4 etf
Diversification for Rebalancing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 10% |
Performance
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
Returns
As of May 27, 2023, the 4 etf returned 12.70% Year-To-Date and 12.20% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 9.36% | 9.79% |
| 4 etf | 1.89% | 12.70% | 7.55% | 4.54% | 11.75% | 12.26% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 4.94% | 21.18% | 13.93% | 9.37% | 13.99% | 14.55% |
SCHD Schwab US Dividend Equity ETF | -2.95% | -5.99% | -8.63% | -7.69% | 11.07% | 11.04% |
VEA Vanguard FTSE Developed Markets ETF | -1.94% | 8.72% | 7.11% | 2.61% | 3.78% | 4.91% |
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 5.28% | 2.84% | 11.27% | 11.88% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VEA | SCHD | VONG | VOO | |
|---|---|---|---|---|
| VEA | 1.00 | 0.78 | 0.76 | 0.83 |
| SCHD | 0.78 | 1.00 | 0.76 | 0.89 |
| VONG | 0.76 | 0.76 | 1.00 | 0.94 |
| VOO | 0.83 | 0.89 | 0.94 | 1.00 |
Dividend yield
4 etf granted a 1.92% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 4 etf | 1.92% | 1.71% | 1.36% | 1.51% | 1.88% | 2.11% | 1.91% | 2.25% | 2.33% | 2.30% | 2.11% | 2.61% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 1.00% | 0.98% | 0.59% | 0.78% | 1.06% | 1.23% | 1.25% | 1.57% | 1.59% | 1.57% | 1.42% | 1.91% |
SCHD Schwab US Dividend Equity ETF | 4.48% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 2.92% | 3.27% | 2.18% | 3.32% | 3.78% | 3.22% | 3.65% | 3.60% | 4.67% | 3.41% | 4.02% |
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
Expense Ratio
The 4 etf has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 0.64 | ||||
SCHD Schwab US Dividend Equity ETF | -0.28 | ||||
VEA Vanguard FTSE Developed Markets ETF | 0.25 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 4 etf. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 4 etf is 32.94%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current 4 etf volatility is 3.89%, 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.