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Growth balanced
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGT 50%VIG 50%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

50%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth balanced, 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


200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
666.96%
279.26%
Growth balanced
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 27, 2006, corresponding to the inception date of VIG

Returns By Period

As of Apr 20, 2024, the Growth balanced returned 1.02% Year-To-Date and 15.28% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Growth balanced1.02%-6.56%16.18%20.63%15.19%15.32%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.72%19.49%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.18%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.64%4.13%2.15%
2023-5.40%-1.59%10.39%4.55%

Expense Ratio

The Growth balanced has an expense ratio of 0.08% 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.


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Growth balanced
Sharpe ratio
The chart of Sharpe ratio for Growth balanced, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.52
Sortino ratio
The chart of Sortino ratio for Growth balanced, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for Growth balanced, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Growth balanced, currently valued at 1.51, compared to the broader market0.002.004.006.008.001.51
Martin ratio
The chart of Martin ratio for Growth balanced, currently valued at 5.99, compared to the broader market0.0010.0020.0030.0040.005.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.384.44

Sharpe Ratio

The current Growth balanced Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.52

The Sharpe ratio of Growth balanced lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.52
1.66
Growth balanced
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Growth balanced granted a 1.30% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Growth balanced1.30%1.26%1.43%1.09%1.23%1.41%1.69%1.43%1.73%1.81%1.54%1.45%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.04%
-5.46%
Growth balanced
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Growth balanced. 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 Growth balanced was 49.64%, occurring on Mar 9, 2009. Recovery took 466 trading sessions.

The current Growth balanced drawdown is 7.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.64%Nov 1, 2007339Mar 9, 2009466Jan 11, 2011805
-31.74%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-27.66%Dec 28, 2021200Oct 12, 2022190Jul 18, 2023390
-20.02%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-16.82%May 2, 201178Aug 19, 2011107Jan 24, 2012185

Volatility

Volatility Chart

The current Growth balanced volatility is 3.47%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.47%
3.15%
Growth balanced
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VGTVIG
VGT1.000.80
VIG0.801.00