PortfoliosLab logo

4 etf

Last updated May 27, 2023

Diversification for Rebalancing

Asset Allocation


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


220.00%240.00%260.00%280.00%300.00%320.00%340.00%December2023FebruaryMarchAprilMay
337.98%
246.02%
4 etf
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%9.36%9.79%
4 etf1.89%12.70%7.55%4.54%11.75%12.26%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VEASCHDVONGVOO
VEA1.000.780.760.83
SCHD0.781.000.760.89
VONG0.760.761.000.94
VOO0.830.890.941.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current 4 etf Sharpe ratio is 0.44. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.44
0.27
4 etf
Benchmark (^GSPC)
Portfolio components

Dividend yield

4 etf granted a 1.92% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
4 etf1.92%1.71%1.36%1.51%1.88%2.11%1.91%2.25%2.33%2.30%2.11%2.61%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-11.55%
-12.32%
4 etf
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202082Jul 20, 2020105
-27.02%Dec 28, 2021200Oct 12, 2022
-19.8%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-13.33%Jul 21, 2015143Feb 11, 201679Jun 6, 2016222
-10.16%Apr 3, 201243Jun 4, 201253Aug 17, 201296

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2023FebruaryMarchAprilMay
3.89%
3.82%
4 etf
Benchmark (^GSPC)
Portfolio components