4 etf
Diversification for Rebalancing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 10% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4 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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jul 24, 2024, the 4 etf returned 15.97% Year-To-Date and 13.29% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| 4 etf | 17.15% | 1.93% | 14.72% | 24.51% | 15.62% | 13.39% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 21.66% | 1.02% | 17.45% | 32.15% | 18.83% | 16.30% |
SCHD Schwab US Dividend Equity ETF | 8.51% | 4.93% | 7.37% | 11.67% | 12.05% | 11.20% |
VEA Vanguard FTSE Developed Markets ETF | 7.13% | 2.97% | 9.60% | 10.81% | 7.24% | 4.83% |
VOO Vanguard S&P 500 ETF | 17.31% | 1.79% | 14.98% | 23.76% | 14.96% | 12.95% |
Monthly Returns
The table below presents the monthly returns of 4 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.52% | 5.27% | 2.82% | -4.07% | 5.10% | 3.97% | 17.15% | ||||||
| 2023 | 6.96% | -2.19% | 4.46% | 1.21% | 1.27% | 6.27% | 3.44% | -1.55% | -4.91% | -2.16% | 9.55% | 4.81% | 29.51% |
| 2022 | -6.20% | -3.34% | 3.47% | -9.43% | -0.21% | -8.22% | 9.37% | -4.38% | -9.20% | 7.23% | 5.88% | -5.79% | -20.96% |
| 2021 | -0.84% | 1.93% | 3.79% | 5.40% | 0.36% | 3.18% | 2.40% | 3.04% | -4.85% | 7.06% | -0.68% | 3.76% | 26.84% |
| 2020 | 0.38% | -7.61% | -11.64% | 13.06% | 5.50% | 2.74% | 6.26% | 7.92% | -3.85% | -2.53% | 11.15% | 4.12% | 24.88% |
| 2019 | 8.02% | 3.40% | 2.11% | 4.03% | -6.33% | 6.85% | 1.43% | -1.33% | 1.55% | 2.42% | 3.65% | 2.98% | 31.93% |
| 2018 | 5.97% | -3.58% | -2.35% | 0.23% | 2.76% | 0.59% | 3.30% | 3.52% | 0.65% | -7.78% | 1.51% | -8.26% | -4.45% |
| 2017 | 2.37% | 3.63% | 0.86% | 1.55% | 2.11% | 0.20% | 2.34% | 0.83% | 1.87% | 3.03% | 2.93% | 1.22% | 25.43% |
| 2016 | -5.03% | -0.29% | 6.81% | -0.02% | 1.58% | -0.04% | 4.16% | -0.13% | 0.31% | -2.05% | 2.56% | 1.79% | 9.56% |
| 2015 | -2.01% | 6.05% | -1.42% | 1.06% | 1.11% | -2.13% | 2.46% | -6.09% | -2.56% | 8.40% | 0.25% | -1.60% | 2.70% |
| 2014 | -3.57% | 4.87% | 0.20% | 0.56% | 2.45% | 1.89% | -1.52% | 3.68% | -1.43% | 2.06% | 2.75% | -1.06% | 11.07% |
| 2013 | 4.77% | 0.99% | 3.59% | 2.53% | 1.50% | -1.74% | 5.30% | -2.54% | 4.19% | 4.50% | 2.56% | 2.57% | 31.75% |
Expense Ratio
4 etf has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 4 etf is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 2.17 | 2.94 | 1.38 | 2.08 | 11.31 |
SCHD Schwab US Dividend Equity ETF | 1.11 | 1.66 | 1.19 | 0.93 | 3.43 |
VEA Vanguard FTSE Developed Markets ETF | 0.87 | 1.30 | 1.16 | 0.64 | 2.57 |
VOO Vanguard S&P 500 ETF | 2.15 | 3.02 | 1.38 | 2.09 | 8.39 |
Dividends
Dividend yield
4 etf granted a 1.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 4 etf | 1.45% | 1.53% | 1.70% | 1.32% | 1.44% | 1.77% | 1.94% | 1.73% | 1.99% | 2.02% | 1.95% | 1.75% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.62% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VEA Vanguard FTSE Developed Markets ETF | 3.30% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VOO Vanguard S&P 500 ETF | 1.30% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 4 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 4 etf was 32.94%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current 4 etf drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.94% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.02% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
| -19.8% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -13.33% | Jul 21, 2015 | 143 | Feb 11, 2016 | 79 | Jun 6, 2016 | 222 |
| -10.16% | Apr 3, 2012 | 43 | Jun 4, 2012 | 53 | Aug 17, 2012 | 96 |
Volatility
Volatility Chart
The current 4 etf volatility is 3.13%, 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
| VEA | SCHD | VONG | VOO | |
|---|---|---|---|---|
| VEA | 1.00 | 0.77 | 0.75 | 0.82 |
| SCHD | 0.77 | 1.00 | 0.73 | 0.87 |
| VONG | 0.75 | 0.73 | 1.00 | 0.94 |
| VOO | 0.82 | 0.87 | 0.94 | 1.00 |