My portfolio - 20% international
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 10% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| My portfolio - 20% international | -0.96% | 8.17% | -3.52% | 7.78% | 13.51% | N/A |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VXUS Vanguard Total International Stock ETF | 10.58% | 11.19% | 6.81% | 9.90% | 10.82% | 5.13% |
AVUV Avantis U.S. Small Cap Value ETF | -10.04% | 11.04% | -15.40% | -4.81% | 20.92% | N/A |
Monthly Returns
The table below presents the monthly returns of My portfolio - 20% international, 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 | 2.74% | -1.10% | -3.94% | -0.36% | 1.84% | -0.96% | |||||||
| 2024 | 0.02% | 3.86% | 3.25% | -3.88% | 4.35% | 1.47% | 3.02% | 1.47% | 1.91% | -1.71% | 5.27% | -3.42% | 16.22% |
| 2023 | 7.21% | -2.69% | 1.62% | 0.93% | -0.92% | 6.00% | 3.82% | -2.48% | -4.17% | -2.91% | 8.60% | 5.77% | 21.60% |
| 2022 | -4.72% | -1.96% | 1.75% | -7.76% | 0.70% | -7.95% | 7.64% | -3.63% | -8.97% | 6.98% | 6.58% | -4.74% | -16.65% |
| 2021 | 0.28% | 3.56% | 3.23% | 3.90% | 1.37% | 1.35% | 0.59% | 2.28% | -3.46% | 4.99% | -1.91% | 3.37% | 21.00% |
| 2020 | -1.40% | -7.03% | -14.25% | 11.73% | 4.83% | 2.62% | 4.70% | 5.93% | -3.01% | -1.22% | 11.60% | 4.83% | 17.44% |
| 2019 | -0.12% | 2.19% | 2.71% | 2.95% | 7.93% |
Expense Ratio
My portfolio - 20% international has an expense ratio of 0.06%, 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 My portfolio - 20% international is 35, 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VXUS Vanguard Total International Stock ETF | 0.60 | 1.00 | 1.13 | 0.78 | 2.46 |
AVUV Avantis U.S. Small Cap Value ETF | -0.21 | -0.05 | 0.99 | -0.14 | -0.38 |
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Dividends
Dividend yield
My portfolio - 20% international provided a 1.97% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 1.96% | 1.99% | 2.05% | 1.67% | 1.62% | 1.99% | 2.14% | 1.83% | 1.99% | 2.01% | 2.02% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
AVUV Avantis U.S. Small Cap Value ETF | 1.84% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the My portfolio - 20% international. 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 portfolio - 20% international was 32.43%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current My portfolio - 20% international drawdown is 5.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.09% | Nov 9, 2021 | 225 | Sep 30, 2022 | 310 | Dec 26, 2023 | 535 |
| -16.21% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -7.56% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.4% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.38, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | AVUV | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.10 | 0.73 | 0.79 | 0.99 | 0.96 |
| BND | 0.10 | 1.00 | -0.01 | 0.12 | 0.11 | 0.13 |
| AVUV | 0.73 | -0.01 | 1.00 | 0.71 | 0.77 | 0.84 |
| VXUS | 0.79 | 0.12 | 0.71 | 1.00 | 0.81 | 0.88 |
| VTI | 0.99 | 0.11 | 0.77 | 0.81 | 1.00 | 0.98 |
| Portfolio | 0.96 | 0.13 | 0.84 | 0.88 | 0.98 | 1.00 |