Roth IRA

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Roth IRA

Currency in USD · Last updated May 18, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.79%	1.49%	12.35%	15.12%	10.89%
Roth IRA	4.17%	7.91%	2.64%	7.05%	N/A	N/A
Portfolio components:
ABBV AbbVie Inc.	5.50%	6.38%	13.63%	14.60%	19.88%	15.58%
BND Vanguard Total Bond Market ETF	2.08%	0.09%	1.92%	4.77%	-0.92%	1.50%
BRK-B Berkshire Hathaway Inc.	13.46%	-0.75%	9.36%	23.35%	24.08%	13.46%
ENPH Enphase Energy, Inc.	-26.62%	-4.07%	-15.32%	-55.91%	-4.81%	17.50%
ET Energy Transfer LP	-5.09%	5.94%	7.53%	21.08%	28.86%	1.90%
FUTY Fidelity MSCI Utilities Index ETF	9.38%	5.25%	5.36%	16.84%	10.81%	9.71%
JEPI JPMorgan Equity Premium Income ETF	0.44%	5.54%	-1.19%	5.91%	N/A	N/A
O Realty Income Corporation	7.84%	-3.12%	2.33%	7.86%	7.66%	7.25%
PID Invesco International Dividend Achievers™ ETF	10.79%	5.62%	8.22%	10.76%	15.00%	4.77%
QQQM Invesco NASDAQ 100 ETF	2.18%	17.41%	5.39%	16.20%	N/A	N/A
RTM Invesco S&P 500® Equal Weight Materials ETF	-0.24%	9.78%	-8.24%	-10.43%	13.37%	7.25%
SCHD Schwab US Dividend Equity ETF	-1.76%	4.64%	-5.38%	3.48%	13.16%	10.65%
TLT iShares 20+ Year Treasury Bond ETF	0.21%	-1.04%	-2.13%	-1.62%	-9.55%	-0.61%
VEU Vanguard FTSE All-World ex-US ETF	12.94%	8.09%	12.31%	10.28%	11.10%	5.36%
VLO Valero Energy Corporation	11.63%	23.33%	-1.62%	-15.83%	20.78%	12.82%
VTI Vanguard Total Stock Market ETF	1.31%	13.07%	1.46%	13.04%	16.29%	12.19%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.21%	1.81%	-1.73%	-2.68%	3.66%								4.17%
2024	0.86%	3.06%	4.63%	-4.31%	3.02%	0.92%	4.12%	2.39%	1.10%	-1.78%	2.60%	-4.88%	11.80%
2023	4.72%	-2.72%	2.96%	-1.23%	-2.47%	4.16%	4.04%	-2.19%	-2.83%	-3.83%	7.09%	5.34%	12.90%
2022	-2.16%	-0.48%	5.82%	-5.34%	2.28%	-6.73%	5.89%	-3.12%	-8.20%	7.35%	6.64%	-3.61%	-3.30%
2021	-1.13%	5.04%	2.72%	4.06%	2.17%	0.69%	0.85%	2.18%	-4.51%	6.38%	-1.71%	5.73%	24.25%
2020										-4.93%	13.51%	3.70%	11.91%

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

PID

Invesco International Dividend Achievers™ ETF

RTM

Invesco S&P 500® Equal Weight Materials ETF

JEPI

JPMorgan Equity Premium Income ETF

QQQM

Invesco NASDAQ 100 ETF

TLT

iShares 20+ Year Treasury Bond ETF

FUTY

Fidelity MSCI Utilities Index ETF

VEU

Vanguard FTSE All-World ex-US ETF

SCHD

Schwab US Dividend Equity ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA is 25, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	0.57	0.96	1.15	0.87	2.07
BND Vanguard Total Bond Market ETF	0.86	1.37	1.16	0.41	2.40
BRK-B Berkshire Hathaway Inc.	1.24	1.80	1.26	2.88	7.10
ENPH Enphase Energy, Inc.	-0.87	-1.28	0.85	-0.65	-1.37
ET Energy Transfer LP	0.81	1.22	1.17	0.89	2.83
FUTY Fidelity MSCI Utilities Index ETF	1.01	1.52	1.20	1.81	4.49
JEPI JPMorgan Equity Premium Income ETF	0.45	0.75	1.12	0.49	2.08
O Realty Income Corporation	0.42	0.74	1.09	0.34	0.89
PID Invesco International Dividend Achievers™ ETF	0.80	1.26	1.16	1.01	3.07
QQQM Invesco NASDAQ 100 ETF	0.65	1.13	1.16	0.78	2.54
RTM Invesco S&P 500® Equal Weight Materials ETF	-0.47	-0.59	0.93	-0.38	-1.04
SCHD Schwab US Dividend Equity ETF	0.22	0.45	1.06	0.25	0.78
TLT iShares 20+ Year Treasury Bond ETF	-0.16	-0.00	1.00	-0.03	-0.13
VEU Vanguard FTSE All-World ex-US ETF	0.64	1.07	1.14	0.84	2.63
VLO Valero Energy Corporation	-0.31	-0.13	0.98	-0.25	-0.59
VTI Vanguard Total Stock Market ETF	0.66	1.12	1.17	0.74	2.80

