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Портфель ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 8%BNDX 8%VTI 25%VOOG 17%VXUS 17%QQQ 9%VOO 8%VNQ 8%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

8%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

8%

QQQ
Invesco QQQ
Large Cap Blend Equities

9%

VNQ
Vanguard Real Estate ETF
REIT

8%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

8%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

17%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

25%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

17%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Портфель 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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
12.05%
15.17%
Портфель ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Jun 13, 2024, the Портфель ETF returned 10.06% Year-To-Date and 9.94% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.65%3.82%15.17%24.08%13.46%10.86%
Портфель ETF10.06%3.39%12.05%19.51%11.22%9.94%
VTI
Vanguard Total Stock Market ETF
12.85%3.32%14.78%24.57%14.41%12.22%
VOOG
Vanguard S&P 500 Growth ETF
22.16%8.08%23.60%33.59%16.96%14.91%
VOO
Vanguard S&P 500 ETF
14.29%3.94%15.91%25.89%15.31%12.90%
VXUS
Vanguard Total International Stock ETF
6.38%0.46%9.53%11.62%6.77%4.22%
BND
Vanguard Total Bond Market ETF
-0.33%1.42%0.76%3.26%-0.07%1.37%
BNDX
Vanguard Total International Bond ETF
-0.56%0.14%0.61%4.90%-0.25%1.97%
VNQ
Vanguard Real Estate ETF
-4.49%0.63%-1.83%4.82%2.37%5.32%
QQQ
Invesco QQQ
15.94%7.01%17.89%31.40%21.90%18.79%

Monthly Returns

The table below presents the monthly returns of Портфель ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.29%3.98%2.45%-3.79%4.48%10.06%
20236.91%-2.72%3.59%1.10%0.31%5.04%2.86%-1.92%-4.36%-2.44%8.55%5.02%23.14%
2022-5.58%-2.95%2.27%-8.33%-0.51%-7.09%8.12%-4.42%-8.97%4.61%6.28%-5.06%-21.14%
2021-0.31%1.41%2.58%4.53%0.49%2.61%1.90%2.43%-4.23%5.51%-0.78%3.12%20.61%
20200.47%-5.85%-11.31%10.45%4.47%3.03%4.99%5.67%-3.08%-2.12%9.54%3.86%19.41%
20197.27%2.48%2.09%2.95%-4.48%5.36%0.79%-0.63%1.26%2.05%2.22%2.58%26.21%
20184.25%-3.27%-1.25%0.29%2.18%0.48%2.44%2.33%-0.03%-6.30%1.62%-6.37%-4.20%
20172.16%2.97%0.75%1.39%1.76%0.25%2.16%0.69%1.19%2.01%1.99%0.97%19.85%
2016-4.31%-0.55%6.39%-0.14%1.48%0.56%3.94%-0.14%0.48%-2.14%0.91%1.79%8.15%
2015-0.44%4.01%-0.94%0.73%0.65%-2.14%2.17%-5.51%-1.72%6.87%-0.02%-1.34%1.79%
2014-2.12%4.37%-0.04%0.67%2.35%1.92%-0.96%3.17%-2.25%2.47%1.97%-0.76%11.08%
2013-1.95%4.13%-2.43%4.06%3.84%1.37%1.79%11.07%

Expense Ratio

Портфель ETF has an expense ratio of 0.07% 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.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Портфель ETF is 53, 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.


The Risk-Adjusted Performance Rank of Портфель ETF is 5353
Портфель ETF
The Sharpe Ratio Rank of Портфель ETF is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of Портфель ETF is 6060Sortino Ratio Rank
The Omega Ratio Rank of Портфель ETF is 5858Omega Ratio Rank
The Calmar Ratio Rank of Портфель ETF is 3737Calmar Ratio Rank
The Martin Ratio Rank of Портфель ETF is 5252Martin 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.


Портфель ETF
Sharpe ratio
The chart of Sharpe ratio for Портфель ETF, currently valued at 1.93, compared to the broader market0.002.004.006.001.93
Sortino ratio
The chart of Sortino ratio for Портфель ETF, currently valued at 2.80, compared to the broader market-2.000.002.004.006.002.80
Omega ratio
The chart of Omega ratio for Портфель ETF, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Портфель ETF, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.001.23
Martin ratio
The chart of Martin ratio for Портфель ETF, currently valued at 6.73, compared to the broader market0.0010.0020.0030.0040.0050.006.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.12, compared to the broader market-2.000.002.004.006.003.12
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.001.76
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.26, compared to the broader market0.0010.0020.0030.0040.0050.008.26

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.183.071.381.817.98
VOOG
Vanguard S&P 500 Growth ETF
2.473.471.441.6413.25
VOO
Vanguard S&P 500 ETF
2.353.321.412.309.20
VXUS
Vanguard Total International Stock ETF
1.031.511.180.693.02
BND
Vanguard Total Bond Market ETF
0.430.651.070.161.19
BNDX
Vanguard Total International Bond ETF
0.941.451.160.333.33
VNQ
Vanguard Real Estate ETF
0.300.561.070.160.76
QQQ
Invesco QQQ
2.062.831.352.349.74

Sharpe Ratio

The current Портфель ETF Sharpe ratio is 1.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.38, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Портфель ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.93
2.20
Портфель ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Портфель ETF granted a 2.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Портфель ETF2.15%2.19%1.95%1.72%1.62%2.16%2.37%2.05%2.22%2.15%2.15%2.02%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VOOG
Vanguard S&P 500 Growth ETF
0.81%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VXUS
Vanguard Total International Stock ETF
3.23%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF
3.38%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BNDX
Vanguard Total International Bond ETF
4.72%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
VNQ
Vanguard Real Estate ETF
4.13%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
QQQ
Invesco QQQ
0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
Портфель ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Портфель 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 Портфель ETF was 28.85%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.85%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-26.62%Dec 28, 2021202Oct 14, 2022339Feb 22, 2024541
-15.37%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-12.21%Apr 27, 2015202Feb 11, 201679Jun 6, 2016281
-8.51%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility

Volatility Chart

The current Портфель ETF volatility is 2.48%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.48%
2.51%
Портфель ETF
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.

BNDXBNDVNQVXUSQQQVOOGVOOVTI
BNDX1.000.720.17-0.010.020.01-0.02-0.02
BND0.721.000.210.00-0.00-0.01-0.04-0.04
VNQ0.170.211.000.530.490.550.610.62
VXUS-0.010.000.531.000.720.750.810.82
QQQ0.02-0.000.490.721.000.960.900.89
VOOG0.01-0.010.550.750.961.000.950.94
VOO-0.02-0.040.610.810.900.951.000.99
VTI-0.02-0.040.620.820.890.940.991.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013