ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 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
Returns
As of Sep 23, 2023, the ETF returned 2.83% Year-To-Date and 3.46% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| ETF | -0.71% | -0.76% | 2.83% | 4.42% | 2.50% | 3.45% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | -0.78% | -4.12% | 0.04% | 0.98% | 0.96% | 1.65% |
JNK SPDR Barclays High Yield Bond ETF | 0.15% | 3.92% | 5.32% | 9.16% | 2.02% | 2.89% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.65% | -3.60% | 0.03% | 0.72% | 0.37% | 1.22% |
BND Vanguard Total Bond Market ETF | -0.60% | -3.51% | 0.08% | 0.78% | 0.32% | 1.18% |
VTI Vanguard Total Stock Market ETF | -1.24% | 9.30% | 13.03% | 17.85% | 9.17% | 11.25% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| JNK | VTI | AGG | BIV | BND | |
|---|---|---|---|---|---|
| JNK | 1.00 | 0.65 | 0.04 | 0.01 | 0.02 |
| VTI | 0.65 | 1.00 | -0.17 | -0.21 | -0.19 |
| AGG | 0.04 | -0.17 | 1.00 | 0.87 | 0.91 |
| BIV | 0.01 | -0.21 | 0.87 | 1.00 | 0.90 |
| BND | 0.02 | -0.19 | 0.91 | 0.90 | 1.00 |
Dividend yield
ETF granted a 2.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 2.87% | 2.53% | 2.03% | 2.35% | 2.89% | 3.19% | 2.84% | 2.99% | 3.22% | 3.38% | 3.47% | 4.27% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 2.94% | 2.46% | 3.57% | 3.19% | 3.06% | 3.29% | 3.17% | 2.88% | 3.74% | 5.05% | 5.59% | 6.93% |
JNK SPDR Barclays High Yield Bond ETF | 6.64% | 6.33% | 4.72% | 5.90% | 6.63% | 7.60% | 7.62% | 8.72% | 10.10% | 9.75% | 10.41% | 12.35% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.05% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
BND Vanguard Total Bond Market ETF | 3.01% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
Expense Ratio
The ETF has an expense ratio of 0.05% 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | -0.03 | ||||
JNK SPDR Barclays High Yield Bond ETF | 0.71 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.08 | ||||
BND Vanguard Total Bond Market ETF | -0.07 | ||||
VTI Vanguard Total Stock Market ETF | 0.82 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ETF is 18.38%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.38% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -16.9% | May 20, 2008 | 101 | Oct 10, 2008 | 216 | Aug 20, 2009 | 317 |
| -11.4% | Feb 21, 2020 | 19 | Mar 18, 2020 | 47 | May 26, 2020 | 66 |
| -4.3% | May 22, 2013 | 23 | Jun 24, 2013 | 82 | Oct 18, 2013 | 105 |
| -3.61% | Aug 28, 2018 | 82 | Dec 24, 2018 | 24 | Jan 30, 2019 | 106 |
Volatility Chart
The current ETF volatility is 1.61%, 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.