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Roth IRA Sharpe ratios as of May 18, 2025 (values are recalculated daily):

1-Year: 0.53
All Time: 0.97

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.57 to 1.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Roth IRA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Roth IRA provided a 3.41% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.41%	3.34%	3.44%	3.67%	3.16%	3.21%	2.38%	2.45%	2.05%	2.26%	2.27%	2.03%
Portfolio components:
ABBV AbbVie Inc.	3.47%	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	3.76%	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	7.22%	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	2.71%	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	7.99%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
O Realty Income Corporation	5.65%	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	3.49%	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	0.58%	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	2.11%	2.04%	2.05%	2.19%	1.43%	1.57%	1.81%	1.83%	1.50%	1.28%	1.57%	1.45%
SCHD Schwab US Dividend Equity ETF	3.91%	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	4.39%	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	2.84%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%	3.52%
VLO Valero Energy Corporation	3.20%	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	1.28%	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.

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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 15.60%, occurring on Sep 30, 2022. Recovery took 199 trading sessions.

The current Roth IRA drawdown is 1.82%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-15.6%	Mar 31, 2022	127	Sep 30, 2022	199	Jul 19, 2023	326
-13.74%	Feb 21, 2025	33	Apr 8, 2025	—	—	—
-9.69%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95
-5.99%	Dec 2, 2024	14	Dec 19, 2024	38	Feb 18, 2025	52
-5.8%	Oct 14, 2020	11	Oct 28, 2020	6	Nov 5, 2020	17

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 16 assets, with an effective number of assets of 11.72, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TLT	BND	ABBV	ENPH	VLO	ET	O	FUTY	BRK-B	QQQM	VEU	RTM	PID	JEPI	SCHD	VTI	Portfolio
^GSPC	1.00	0.04	0.15	0.29	0.43	0.31	0.43	0.38	0.44	0.61	0.92	0.77	0.71	0.69	0.81	0.76	0.99	0.87
TLT	0.04	1.00	0.93	0.02	0.11	-0.16	-0.09	0.20	0.20	-0.05	0.07	0.07	-0.01	0.09	0.09	0.01	0.05	0.10
BND	0.15	0.93	1.00	0.07	0.17	-0.12	-0.03	0.26	0.26	0.03	0.17	0.19	0.08	0.20	0.19	0.11	0.16	0.21
ABBV	0.29	0.02	0.07	1.00	0.08	0.21	0.17	0.28	0.31	0.37	0.16	0.23	0.28	0.30	0.45	0.46	0.28	0.48
ENPH	0.43	0.11	0.17	0.08	1.00	0.14	0.17	0.20	0.18	0.16	0.44	0.41	0.37	0.37	0.33	0.34	0.47	0.44
VLO	0.31	-0.16	-0.12	0.21	0.14	1.00	0.48	0.15	0.15	0.36	0.16	0.34	0.46	0.42	0.28	0.48	0.33	0.56
ET	0.43	-0.09	-0.03	0.17	0.17	0.48	1.00	0.20	0.27	0.42	0.29	0.43	0.49	0.52	0.37	0.50	0.45	0.53
O	0.38	0.20	0.26	0.28	0.20	0.15	0.20	1.00	0.57	0.39	0.25	0.34	0.41	0.45	0.51	0.51	0.39	0.53
FUTY	0.44	0.20	0.26	0.31	0.18	0.15	0.27	0.57	1.00	0.47	0.27	0.37	0.44	0.51	0.64	0.55	0.42	0.56
BRK-B	0.61	-0.05	0.03	0.37	0.16	0.36	0.42	0.39	0.47	1.00	0.41	0.51	0.65	0.60	0.66	0.74	0.60	0.68
QQQM	0.92	0.07	0.17	0.16	0.44	0.16	0.29	0.25	0.27	0.41	1.00	0.69	0.52	0.53	0.65	0.54	0.91	0.70
VEU	0.77	0.07	0.19	0.23	0.41	0.34	0.43	0.34	0.37	0.51	0.69	1.00	0.70	0.83	0.64	0.67	0.79	0.78
RTM	0.71	-0.01	0.08	0.28	0.37	0.46	0.49	0.41	0.44	0.65	0.52	0.70	1.00	0.75	0.69	0.82	0.73	0.81
PID	0.69	0.09	0.20	0.30	0.37	0.42	0.52	0.45	0.51	0.60	0.53	0.83	0.75	1.00	0.68	0.76	0.71	0.82
JEPI	0.81	0.09	0.19	0.45	0.33	0.28	0.37	0.51	0.64	0.66	0.65	0.64	0.69	0.68	1.00	0.81	0.80	0.84
SCHD	0.76	0.01	0.11	0.46	0.34	0.48	0.50	0.51	0.55	0.74	0.54	0.67	0.82	0.76	0.81	1.00	0.77	0.89
VTI	0.99	0.05	0.16	0.28	0.47	0.33	0.45	0.39	0.42	0.60	0.91	0.79	0.73	0.71	0.80	0.77	1.00	0.88
Portfolio	0.87	0.10	0.21	0.48	0.44	0.56	0.53	0.53	0.56	0.68	0.70	0.78	0.81	0.82	0.84	0.89	0.88	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Roth IRA

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community