Портфель ETF
Asset Allocation
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 Every 3 months.
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of May 9, 2025, the Портфель ETF returned -0.21% Year-To-Date and 9.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Портфель ETF | -0.21% | 12.63% | -1.75% | 11.20% | 12.01% | 9.74% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.64% | 14.17% | -5.14% | 10.03% | 15.30% | 11.75% |
VOOG Vanguard S&P 500 Growth ETF | -4.07% | 17.21% | -3.28% | 15.76% | 16.17% | 14.24% |
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
VXUS Vanguard Total International Stock ETF | 9.97% | 16.33% | 4.45% | 10.10% | 10.68% | 5.12% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.86% | 1.49% |
BNDX Vanguard Total International Bond ETF | 1.06% | 0.62% | 1.88% | 5.12% | 0.05% | 2.02% |
VNQ Vanguard Real Estate ETF | 0.45% | 11.00% | -4.37% | 13.24% | 7.43% | 5.28% |
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.57% | 17.21% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.38% | -0.45% | -4.14% | 0.64% | 1.48% | -0.21% | |||||||
| 2024 | 0.29% | 3.98% | 2.45% | -3.79% | 4.48% | 2.96% | 1.65% | 2.18% | 2.32% | -1.74% | 4.23% | -2.09% | 17.84% |
| 2023 | 6.91% | -2.72% | 3.60% | 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% | 1.91% | 2.43% | -4.23% | 5.51% | -0.78% | 3.12% | 20.61% |
| 2020 | 0.47% | -5.85% | -11.31% | 10.45% | 4.47% | 3.03% | 4.99% | 5.67% | -3.08% | -2.12% | 9.54% | 3.86% | 19.41% |
| 2019 | 7.27% | 2.48% | 2.09% | 2.95% | -4.48% | 5.36% | 0.79% | -0.63% | 1.26% | 2.05% | 2.22% | 2.58% | 26.21% |
| 2018 | 4.25% | -3.27% | -1.25% | 0.29% | 2.18% | 0.48% | 2.44% | 2.33% | -0.03% | -6.30% | 1.62% | -6.37% | -4.20% |
| 2017 | 2.16% | 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% |
Expense Ratio
Портфель ETF has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Портфель ETF is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.51 | 0.84 | 1.12 | 0.52 | 1.99 |
VOOG Vanguard S&P 500 Growth ETF | 0.64 | 1.02 | 1.14 | 0.71 | 2.38 |
VOO Vanguard S&P 500 ETF | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
VXUS Vanguard Total International Stock ETF | 0.60 | 0.94 | 1.13 | 0.73 | 2.30 |
BND Vanguard Total Bond Market ETF | 1.03 | 1.48 | 1.18 | 0.43 | 2.60 |
BNDX Vanguard Total International Bond ETF | 1.38 | 2.03 | 1.25 | 0.59 | 6.32 |
VNQ Vanguard Real Estate ETF | 0.74 | 1.11 | 1.15 | 0.55 | 2.41 |
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
Dividends
Dividend yield
Портфель ETF provided a 2.08% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.08% | 2.06% | 2.19% | 1.95% | 1.72% | 1.62% | 2.16% | 2.37% | 2.05% | 2.22% | 2.15% | 2.15% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VOOG Vanguard S&P 500 Growth ETF | 0.58% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.29% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current Портфель ETF drawdown is 4.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -26.62% | Dec 28, 2021 | 202 | Oct 14, 2022 | 339 | Feb 22, 2024 | 541 |
| -15.37% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -15.15% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -12.21% | Apr 27, 2015 | 202 | Feb 11, 2016 | 79 | Jun 6, 2016 | 281 |
Volatility
Volatility Chart
The current Портфель ETF volatility is 9.10%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.49, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | BNDX | BND | VNQ | VXUS | QQQ | VOOG | VTI | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | -0.03 | 0.60 | 0.80 | 0.90 | 0.95 | 0.99 | 1.00 | 0.98 |
| BNDX | -0.01 | 1.00 | 0.72 | 0.18 | 0.01 | 0.02 | 0.02 | -0.01 | -0.00 | 0.07 |
| BND | -0.03 | 0.72 | 1.00 | 0.22 | 0.02 | 0.00 | 0.00 | -0.03 | -0.03 | 0.06 |
| VNQ | 0.60 | 0.18 | 0.22 | 1.00 | 0.52 | 0.47 | 0.53 | 0.61 | 0.60 | 0.66 |
| VXUS | 0.80 | 0.01 | 0.02 | 0.52 | 1.00 | 0.71 | 0.74 | 0.81 | 0.80 | 0.86 |
| QQQ | 0.90 | 0.02 | 0.00 | 0.47 | 0.71 | 1.00 | 0.96 | 0.90 | 0.90 | 0.92 |
| VOOG | 0.95 | 0.02 | 0.00 | 0.53 | 0.74 | 0.96 | 1.00 | 0.94 | 0.95 | 0.95 |
| VTI | 0.99 | -0.01 | -0.03 | 0.61 | 0.81 | 0.90 | 0.94 | 1.00 | 0.99 | 0.98 |
| VOO | 1.00 | -0.00 | -0.03 | 0.60 | 0.80 | 0.90 | 0.95 | 0.99 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.07 | 0.06 | 0.66 | 0.86 | 0.92 | 0.95 | 0.98 | 0.98 | 1.00 |