PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
My 401k - May 2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VLGSX 20%VIGAX 25%VITAX 20%VVIAX 15%VTSAX 10%VTMGX 10%BondBondEquityEquity
PositionCategory/SectorWeight
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
Government Bonds

20%

VIGAX
Vanguard Growth Index Fund Admiral Shares
Large Cap Growth Equities

25%

VITAX
Vanguard Information Technology Index Fund Admiral Shares
Technology Equities

20%

VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities

15%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

10%

VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
Large Cap Growth Equities, Foreign Large Cap Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My 401k - May 2023, 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


300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
418.50%
363.14%
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VLGSX

Returns By Period

As of Apr 13, 2024, the My 401k - May 2023 returned 3.98% Year-To-Date and 11.65% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
My 401k - May 20233.98%-1.12%16.92%19.46%11.77%11.56%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
7.00%-0.49%19.37%25.24%13.05%12.09%
VIGAX
Vanguard Growth Index Fund Admiral Shares
9.93%-0.07%23.06%37.96%17.03%15.11%
VVIAX
Vanguard Value Index Fund Admiral Shares
5.22%-0.79%15.28%14.18%10.17%10.03%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
1.95%-2.32%14.33%8.66%6.12%4.69%
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
-7.27%-2.33%5.34%-9.41%-3.24%0.54%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
6.65%-1.17%22.19%36.44%20.99%20.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.67%3.67%2.27%
2023-5.53%-2.77%10.26%5.60%

Expense Ratio

The My 401k - May 2023 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.


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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.


My 401k - May 2023
Sharpe ratio
The chart of Sharpe ratio for My 401k - May 2023, currently valued at 1.75, compared to the broader market0.002.004.001.75
Sortino ratio
The chart of Sortino ratio for My 401k - May 2023, currently valued at 2.57, compared to the broader market-2.000.002.004.006.002.57
Omega ratio
The chart of Omega ratio for My 401k - May 2023, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for My 401k - May 2023, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.001.10
Martin ratio
The chart of Martin ratio for My 401k - May 2023, currently valued at 5.44, compared to the broader market0.0010.0020.0030.0040.0050.005.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
2.183.131.381.698.69
VIGAX
Vanguard Growth Index Fund Admiral Shares
2.613.591.451.6413.46
VVIAX
Vanguard Value Index Fund Admiral Shares
1.412.071.241.504.78
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
0.811.241.150.592.40
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
-0.69-0.900.90-0.24-1.16
VITAX
Vanguard Information Technology Index Fund Admiral Shares
2.132.951.361.918.87

Sharpe Ratio

The current My 401k - May 2023 Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.75

The Sharpe ratio of My 401k - May 2023 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.75
2.15
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My 401k - May 2023 granted a 1.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My 401k - May 20231.86%1.75%1.75%1.36%1.48%1.80%2.07%1.79%2.01%2.02%1.96%1.91%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.39%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.53%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.46%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%2.22%2.21%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.35%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%3.70%2.61%
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
3.73%3.29%2.80%1.79%2.13%2.45%2.72%2.55%2.68%2.80%2.77%3.20%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.70%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.04%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.65%
-2.49%
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My 401k - May 2023. 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 My 401k - May 2023 was 29.52%, occurring on Oct 14, 2022. Recovery took 344 trading sessions.

The current My 401k - May 2023 drawdown is 2.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.52%Dec 28, 2021202Oct 14, 2022344Feb 29, 2024546
-24.25%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-15.67%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-11.78%May 2, 201169Aug 8, 201157Oct 27, 2011126
-10.99%Apr 26, 201049Jul 2, 201065Oct 5, 2010114

Volatility

Volatility Chart

The current My 401k - May 2023 volatility is 2.97%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.97%
3.24%
My 401k - May 2023
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.

VLGSXVTMGXVITAXVVIAXVIGAXVTSAX
VLGSX1.00-0.26-0.24-0.34-0.24-0.30
VTMGX-0.261.000.710.800.760.82
VITAX-0.240.711.000.730.950.89
VVIAX-0.340.800.731.000.780.92
VIGAX-0.240.760.950.781.000.95
VTSAX-0.300.820.890.920.951.00