59%-7.62%5.38%-2.22%-7.90%9.07%6.78%-3.74%2.15%
2021-1.07%5.85%2.36%4.00%2.65%0.47%0.09%2.09%-4.16%6.60%-2.19%6.04%24.48%
2020-4.93%13.51%3.68%11.89%

Expense Ratio

Roth IRA has an expense ratio of 0.12%, 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.

BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%
PID
Invesco International Dividend Achievers™ ETF
Expense ratio chart for PID: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PID: 0.56%
RTM
Invesco S&P 500® Equal Weight Materials ETF
Expense ratio chart for RTM: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RTM: 0.40%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%
TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLT: 0.15%
FUTY
Fidelity MSCI Utilities Index ETF
Expense ratio chart for FUTY: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUTY: 0.08%
VEU
Vanguard FTSE All-World ex-US ETF
Expense ratio chart for VEU: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEU: 0.07%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Roth IRA is 3434
Overall Rank
The Sharpe Ratio Rank of Roth IRA is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA is 2929
Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA is 4040
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00
Portfolio: -0.17
^GSPC: 0.14
The chart of Sortino ratio for Portfolio, currently valued at -0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: -0.12
^GSPC: 0.33
The chart of Omega ratio for Portfolio, currently valued at 0.98, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 0.98
^GSPC: 1.05
The chart of Calmar ratio for Portfolio, currently valued at -0.17, compared to the broader market0.002.004.006.00
Portfolio: -0.17
^GSPC: 0.14
The chart of Martin ratio for Portfolio, currently valued at -0.79, compared to the broader market0.005.0010.0015.0020.00
Portfolio: -0.79
^GSPC: 0.62
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.		0.270.521.080.360.91
BND
Vanguard Total Bond Market ETF		1.091.591.190.452.82
BRK-B
Berkshire Hathaway Inc.		1.472.061.293.128.01
ENPH
Enphase Energy, Inc.		-0.86-1.250.86-0.63-1.43
ET
Energy Transfer LP		0.671.031.150.702.81
FUTY
Fidelity MSCI Utilities Index ETF		1.341.821.241.785.63
JEPI
JPMorgan Equity Premium Income ETF		0.160.321.050.170.81
O
Realty Income Corporation		1.051.511.190.782.17
PID
Invesco International Dividend Achievers™ ETF		0.931.391.181.133.44
QQQM
Invesco NASDAQ 100 ETF		0.100.311.040.110.38
RTM
Invesco S&P 500® Equal Weight Materials ETF		-0.67-0.860.89-0.51-1.64
SCHD
Schwab US Dividend Equity ETF		0.180.361.050.180.68
TLT
iShares 20+ Year Treasury Bond ETF		0.020.131.020.010.05
VEU
Vanguard FTSE All-World ex-US ETF		0.550.891.120.682.13
VLO
Valero Energy Corporation		-0.89-1.160.85-0.80-1.95
VTI
Vanguard Total Stock Market ETF		0.170.381.060.170.74

The current Roth IRA Sharpe ratio is 0.30. 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 0.22 to 0.77, 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 Roth IRA 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.17
0.14
Roth IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA provided a 3.62% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio3.62%3.34%3.44%3.67%3.16%3.21%2.38%2.38%1.98%2.20%2.21%2.03%
Portfolio components:
ABBV
AbbVie Inc.		3.75%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
BND
Vanguard Total Bond Market ETF		3.74%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENPH
Enphase Energy, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP		7.77%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%
FUTY
Fidelity MSCI Utilities Index ETF		2.92%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%
JEPI
JPMorgan Equity Premium Income ETF		8.22%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
O
Realty Income Corporation		5.46%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
PID
Invesco International Dividend Achievers™ ETF		3.71%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
QQQM
Invesco NASDAQ 100 ETF		0.70%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
RTM
Invesco S&P 500® Equal Weight Materials ETF		2.35%2.04%2.05%2.19%1.43%1.57%1.81%0.37%0.00%0.00%0.00%1.45%
SCHD
Schwab US Dividend Equity ETF		4.16%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
TLT
iShares 20+ Year Treasury Bond ETF		4.38%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
VEU
Vanguard FTSE All-World ex-US ETF		3.08%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%
VLO
Valero Energy Corporation		3.99%3.49%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%
VTI
Vanguard Total Stock Market ETF		1.48%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.60%
-16.05%
Roth IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Roth IRA. 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 Roth IRA was 15.53%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Roth IRA drawdown is 9.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.53%Feb 21, 202533Apr 8, 2025———
-14.86%Jun 8, 202280Sep 30, 202280Jan 26, 2023160
-10.03%Sep 15, 202331Oct 27, 202333Dec 14, 202364
-7.58%Jan 27, 202368May 4, 202354Jul 24, 2023122
-6.86%Dec 2, 202414Dec 19, 202429Feb 4, 202543

Volatility

Volatility Chart

The current Roth IRA volatility is 11.91%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.91%
13.75%
Roth IRA
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.
TLTBNDABBVENPHVLOETOFUTYQQQMBRK-BVEURTMPIDJEPIVTISCHD
TLT1.000.920.010.11-0.16-0.090.190.190.07-0.060.07-0.010.080.090.050.00
BND0.921.000.060.17-0.12-0.020.260.260.180.020.180.080.200.180.160.11
ABBV0.010.061.000.080.200.170.280.310.150.360.220.270.300.440.270.45
ENPH0.110.170.081.000.150.170.200.180.450.160.420.370.370.330.470.34
VLO-0.16-0.120.200.151.000.480.150.150.150.360.330.460.430.280.320.48
ET-0.09-0.020.170.170.481.000.210.270.290.420.440.500.530.370.450.50
O0.190.260.280.200.150.211.000.570.260.390.350.410.450.520.400.52
FUTY0.190.260.310.180.150.270.571.000.280.460.370.440.510.640.430.55
QQQM0.070.180.150.450.150.290.260.281.000.410.690.520.540.650.910.54
BRK-B-0.060.020.360.160.360.420.390.460.411.000.520.650.600.660.600.74
VEU0.070.180.220.420.330.440.350.370.690.521.000.700.830.640.790.67
RTM-0.010.080.270.370.460.500.410.440.520.650.701.000.750.690.730.82
PID0.080.200.300.370.430.530.450.510.540.600.830.751.000.680.720.77
JEPI0.090.180.440.330.280.370.520.640.650.660.640.690.681.000.800.81
VTI0.050.160.270.470.320.450.400.430.910.600.790.730.720.801.000.77
SCHD0.000.110.450.340.480.500.520.550.540.740.670.820.770.810.771.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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