Jeff2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 75% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 11, 2025, the Jeff2 returned 0.57% Year-To-Date and 11.07% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Jeff2 | 0.57% | 8.58% | -1.52% | 10.45% | 15.40% | 11.07% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
SCHF Schwab International Equity ETF | 12.76% | 11.55% | 9.00% | 10.99% | 13.49% | 6.78% |
Monthly Returns
The table below presents the monthly returns of Jeff2, 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 | 3.13% | -0.33% | -4.12% | 0.35% | 1.69% | 0.57% | |||||||
| 2024 | 0.97% | 4.67% | 3.33% | -3.87% | 4.92% | 2.51% | 1.59% | 2.59% | 1.84% | -1.96% | 4.57% | -2.61% | 19.65% |
| 2023 | 6.97% | -2.73% | 3.43% | 1.88% | -0.53% | 6.31% | 3.21% | -2.20% | -4.49% | -2.42% | 9.03% | 5.36% | 25.29% |
| 2022 | -4.79% | -2.93% | 2.99% | -8.30% | 0.68% | -8.25% | 8.18% | -4.54% | -9.29% | 7.56% | 7.29% | -4.81% | -17.04% |
| 2021 | -0.95% | 2.69% | 4.12% | 4.71% | 1.38% | 1.69% | 1.92% | 2.52% | -4.34% | 6.09% | -1.65% | 4.47% | 24.56% |
| 2020 | -0.74% | -7.92% | -12.97% | 11.13% | 4.89% | 2.28% | 5.03% | 6.48% | -3.29% | -2.77% | 11.74% | 4.59% | 16.55% |
| 2019 | 7.74% | 3.04% | 1.60% | 3.74% | -6.07% | 6.95% | 0.60% | -1.70% | 2.27% | 2.42% | 3.03% | 3.07% | 29.31% |
| 2018 | 5.40% | -4.12% | -1.94% | 0.62% | 1.38% | 0.17% | 3.30% | 1.95% | 0.64% | -7.23% | 1.55% | -8.01% | -6.99% |
| 2017 | 2.25% | 3.14% | 0.87% | 1.32% | 1.93% | 0.64% | 2.26% | 0.19% | 2.16% | 2.20% | 2.48% | 1.36% | 22.85% |
| 2016 | -5.03% | -0.89% | 6.94% | 0.85% | 1.22% | -0.24% | 3.78% | 0.24% | 0.39% | -1.90% | 2.42% | 2.81% | 10.56% |
| 2015 | -2.13% | 5.66% | -1.50% | 1.76% | 0.85% | -2.16% | 1.85% | -6.32% | -2.92% | 7.98% | 0.08% | -1.91% | 0.41% |
| 2014 | -3.83% | 4.66% | 0.64% | 0.92% | 2.13% | 1.93% | -1.56% | 3.08% | -2.09% | 1.70% | 2.07% | -0.43% | 9.30% |
Expense Ratio
Jeff2 has an expense ratio of 0.04%, 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 Jeff2 is 54, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
SCHF Schwab International Equity ETF | 0.65 | 1.08 | 1.15 | 0.87 | 2.65 |
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Dividends
Dividend yield
Jeff2 provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.75% | 1.83% | 1.97% | 1.73% | 1.68% | 2.15% | 2.31% | 1.92% | 2.16% | 2.14% | 2.11% |
| Portfolio components: | ||||||||||||
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% |
SCHF Schwab International Equity ETF | 2.89% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
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 Jeff2. 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 Jeff2 was 33.90%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Jeff2 drawdown is 4.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.9% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.21% | Jan 5, 2022 | 194 | Oct 12, 2022 | 293 | Dec 12, 2023 | 487 |
| -20.69% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -18.7% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -16.71% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
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 2 assets, with an effective number of assets of 1.60, 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 | SCHF | VOO | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.82 | 1.00 | 0.98 |
| SCHF | 0.82 | 1.00 | 0.82 | 0.90 |
| VOO | 1.00 | 0.82 | 1.00 | 0.99 |
| Portfolio | 0.98 | 0.90 | 0.99 | 1.00 |