облигации
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTC Vanguard Total Corporate Bond ETF | Corporate Bonds | 50% |
VWOB Vanguard Emerging Markets Government Bond ETF | Emerging Markets Bonds | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in облигации, 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 Nov 9, 2017, corresponding to the inception date of VTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| облигации | 1.96% | 2.54% | 0.64% | 6.02% | 1.46% | N/A |
| Portfolio components: | ||||||
VTC Vanguard Total Corporate Bond ETF | 1.39% | 1.55% | 0.28% | 5.10% | 0.54% | N/A |
VWOB Vanguard Emerging Markets Government Bond ETF | 2.53% | 3.53% | 0.99% | 6.94% | 2.35% | 2.83% |
Monthly Returns
The table below presents the monthly returns of облигации, 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 | 1.06% | 2.12% | -0.66% | -0.09% | -0.45% | 1.96% | |||||||
| 2024 | -0.71% | -0.56% | 1.63% | -2.33% | 2.21% | 0.13% | 2.45% | 1.99% | 1.94% | -2.45% | 1.58% | -2.07% | 3.68% |
| 2023 | 4.21% | -3.06% | 2.42% | 0.41% | -1.30% | 1.42% | 0.87% | -1.25% | -3.08% | -1.66% | 6.16% | 4.59% | 9.63% |
| 2022 | -3.21% | -3.42% | -2.08% | -6.05% | 1.15% | -4.40% | 3.97% | -3.17% | -5.69% | -0.42% | 7.45% | -1.14% | -16.49% |
| 2021 | -1.58% | -2.33% | -1.15% | 1.60% | 0.85% | 1.29% | 0.96% | 0.26% | -1.79% | 0.17% | -0.78% | 0.98% | -1.60% |
| 2020 | 1.84% | -0.25% | -9.47% | 3.55% | 4.10% | 2.18% | 3.32% | -0.34% | -1.20% | -0.34% | 3.56% | 1.18% | 7.60% |
| 2019 | 3.16% | 0.27% | 2.00% | 0.36% | 0.91% | 2.96% | 0.77% | 1.97% | -0.59% | 0.49% | 0.01% | 1.43% | 14.54% |
| 2018 | -0.66% | -1.79% | 0.44% | -1.27% | 0.01% | -0.77% | 1.55% | -0.75% | 0.66% | -1.41% | -0.25% | 1.54% | -2.73% |
| 2017 | 0.34% | 0.87% | 1.21% |
Expense Ratio
облигации has an expense ratio of 0.12%, 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 облигации is 64, 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 | |
|---|---|---|---|---|---|
VTC Vanguard Total Corporate Bond ETF | 0.83 | 1.15 | 1.14 | 0.42 | 2.43 |
VWOB Vanguard Emerging Markets Government Bond ETF | 0.97 | 1.35 | 1.18 | 0.65 | 4.48 |
Dividends
Dividend yield
облигации provided a 5.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.48% | 5.29% | 4.65% | 4.22% | 3.20% | 3.43% | 3.96% | 4.03% | 2.58% | 2.36% | 2.46% | 2.24% |
| Portfolio components: | ||||||||||||
VTC Vanguard Total Corporate Bond ETF | 4.61% | 4.50% | 3.80% | 3.13% | 2.36% | 2.69% | 3.34% | 3.53% | 0.55% | 0.00% | 0.00% | 0.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 6.35% | 6.08% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% |
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 облигации. 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 облигации was 24.45%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current облигации drawdown is 5.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.45% | Sep 15, 2021 | 278 | Oct 20, 2022 | — | — | — |
| -21.9% | Mar 5, 2020 | 11 | Mar 19, 2020 | 84 | Jul 20, 2020 | 95 |
| -6.18% | Jan 4, 2021 | 44 | Mar 8, 2021 | 125 | Sep 2, 2021 | 169 |
| -4.57% | Jan 8, 2018 | 225 | Nov 27, 2018 | 43 | Jan 31, 2019 | 268 |
| -2.86% | Aug 7, 2020 | 33 | Sep 23, 2020 | 41 | Nov 19, 2020 | 74 |
Volatility
Volatility Chart
The current облигации volatility is 3.19%, 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 2 assets, with an effective number of assets of 2.00, 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 | VTC | VWOB | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.20 | 0.49 | 0.39 |
| VTC | 0.20 | 1.00 | 0.67 | 0.88 |
| VWOB | 0.49 | 0.67 | 1.00 | 0.92 |
| Portfolio | 0.39 | 0.88 | 0.92 | 1.00 |